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 $81.20 $40,324
VZ $57.08 $236,206
CLX $189.28 $23,810
CMS $57.09 $16,496
HSY $152.65 $31,624
XEL $62.18 $33,431
PG $127.34 $313,572
CAJ $21.96 $29,034
CHD $81.15 $19,888
CTXS $131.78 $16,204
ED $70.37 $24,096
LNT $50.39 $12,592
AEE $76.19 $19,303
PSA $239.84 $41,951
AWK $136.38 $24,745
BCE $46.11 $41,630
BTT $25.60 $1,805
CHT $39.31 $30,354
CUBE $37.58 $7,505
DUK $90.79 $69,787
EQC $28.58 $3,477
EXR $129.07 $17,042
FLO $23.36 $4,945
MRK $74.76 $189,166
NAC $14.82 $2,145
NEA $14.74 $4,408
NGG $58.64 $41,498
NRK $13.47 $1,175
ORAN $12.24 $32,282
SJM $121.07 $13,268
WEC $87.22 $27,512
SNY $47.95 $121,167
SAFT $84.21 $1,254
SBAC $249.84 $27,314
TRI $86.98 $43,274
NVS $84.19 $208,324
NEU $395.66 $4,321
EQIX $638.70 $57,028
ES $81.69 $28,020
COR $114.08 $4,879
DEA $21.30 $1,749
DG $187.55 $45,950
DLR $135.35 $38,050
CFFN $14.04 $1,949
CCI $151.94 $65,534
AGR $47.75 $14,772
AMH $30.70 $9,724
AMT $204.42 $90,841
WMK $58.85 $1,583
RCI $46.61 $23,674
IDA $94.78 $4,783
HE $39.02 $4,260
D $73.21 $58,982
MKC $85.90 $22,931
NVO $71.73 $130,314
PNW $78.46 $8,842
UL $54.83 $143,844
BLL $85.22 $27,946
TM $151.88 $244,529
WMT $132.18 $373,975
GIS $58.56 $35,806
KMB $134.44 $45,442
CL $75.80 $64,321
ATO $90.81 $11,103
KO $51.44 $221,671
BMY $60.93 $136,512
MCD $213.31 $159,038
K $59.73 $20,544
LLY $205.45 $196,909
SO $59.78 $63,164
PEG $57.74 $29,164
PEP $133.58 $184,288
ATR $139.38 $9,082
ATRI $650.40 $1,187
SEB $3,852.17 $4,472
PGR $92.22 $54,018
NI $22.13 $8,672
LANC $183.03 $5,042
COST $323.83 $143,345
EXPO $98.65 $5,110
GILD $63.91 $80,309
GSK $35.60 $88,349
AZN $49.81 $131,164
RSG $95.85 $30,566
SJR $18.85 $9,664
WTM $1,179.77 $3,652
CBPO $117.16 $4,544
MDLZ $56.19 $79,347
QGEN $46.96 $10,840
TRNO $55.52 $3,811
TFSL $21.29 $5,974
RDY $61.23 $10,263
WCN $102.90 $26,968
TU $21.04 $26,877
WIT $6.55 $32,012
RELX $24.02 $46,326
SR $72.47 $3,766
POR $46.20 $4,137
PINC $33.99 $4,155
NOMD $25.89 $4,566
ELS $60.99 $11,118
ETJ $10.60 $677
CHE $432.93 $6,941
BRO $46.51 $13,120
DEO $167.36 $97,765
TYL $400.82 $16,264
KR $35.24 $26,830
JKHY $149.47 $11,371
JBSS $91.43 $1,048
HR $29.75 $4,157
HTLD $19.36 $1,548
ETR $94.44 $18,933
OGE $32.13 $6,427
RNR $163.15 $8,274
EXC $41.86 $40,870
AJG $125.25 $24,266
CHKP $114.43 $16,043
PFE $34.93 $194,827
ADC $65.33 $4,147
JNJ $159.15 $418,354
NHC $76.38 $1,174
CPB $47.88 $14,505
DHR $212.93 $151,650
BAX $77.72 $39,257
DRE $39.42 $14,734
SUI $143.30 $15,995
SCI $47.20 $7,997
CERN $70.83 $21,695
BKH $65.11 $4,089
CWT $52.88 $2,662
ALX $293.40 $1,498
RLI $114.04 $5,149
PSB $150.32 $4,132
SWX $67.95 $3,888
LXP $11.03 $3,061
MAA $134.83 $15,423
GGG $67.51 $11,393
FE $34.55 $18,768
SLGN $42.30 $4,655
HSBC $31.08 $126,238
WM $121.69 $51,493
AKAM $96.36 $15,728
CCOI $61.84 $2,942
AMSF $64.79 $1,252
HSTM $23.94 $754
EVRG $56.95 $12,925
HTA $27.30 $5,972
ICE $115.58 $64,922
HLI $67.32 $4,642
MO $48.20 $89,589
OGS $74.44 $3,963
STE $179.99 $15,363
REXR $47.69 $6,268
T $29.99 $213,882
TMUS $127.41 $158,346
ZTS $151.09 $71,793
TWNK $15.18 $2,052
VRSK $174.86 $28,466
ZNGA $9.95 $10,776
TMX $48.50 $6,395
NWE $62.20 $3,149
PNM $48.36 $4,151
QTS $59.73 $3,861
NSA $39.41 $2,812
DPZ $357.93 $13,889
KDP $33.56 $47,228
LAND $18.80 $503
BKI $76.00 $11,917
