Low Volatility Stocks

Last Updated: 7/16/2022

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 $95.22 $48,900
VZ $51.02 $214,266
BMY $75.65 $161,064
CPB $48.73 $14,647
CLX $148.67 $18,298
CMS $66.20 $19,207
GIS $74.92 $44,739
HSY $216.80 $44,575
K $72.45 $24,479
KMB $134.68 $45,377
XEL $69.96 $38,104
PG $145.07 $348,066
CHD $95.58 $23,204
ED $93.40 $33,091
HRL $47.79 $26,096
PSA $313.32 $54,997
FLO $27.06 $5,738
SJM $131.79 $14,043
NAC $12.23 $1,770
MRK $94.96 $240,135
NEA $12.25 $3,663
CHT $41.15 $31,870
DUK $107.43 $82,710
ORAN $10.58 $28,114
EQC $27.95 $3,149
WEC $100.75 $31,780
BTT $22.55 $1,590
NRK $11.20 $977
TRI $106.50 $51,834
CLBK $21.80 $2,444
NGG $66.29 $47,699
AGR $45.52 $17,604
PINC $37.24 $4,394
DG $244.14 $55,419
BCE $48.79 $44,352
NVS $84.64 $201,866
NEU $301.97 $3,097
SNY $50.48 $126,999
SAFT $93.92 $1,385
AEE $87.75 $22,659
LNT $58.16 $14,587
JBSS $74.50 $859
MKC $81.74 $21,936
CAJ $22.62 $29,892
GILD $62.60 $78,520
HTLD $14.25 $1,125
NVO $114.23 $196,371
UL $46.21 $117,828
WMK $78.54 $2,113
AZN $67.36 $203,513
TM $156.70 $254,063
WMT $129.07 $353,800
KO $62.50 $270,939
CL $78.15 $65,485
ATO $111.90 $15,556
AMGN $248.69 $132,850
MCD $255.01 $188,592
JNJ $178.23 $468,995
SO $72.33 $76,852
PEG $60.55 $30,230
PEP $171.12 $236,160
CTXS $102.53 $12,978
RCI $45.42 $23,033
NI $28.78 $11,679
PNW $70.74 $7,994
PGR $116.08 $67,895
HE $39.93 $4,370
GSK $41.25 $103,332
D $79.20 $64,253
LANC $129.97 $3,577
WTM $1,245.58 $3,714
PNM $47.18 $4,050
DLR $120.98 $34,440
T $20.57 $147,261
EIG $41.05 $1,139
AWK $148.57 $27,003
DEA $19.41 $1,762
ES $83.66 $28,852
MDLZ $60.74 $84,060
CFFN $9.06 $1,258
TWNK $20.88 $2,887
VIV $8.77 $14,629
KDP $36.63 $51,961
SBAC $320.75 $34,586
QGEN $46.96 $10,681
COLD $31.15 $8,388
SR $70.71 $3,686
TMUS $137.37 $172,205
CUBE $41.58 $9,332
AMT $257.20 $119,520
TU $21.96 $30,319
TFSL $13.20 $3,707
EXR $169.57 $22,770
CHE $502.46 $7,521
DEO $174.73 $98,760
IDA $105.34 $5,326
MCY $42.64 $2,361
JKHY $189.98 $13,842
CHKP $122.72 $15,839
CAG $33.73 $16,186
FCN $187.62 $6,467
REGN $607.54 $66,736
AWR $83.19 $3,074
COST $522.95 $231,648
ATRI $647.60 $1,163
ADC $74.78 $5,622
ALX $235.56 $1,203
ABC $142.22 $29,790
ATR $100.01 $6,558
BDX $239.24 $68,199
HMC $24.62 $43,988
LLY $331.60 $315,073
BAX $64.91 $32,684
AJG $165.75 $34,819
BTI $41.27 $92,570
BALL $66.48 $21,260
CWT $56.83 $3,056
SWX $85.45 $5,713
RNR $137.25 $6,065
PSB $187.20 $5,173
OGE $39.25 $7,858
UVV $54.03 $1,329
DOX $83.24 $10,225
