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 $82.72 $41,381
VZ $54.06 $223,815
CLX $162.19 $19,919
CMS $61.49 $17,811
HSY $172.39 $35,519
XEL $63.19 $34,024
PG $143.60 $348,706
CHD $83.21 $20,432
ED $73.25 $25,885
LNT $57.44 $14,375
NVO $100.87 $179,607
UL $54.60 $142,030
PSA $309.19 $54,179
BCE $50.79 $45,968
CHT $39.71 $31,025
CLBK $17.93 $1,915
CUBE $51.37 $10,365
DUK $98.54 $75,811
EQC $25.88 $3,156
EXR $179.18 $23,976
FLO $23.12 $4,896
MRK $72.04 $182,360
NEA $15.83 $4,734
NEU $331.06 $3,618
NGG $64.07 $46,785
NAC $15.91 $2,303
ORAN $10.99 $29,166
SJM $120.57 $13,065
TRI $116.40 $57,693
WEC $91.23 $28,777
SAFT $78.68 $1,179
SBAC $358.48 $39,273
SNY $48.48 $122,537
EQIX $860.12 $77,196
ES $82.95 $28,505
DEA $21.12 $1,906
DG $219.02 $51,100
DLR $159.53 $46,260
COR $152.24 $6,730
NVS $82.80 $204,756
AGR $50.82 $19,678
AMT $293.55 $133,607
AWK $177.72 $32,255
AEE $83.57 $21,490
WMK $52.04 $1,400
NI $24.13 $9,469
PNW $72.95 $8,228
GILD $71.38 $89,497
HE $41.00 $4,482
JBSS $80.68 $925
MKC $85.33 $22,806
CTXS $109.04 $13,546
D $74.84 $60,507
TM $181.59 $293,404
WMT $142.69 $397,891
CAJ $24.34 $32,205
KMB $133.44 $44,938
GIS $59.92 $36,328
CL $76.43 $64,470
ATO $88.75 $11,608
KO $54.13 $233,659
BMY $60.15 $133,660
CPB $42.36 $12,837
K $63.22 $21,550
MCD $243.13 $181,569
BLL $92.95 $30,358
ATRI $680.40 $1,225
SO $63.61 $67,352
PEG $61.02 $30,850
PEP $154.01 $212,860
COST $452.33 $199,961
EXPO $115.91 $6,034
IDA $104.12 $5,260
KR $40.10 $29,820
LANC $168.63 $4,643
HTLD $16.13 $1,282
PGR $92.04 $53,859
AZN $58.74 $182,331
RCI $46.86 $23,846
WTM $1,065.71 $3,310
AMH $40.25 $12,994
CCI $187.46 $81,020
CDZI $7.34 $303
CFFN $11.30 $1,569
COLD $31.05 $8,106
PHI $33.28 $7,258
PINC $38.93 $4,780
MDLZ $60.56 $84,652
QGEN $54.75 $12,638
VIV $8.16 $13,958
TU $22.49 $28,747
TWNK $17.20 $2,238
WCN $130.96 $34,067
RDY $65.45 $10,901
RELX $30.46 $58,815
SR $61.47 $3,177
STE $215.71 $21,519
TFSL $18.72 $5,253
TRNO $65.22 $4,600
NOMD $27.78 $4,907
EIG $38.95 $1,102
CHE $473.10 $7,443
AMSF $54.63 $1,058
BRO $57.40 $16,164
DEO $190.84 $111,847
RSG $124.49 $39,633
EXC $49.38 $48,285
RNR $141.26 $6,654
AWR $87.52 $3,232
HR $31.06 $4,520
GSK $39.28 $98,213
JKHY $168.76 $12,491
ADC $69.24 $4,772
ATR $120.28 $7,934
AJG $151.39 $31,300
CERN $72.96 $21,566
CHKP $114.25 $15,172
JNJ $163.93 $431,543
DHR $324.13 $231,396
LLY $228.30 $218,387
BAX $81.05 $40,518
AMGN $213.64 $121,316
ABT $124.65 $220,982
DRE $49.42 $18,698
CWT $59.32 $3,057
ALX $258.80 $1,322
PFE $43.95 $246,414
GGG $73.75 $12,518
ETR $105.99 $21,299
SWX $67.35 $3,980
TYL $467.91 $19,111
REGN $647.06 $69,207
OGE $33.55 $6,716
AKAM $108.66 $17,693
FE $36.86 $20,059
BAH $78.38 $10,596
HSTM $29.07 $917
WIT $9.49 $49,482
CHRW $87.51 $11,526
CCOI $71.70 $3,418
CME $189.33 $67,995
ELS $82.35 $15,133
HLI $91.33 $6,240
EVRG $62.83 $14,407
ICE $116.91 $65,838
KDP $34.33 $48,662
PNM $49.51 $4,250
POR $48.45 $4,332
MO $48.24 $88,958
TMUS $127.73 $159,403
TMX $43.89 $5,473
T $27.01 $192,851
ZTS $201.35 $95,429
ZTO $31.17 $26,010
VRSK $205.56 $33,167
REXR $60.16 $8,286