BAH $78.42 $10,799
CBZ $33.44 $1,789
CABO $1,829.22 $11,039
ALE $67.26 $3,505
CHRW $94.52 $12,648
CME $206.64 $74,184
DOX $78.98 $10,355
ARE $161.68 $22,100
WSO $241.52 $9,268
EXPD $97.46 $16,507
MCY $65.73 $3,639
NEM $58.18 $46,562
NICE $226.12 $14,265
UTL $47.46 $713
TTC $101.47 $10,920
REGN $467.95 $50,132
CPK $118.03 $2,062
NFG $49.52 $4,514
BDX $237.89 $69,121
AMGN $229.96 $132,817
ABT $115.88 $205,285
DTE $126.23 $24,460
CNI $114.42 $81,482
ADP $182.07 $77,915
RE $250.22 $10,007
EBF $21.31 $556
CPT $103.82 $10,129
ABC $111.83 $22,892
BCPC $131.25 $4,252
TMO $441.09 $173,698
ORCL $72.12 $212,324
RMD $185.39 $26,976
RGR $71.19 $1,249
MMC $117.35 $59,636
SRE $126.49 $38,275
FCN $125.75 $4,306
AVA $43.67 $3,025
WABC $65.51 $1,756
SNN $38.70 $16,801
ERIE $231.84 $10,708
UTHR $159.68 $7,113
CONE $65.48 $7,888
AIZ $138.74 $8,033
ANAT $101.51 $2,729
LSI $85.30 $6,437
HRC $104.80 $6,955
EMD $13.14 $798
GBDC $14.76 $2,469
ESLT $135.71 $5,942
MDT $118.66 $159,962
NWBI $15.26 $1,937
PLD $97.72 $72,264
POST $102.45 $6,594
ZTO $32.01 $26,913
WLTW $224.23 $28,919
VIV $7.74 $12,984
WBA $50.52 $43,651
UDR $43.34 $12,864
STN $41.47 $4,646
PSO $11.40 $8,582
MKTX $516.79 $19,636
NDAQ $144.55 $23,821
NNI $76.70 $2,942
CSR $73.05 $954
EGOV $34.17 $2,296
MASI $229.19 $12,667
LIN $265.64 $138,886
KT $11.73 $6,097
AON $229.75 $51,920
BBDC $9.79 $639
BR $142.38 $16,487
CB $173.48 $78,105
JNPR $24.69 $8,103
LII $292.15 $11,024
RDWR $26.13 $1,206
BF.B $72.03 $33,594
MMS $85.98 $5,284
OSIS $98.36 $1,768
CHCO $85.58 $1,347
NOC $300.00 $50,016
MSEX $75.61 $1,321
SMP $44.27 $990
PPL $27.46 $21,116
PHG $56.56 $51,521
ROL $33.27 $16,374
APD $271.62 $60,103
HMC $29.98 $53,745
ALL $113.71 $34,440
ADM $58.39 $32,606
GOLD $20.12 $35,767
ERIC $12.57 $42,508
CVS $72.70 $95,336
SON $62.69 $6,298
Y $644.50 $9,018
SJW $58.89 $1,693
WRB $76.00 $13,480
MKL $1,133.28 $15,621
OTTR $44.98 $1,867
COO $382.95 $18,822
CVBF $24.16 $3,283
FDS $312.29 $11,860
ESS $272.67 $17,722
FR $43.85 $5,662
HMN $43.44 $1,799
VRSN $190.10 $21,499
RY $91.87 $130,888
RIO $80.21 $130,692
CCU $18.38 $3,334
WAT $272.45 $16,942
SBSI $40.52 $1,327
AY $36.83 $4,077
BG $80.52 $11,286
ABBV $108.00 $190,715
LHCG $182.91 $5,779
LOPE $102.53 $4,806
INVH $29.30 $16,620
MGEE $70.27 $2,541
MSI $177.76 $30,046
POOL $343.20 $13,807
SFM $24.10 $2,843
TRV $155.38 $39,189
THS $52.82 $2,952
WINA $183.50 $681
WPM $37.49 $16,841
ORA $85.62 $4,793
PM $86.76 $135,124
MPW $21.49 $12,464
NCBS $84.53 $844
IRM $36.90 $10,643
ICFI $89.16 $1,683
ICLR $177.25 $9,357
GOLF $41.51 $3,084
FIS $145.52 $90,387
BNS $62.79 $75,932
DOC $17.52 $3,690
JJSF $168.38 $3,196
SKM $24.54 $17,822
EQR $71.42 $26,616
EGP $138.78 $5,504
CSGS $48.30 $1,577
CNA $45.95 $12,470
CBU $79.43 $4,263
OTEX $46.57 $12,702
NBTB $41.62 $1,814
NEOG $82.98 $4,418
BTI $37.15 $83,509
COG $19.19 $7,665
SNE $100.99 $127,896
UNH $349.60 $330,484
EIX $58.22 $22,082
MSFT $232.42 $1,752,962
LNN $166.03 $1,804
NPK $105.78 $743
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. The model portfolios offered on Validea are concentrated and as a result they will exhibit high levels of volatility and their performance can be substantially impacted by the performance of individual positions.

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.