Low Volatility Stocks

It can seem counterintuitive to many investors, but stocks that are less volatile than their counterparts have historically produced comparable or better returns. This means that on a risk-adjusted basis, low volatility stocks have been superior investments. We measure low volatility in two ways. The standard deviation measures the volatility of each stocks on a standalone basis. Beta also accounts for a stock's correlation with other stocks. The combined score uses both metrics.

Stocks With Highest Low Volatility Factor Exposure

Ticker Price Market Cap
($mil)
AEP $91.52 $45,408
ATO $94.49 $11,656
VZ $58.05 $249,118
CLX $214.99 $27,084
CMS $65.28 $18,688
HSY $149.92 $31,187
XEL $73.13 $38,418
PG $144.39 $359,476
WMT $144.71 $410,072
CTXS $138.26 $17,080
ED $81.70 $27,328
UN $61.61 $163,607
UL $62.76 $163,607
PSA $233.00 $40,729
NAC $14.67 $2,123
BCE $42.61 $38,547
NEA $14.19 $3,953
MRK $79.83 $201,909
NEE $305.60 $149,636
DUK $92.37 $67,932
ORAN $11.12 $29,624
EQC $26.94 $3,274
ADSW $30.27 $2,747
BTT $24.88 $1,754
NGG $61.05 $42,921
WEC $101.56 $32,036
WCN $104.14 $27,330
CUBE $34.28 $6,642
COR $126.43 $5,377
AWK $155.72 $28,217
SNY $50.27 $126,916
SAFT $68.68 $1,035
NEU $367.72 $4,017
EXR $114.63 $14,795
AEE $82.39 $20,357
CHL $32.29 $132,633
DEO $138.52 $80,165
HSBC $19.71 $80,579
RCI $40.62 $20,669
NVS $86.19 $212,892
FLO $24.88 $5,265
SJM $117.88 $13,447
NVO $71.02 $129,018
LNT $54.89 $13,703
EXPO $74.27 $3,834
HE $34.11 $3,724
CHD $93.19 $23,047
CAJ $15.77 $20,829
KMB $153.33 $52,293
LLY $146.12 $139,760
KO $50.03 $214,901
CL $80.31 $68,858
GIS $62.37 $38,129
PEP $141.73 $195,865
ATR $116.35 $7,502
ALX $243.99 $1,246
TM $130.64 $211,414
D $81.41 $68,418
JKHY $162.26 $12,385
IDA $87.11 $4,396
GSK $36.57 $91,353
MKC $199.39 $26,607
PNW $81.07 $9,125
NI $23.50 $9,001
AZN $53.03 $139,254
RSG $93.57 $29,801
TFSL $15.66 $4,387
DG $221.71 $55,213
AMT $242.72 $107,664
CCI $166.90 $70,043
MDLZ $57.97 $82,801
LSI $116.34 $5,458
SR $56.95 $2,932
AGR $55.09 $17,023
RELX $22.04 $42,673
EQIX $817.69 $72,412
DEA $22.21 $1,770
ES $91.42 $31,327
SBAC $310.25 $34,729
TRI $82.77 $41,097
QGEN $52.32 $12,077
TMUS $114.96 $142,298
ICE $101.30 $56,854
CFFN $11.40 $1,613
CME $167.99 $60,245
ETJ $9.83 $627
EIG $31.10 $910
DLR $157.70 $42,420
ELS $63.88 $11,636
MO $39.53 $73,462
RDY $68.81 $11,476
SJR $17.51 $9,008
WTM $898.77 $2,788
WMK $48.93 $1,316
RNR $172.19 $8,819
PGR $96.52 $56,503
LANC $174.61 $4,808
HR $30.42 $4,139
COST $381.54 $168,346
PEG $59.50 $30,092
ROL $59.77 $19,590
NHC $63.58 $976
SO $58.35 $61,625
ATRI $672.20 $1,229
BLL $91.42 $29,855
PFE $37.95 $210,884
JNJ $148.10 $389,921
K $67.10 $23,010
MCD $229.37 $170,675
BMY $61.24 $138,031
CPB $48.94 $14,793
CHKP $126.62 $17,752
ADC $65.37 $3,520
ETR $106.67 $21,357
GILD $62.00 $77,731
KR $34.07 $26,381
GGG $65.57 $10,931
JBSS $76.50 $675
PSB $118.89 $3,267
UTL $40.19 $603
BRO $47.45 $13,420
DOX $58.47 $7,778
SNN $39.28 $17,025
CCU $12.21 $2,264
WM $115.87 $48,951
POR $37.25 $3,334
T $27.33 $194,726
CHRW $100.23 $13,513
TRNO $59.98 $4,098
OGS $73.11 $3,869
AMH $29.11 $8,769