HTA $30.47 $6,668
NSA $56.61 $5,019
OGS $64.54 $3,453
EMD $13.78 $837
BKI $70.77 $11,085
BBDC $10.96 $716
SLGN $39.35 $4,345
ARE $196.54 $29,945
WSO $276.72 $10,710
ERIE $184.06 $8,502
WM $153.42 $64,605
DOX $76.23 $9,995
MAA $190.28 $22,076
NEM $54.65 $43,672
PSB $157.56 $4,340
TTC $98.44 $10,478
RLI $100.75 $4,557
EXPD $123.04 $20,903
FCN $133.33 $4,570
SRE $130.84 $41,781
MCY $56.10 $3,106
LXP $13.24 $3,676
SCI $61.42 $10,293
SUI $196.23 $22,744
TMO $606.63 $238,660
NFG $50.83 $4,635
ABC $122.09 $25,369
BKH $63.84 $4,053
BDX $256.80 $73,750
CNI $115.00 $81,324
HMC $30.52 $54,487
DTE $113.95 $22,078
ORCL $88.44 $242,164
CPT $150.75 $15,162
CPK $121.97 $2,144
BCPC $140.73 $4,556
SONY $114.61 $142,722
PHG $46.44 $42,589
RMD $288.48 $42,026
SMP $43.01 $956
RGR $74.06 $1,303
UVV $47.36 $1,164
NICE $285.35 $17,750
SNN $36.32 $16,027
MMS $82.09 $5,046
ALE $59.97 $3,135
CABO $1,918.83 $11,586
AON $299.08 $67,516
CBZ $31.83 $1,678
ELP $6.59 $3,643
ESLT $146.11 $6,448
KT $13.71 $7,232
LAND $21.79 $683
DPZ $495.52 $18,262
NWE $59.12 $3,048
POST $107.45 $6,845
HRC $150.85 $9,929
LIN $306.06 $158,053
MDT $128.91 $173,488
LSI $121.08 $9,931
NNI $78.87 $3,041
MASI $276.57 $15,227
PBH $54.48 $2,727
PLD $130.01 $96,110
NWBI $12.57 $1,595
NDAQ $194.50 $32,521
GBDC $15.52 $2,625
CONE $78.98 $9,795
CSR $100.25 $1,408
BR $164.10 $19,063
AIZ $160.09 $9,415
ABBV $106.41 $188,045
PSO $9.85 $7,477
OSIS $92.71 $1,659
WABC $54.43 $1,462
RDWR $35.24 $1,605
BF.B $68.60 $32,259
PPL $28.48 $21,918
AVA $39.32 $2,739
SJW $65.90 $1,964
MLAB $315.69 $1,643
CHCO $73.63 $1,133
ROL $37.54 $18,473
APD $257.94 $57,099
ERIC $11.08 $37,056
RE $253.38 $10,103
ADP $198.31 $83,901
STN $48.75 $5,415
SFM $22.44 $2,562
WBA $48.01 $41,528
WLTW $230.94 $29,801
ZNGA $7.60 $8,298
UDR $53.64 $15,923
THS $39.03 $2,176
TRV $154.38 $38,517
ALL $130.36 $38,545
ADM $58.99 $32,997
CVS $83.86 $110,660
MSFT $298.58 $2,243,796
SON $60.23 $5,922
Y $627.67 $8,706
COO $433.76 $21,386
ESS $329.64 $21,438
FDS $374.43 $14,146
HMN $39.08 $1,621
WAT $395.58 $24,274
UTL $45.68 $724
MMC $157.08 $79,581
OTTR $55.11 $2,289
MSEX $106.37 $1,860
NOC $348.52 $55,801
UTHR $201.92 $9,065
JNPR $27.77 $9,029
LII $305.70 $11,362
YORW $44.17 $578
WERN $46.38 $3,151
VRSN $214.87 $24,038
RY $99.00 $141,070
BG $77.29 $10,953
CB $176.93 $76,358
MKTX $425.65 $16,175
PM $100.51 $156,649
MSI $239.15 $40,494
MPW $20.62 $12,283
MGEE $75.67 $2,736
LOPE $85.24 $3,852
ORA $67.61 $3,786
DOC $18.44 $4,009
GOLF $49.64 $3,669
HQH $26.28 $1,174
FIS $122.07 $75,402
LHCG $164.23 $5,201
ICLR $274.39 $21,838
INGR $87.45 $5,860
INVH $40.52 $23,359
AY $36.27 $4,020
ANAT $190.00 $5,109
RIO $66.59 $108,892
CCU $17.91 $3,359
IX $96.69 $24,570
SBSI $36.01 $1,176
OTEX $51.27 $13,922
NEOG $41.35 $4,444
VRTX $184.27 $47,805
JJSF $154.77 $2,951
MKL $1,217.95 $16,716
EQR $81.37 $30,470
FR $53.83 $6,951
CSGS $46.95 $1,537
CVBF $19.05 $2,589
BTI $36.66 $84,405
EIX $58.35 $22,156
LNN $151.03 $1,647
AZO $1,683.76 $35,591
GOLD $18.45 $32,740
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.