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 $83.31 $41,959
VZ $51.66 $213,881
CLX $169.16 $20,783
CMS $61.13 $17,709
HSY $179.16 $36,908
XEL $65.59 $35,332
PG $149.02 $360,621
WMT $142.63 $397,723
CHD $93.75 $22,889
ED $80.35 $28,424
HRL $42.49 $23,053
LNT $57.28 $14,341
NVO $108.29 $193,146
UL $52.76 $134,090
PSA $331.89 $58,198
FLO $26.40 $5,581
SJM $129.37 $14,019
NEU $339.30 $3,609
NAC $15.35 $2,222
BCE $50.83 $46,099
NEA $15.30 $4,575
DUK $100.22 $77,104
ORAN $10.79 $28,912
EQC $25.57 $3,092
WEC $90.49 $28,544
NGG $66.75 $48,205
CLBK $18.46 $1,962
TRI $122.32 $59,406
SBAC $355.57 $38,679
AGR $52.28 $20,243
DEA $20.95 $1,805
AMT $266.94 $121,568
CUBE $54.95 $11,912
AWK $173.32 $31,464
MRK $74.89 $189,168
DG $225.07 $52,511
COR $171.37 $7,574
EXR $203.05 $27,187
DLR $168.79 $47,900
SNY $48.21 $122,416
SAFT $77.90 $1,167
NVS $80.27 $195,618
AZN $55.53 $172,533
AEE $85.09 $21,881
WMK $63.67 $1,713
NI $25.25 $9,916
PNW $66.29 $7,479
JBSS $83.19 $954
LANC $154.16 $4,244
MKC $86.99 $23,264
GILD $70.65 $88,622
HE $39.32 $4,298
CTXS $82.37 $10,273
CAJ $21.95 $29,239
GIS $63.52 $38,474
CL $77.71 $65,498
KMB $135.04 $45,476
BMY $54.64 $121,281
CPB $41.20 $12,447
ATO $93.80 $12,422
BAX $76.03 $38,068
K $63.87 $21,788
MCD $250.30 $187,036
ATRI $712.20 $1,282
BLL $94.81 $30,708
SO $62.82 $66,577
PEG $64.25 $32,489
PEP $164.14 $226,949
EXPO $117.82 $6,140
COST $554.88 $245,159
D $74.42 $60,273
KR $42.35 $31,493
IDA $107.69 $5,440
HTLD $17.04 $1,345
PGR $94.97 $55,563
DEO $205.00 $118,640
RCI $45.24 $23,164
RDY $61.85 $10,386
WTM $1,031.10 $3,112
EIG $38.91 $1,088
CFFN $11.50 $1,597
ES $85.27 $29,316
CCI $185.83 $80,316
PINC $38.50 $4,692
TWNK $17.54 $2,427
QGEN $55.62 $12,839
EQIX $820.00 $73,834
GRFS $11.05 $10,944
TMX $38.71 $4,690
VIV $8.87 $15,190
STE $226.69 $22,674
NOMD $23.99 $4,237
SR $61.96 $3,202
WCN $137.19 $35,664
BKI $73.14 $11,359
COLD $32.40 $8,643
TRNO $76.33 $5,711
TFSL $18.39 $5,163
MDLZ $60.64 $84,591
TU $23.13 $29,592
ZTS $223.55 $105,767
TMUS $113.40 $141,643
AMH $40.65 $13,593
AMSF $53.55 $1,037
T $23.89 $170,598
CHE $470.89 $7,249
AKAM $114.26 $18,565
AWR $94.92 $3,506
JKHY $152.31 $11,277
MCY $51.72 $2,864
GSK $41.36 $102,141
ADC $69.47 $4,848
ATR $125.87 $8,286
AJG $164.81 $34,161
JNJ $159.75 $420,557
LLY $254.83 $243,768
KO $54.58 $235,754
AMGN $203.47 $114,608
ABT $128.03 $226,394
BDX $243.61 $69,191
DHR $326.52 $233,324
ABC $120.23 $25,024
CERN $72.86 $21,437
CHKP $111.11 $14,755
CWT $64.33 $3,384
ALX $259.48 $1,325
PFE $52.40 $294,114
GGG $75.19 $12,780
HR $31.57 $4,658
FCN $147.11 $5,044
TYL $521.28 $21,360
REGN $654.40 $70,376
RNR $155.10 $7,138
RLI $105.33 $4,766
NEM $55.40 $44,178
OGE $35.10 $7,026
EXC $54.17 $52,995
BRO $65.41 $18,474
FE $39.05 $21,260
RSG $138.23 $43,832
MO $43.48 $79,872
PNM $49.60 $4,257
CCOI $76.47 $3,645
POR $50.27 $4,495
POST $100.64 $6,294
BAH $86.08 $11,526
CME $225.33 $80,983
EVRG $65.26 $14,964
RELX $31.25 $60,336
CABO $1,825.97 $11,039
HLI $112.18 $7,662