HTA $25.48 $5,569
TU $18.20 $23,244
MDT $110.13 $148,038
CABO $1,814.99 $10,927
ANAT $69.72 $1,875
WLTW $216.76 $27,931
PINC $35.02 $4,268
VRSK $192.47 $31,254
AMSF $57.39 $1,109
CBZ $24.00 $1,312
UDR $33.01 $9,740
AKAM $110.71 $18,013
NWE $51.87 $2,623
ALE $54.04 $2,804
CHE $497.81 $7,925
EXC $42.09 $41,017
FE $31.69 $17,179
PSO $7.08 $5,289
WIT $5.01 $26,327
SWX $66.84 $3,737
RLI $84.52 $3,799
TTC $86.48 $9,279
AVA $34.01 $2,310
MAA $119.44 $13,660
NEM $62.67 $50,383
EQR $51.85 $19,299
HTLD $19.60 $1,595
SUI $146.04 $14,353
BKH $58.14 $3,648
AJG $108.77 $20,826
BAX $81.82 $41,420
DRE $38.86 $14,400
DTE $119.30 $22,983
RE $200.80 $8,026
NFG $41.65 $3,788
ALL $92.58 $28,914
CPK $88.27 $1,456
CERN $74.63 $22,791
MMC $114.94 $58,220
MCY $41.36 $2,290
LXP $10.55 $2,920
NICE $236.36 $14,813
OGE $31.56 $6,317
TYL $398.52 $16,037
SEB $3,389.99 $3,935
HSTM $21.44 $686
SLGN $39.69 $4,401
CCOI $61.07 $2,888
EMD $12.68 $770
BAH $82.25 $11,334
POST $93.16 $6,307
REXR $48.94 $6,058
ZTS $163.55 $77,710
CB $119.26 $53,830
AY $29.77 $3,025
CCEP $38.32 $17,428
HLI $64.35 $4,490
KDP $29.76 $41,878
CBPO $113.80 $4,391
EVRG $54.92 $12,457
NSA $33.38 $2,309
WBA $37.41 $32,394
ZNGA $9.16 $9,851
NWBI $10.24 $1,309
ORA $72.77 $3,716
FIS $143.88 $89,149
DEI $24.32 $4,265
DPZ $399.45 $15,738
KT $9.92 $5,235
ARE $162.06 $20,438
BF.B $75.95 $35,106
ESLT $119.79 $5,303
FMX $57.68 $18,457
IX $64.00 $16,630
WSO $239.84 $9,204
BAP $120.04 $11,324
OTEX $41.84 $11,366
ESS $202.04 $13,175
EXPD $93.29 $15,641
BCPC $105.32 $3,407
TEF $3.62 $19,056
SON $55.37 $5,558
AMGN $235.72 $138,060
CNI $111.80 $79,510
DHR $227.45 $161,355
OMC $52.48 $11,276
HMC $24.24 $43,498
ORCL $60.29 $181,302
PHG $48.81 $44,309
CVS $59.59 $77,986
BDX $236.99 $68,696
SCI $44.12 $7,775
ABC $99.52 $20,316
CHCO $59.01 $946
CPT $92.18 $8,978
HMN $35.70 $1,476
FCN $114.59 $4,193
MKL $971.62 $13,387
SKM $22.67 $16,579
MSEX $66.88 $1,168
REGN $599.74 $63,808
NOC $316.24 $52,722
WABC $55.62 $1,498
RGR $66.53 $1,164
ERIE $229.00 $10,577
AIZ $123.47 $7,365
NDAQ $128.87 $21,168
MKTX $538.07 $20,431
GBDC $13.46 $2,251
HRC $89.53 $5,963
LAND $14.25 $340
TWNK $13.20 $1,725
ZTO $28.84 $54,551
LIN $233.08 $122,451
STE $188.88 $16,065
AON $212.88 $49,268
KRNY $8.03 $719
FCFS $59.68 $2,473
SFM $21.88 $2,581
ABBV $86.27 $152,252
LOPE $80.99 $3,829
AXS $44.88 $3,784
MASI $237.30 $13,039
RY $73.70 $105,009
MMS $68.97 $4,229
SBSI $25.69 $849
BRC $41.86 $2,177
RDWR $24.34 $1,124
PNM $46.23 $3,682
WRB $62.05 $11,045
RMD $180.79 $26,198
OTTR $38.83 $1,587
KRC $51.02 $5,876
SRE $128.11 $37,057
FDS $339.56 $12,901
CSGS $42.58 $1,409
CVBF $17.87 $2,422
BTI $34.07 $78,330
Y $547.38 $7,834
UHAL $358.74 $7,034
APD $298.14 $65,857
ADP $148.42 $63,798
GOLD $27.57 $48,999
ADM $49.79 $27,666
ABT $109.67 $194,174
FISV $101.22 $67,782
Performance Disclaimer: Returns presented on Validea.com are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach.

Optimal portfolios presented on Validea.com represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on Validea.com are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.