OGS $66.70 $3,574
HTA $34.02 $7,513
KDP $35.17 $49,870
BBDC $10.83 $707
ZTO $30.98 $26,717
HRC $155.43 $10,266
VRSK $229.16 $36,932
CHRW $95.62 $12,429
NNI $87.28 $3,338
ELS $84.82 $15,592
SLGN $42.63 $4,707
WIT $8.56 $45,914
WABC $54.10 $1,453
DOX $70.98 $9,306
PSB $175.08 $4,824
WSO $299.63 $11,640
UVV $46.97 $1,156
SWX $68.89 $4,160
TTC $103.28 $10,994
EXPD $126.76 $21,474
SRE $124.20 $39,662
ETR $105.07 $21,117
MAA $210.00 $24,179
TMO $648.77 $255,647
BKH $66.12 $4,220
DRE $59.45 $22,642
NFG $59.75 $5,449
HMC $27.59 $49,942
DTE $111.49 $21,599
CNI $128.37 $90,931
CPK $130.24 $2,293
SCI $66.63 $10,988
SUI $196.75 $22,816
SONY $121.44 $153,030
BCPC $162.24 $5,254
LXP $15.05 $4,256
SMP $50.83 $1,118
NICE $285.31 $17,514
ARE $205.26 $31,274
MMS $77.57 $4,806
ERIE $204.19 $9,432
WM $166.83 $69,788
BF.B $74.19 $34,696
OSIS $90.50 $1,624
NWE $56.18 $3,037
AIZ $156.04 $8,891
DPZ $533.95 $19,429
KT $13.02 $6,810
CBZ $37.39 $1,948
NWBI $13.32 $1,686
GBDC $14.98 $2,534
ABBV $116.89 $206,648
LAND $28.69 $981
REXR $71.00 $10,756
LSI $133.75 $10,970
ICE $131.90 $74,313
MDT $110.28 $148,311
NSA $61.97 $5,520
ELP $5.34 $2,894
AON $296.69 $65,370
ANAT $189.31 $5,090
YUMC $50.47 $21,608
WLTW $230.39 $28,708
LIN $320.74 $164,397
CONE $89.38 $11,343
ZNGA $6.17 $6,912
MASI $288.29 $15,920
ESLT $148.19 $6,530
BR $175.51 $20,461
MKTX $352.96 $13,422
PBH $55.92 $2,802
ALE $60.34 $3,172
SNN $32.92 $14,513
NOC $356.39 $56,501
PPL $28.44 $21,350
RMD $256.92 $37,439
RGR $71.45 $1,257
VRTX $190.11 $48,336
MSEX $105.61 $1,848
NEOG $40.97 $4,404
CSGS $52.22 $1,705
EIX $66.07 $25,101
SON $60.58 $5,957
PHG $35.88 $32,958
ORCL $92.94 $254,069
CPT $168.85 $17,256
CHCO $78.48 $1,186
ALL $113.14 $32,435
ADP $235.90 $99,404
ERIC $10.30 $34,239
RE $264.37 $10,408
CVS $92.02 $121,472
BTI $34.32 $78,071
Y $664.73 $9,106
APD $291.35 $64,522
CVBF $19.37 $2,625
COO $381.19 $18,794
FDS $469.43 $17,670
MLAB $313.31 $1,637
SKM $29.83 $10,608
HMN $37.12 $1,540
AVA $39.18 $2,773
WERN $45.38 $3,035
UTL $42.19 $674
SJW $69.07 $2,060
MMC $167.03 $84,333
PSO $8.35 $6,191
BG $90.58 $12,728
UTHR $194.00 $8,737
LII $322.12 $11,786
RDWR $29.12 $1,339
VRSN $244.46 $27,154
NDAQ $209.08 $34,963
THS $38.23 $2,133
MUFG $5.38 $73,130
FIS $105.39 $64,176
MSI $259.50 $43,940
SMFG $6.60 $45,861
SFM $27.09 $3,041
WBA $46.08 $39,887
HQH $24.50 $1,094
AMPH $19.48 $932
VIAV $15.22 $3,618
PLD $153.28 $113,324
TAK $13.49 $42,939
PM $87.35 $135,989
ATVI $60.31 $46,975
STN $55.19 $6,122
TRV $152.40 $37,492
UDR $57.47 $17,769
LHCG $120.52 $3,817
ORA $76.92 $4,308
SJR $29.20 $14,533
RY $101.70 $144,594
RIO $62.94 $101,997
TTWO $169.60 $19,555
JNPR $31.84 $10,354
SBSI $41.50 $1,339
OTTR $67.43 $2,801
SBUX $110.73 $129,908
WAT $341.22 $20,827
J $146.09 $18,838
MKL $1,243.74 $17,000
ESS $346.50 $22,553
ROL $35.33 $17,384
NPK $82.63 $582
LNN $150.38 $1,646
AZO $1,838.69 $38,554
GOLD $19.15 $33,979
ADM $64.81 $36,257
CSR $103.10 $1,472
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.