RSG $129.00 $40,750
BF.B $71.30 $33,833
KT $13.94 $7,260
MO $41.99 $76,025
PBH $58.50 $2,920
CME $201.94 $72,581
AMSF $47.29 $914
PM $90.18 $139,789
BAH $90.30 $11,952
TAK $14.48 $45,440
CCI $173.40 $75,088
AMH $36.07 $12,563
WCN $124.44 $31,981
EQIX $619.75 $56,411
NOMD $17.95 $3,097
EVRG $65.04 $14,925
CTO $20.54 $372
GCMG $7.06 $1,326
BBDC $9.44 $1,049
BKI $62.60 $9,763
HLI $77.91 $5,184
HTA $29.34 $6,721
RELX $27.38 $52,497
GBDC $13.66 $2,334
ABBV $153.62 $271,463
POR $49.49 $4,416
NWBI $12.68 $1,607
CCOI $60.60 $2,905
AIZ $166.88 $9,026
AKAM $88.41 $14,173
WABC $55.10 $1,481
WM $152.01 $63,108
HSBC $30.65 $121,621
SLGN $39.33 $4,358
FE $37.47 $21,393
OSIS $89.13 $1,519
RLI $112.62 $5,103
NOC $461.20 $71,691
SMP $45.65 $997
HR $24.63 $5,642
ETR $110.12 $22,396
EXPO $92.10 $4,773
LMT $398.38 $106,012
KR $47.75 $34,168
BKH $72.38 $4,693
NFG $64.26 $5,877
PFE $51.75 $290,364
BCPC $129.51 $4,160
CSGS $60.83 $1,973
CVBF $24.40 $3,442
CHCO $80.05 $1,198
ABT $108.82 $190,538
DTE $125.18 $24,252
MLAB $198.51 $1,052
SRE $151.24 $47,535
GGG $58.80 $9,951
NEM $54.73 $43,437
SAFM $212.72 $4,748
TTC $79.53 $8,317
VRTX $292.84 $74,896
ERIE $192.72 $8,902
MMS $62.87 $3,861
HSTM $22.43 $682
ESLT $225.99 $9,945
NNI $90.30 $3,402
NWE $57.29 $3,102
ELS $73.31 $13,636
CBZ $40.16 $2,094
MUFG $5.15 $67,012
TRNO $56.47 $4,266
ZTS $174.54 $82,144
SMFG $5.88 $39,499
OGS $81.86 $4,428
STE $209.26 $20,943
LHX $223.84 $43,173
TMX $42.04 $5,108
ELP $6.24 $3,413
MDT $89.12 $118,415
HQH $19.21 $890
IEP $51.66 $15,858
ATVI $77.39 $60,510
CHRW $98.48 $12,533
ALE $58.85 $3,137
SNN $27.45 $11,918
BRO $59.31 $16,742
WERN $39.68 $2,581
UTL $59.85 $959
AVA $42.19 $3,056
EXC $44.23 $43,355
RGR $62.85 $1,108
RMD $225.50 $32,987
HMN $33.67 $1,395
CPK $127.79 $2,265
MAA $167.49 $19,333
DRE $57.03 $21,925
RE $263.18 $10,379
MCK $330.00 $47,382
CVS $95.37 $125,060
DHR $255.78 $185,972
CNI $111.66 $77,119
EIX $61.56 $23,467
SCI $69.75 $11,072
SON $57.95 $5,650
NPK $66.78 $471
SUI $160.52 $19,521
TEF $4.75 $26,950
TMO $538.87 $210,947
ROL $35.60 $17,532
CPT $132.08 $14,069
ALL $122.40 $33,658
ADM $72.00 $40,515
GOLD $15.66 $27,858
EA $123.16 $34,399
NBTB $38.35 $1,642
INCY $80.03 $17,727
JJSF $138.18 $2,650
THFF $43.91 $545
EXPD $96.83 $16,244
PPL $27.53 $20,259
RY $91.12 $129,057
SBSI $36.88 $1,185
LFC $7.44 $97,329
DPZ $406.60 $14,656
THG $136.85 $4,871
LOPE $88.36 $2,856
VRSK $178.83 $28,238
LDOS $98.69 $13,487
TRV $156.18 $37,477
HII $204.63 $8,195
POST $83.85 $5,093
REXR $59.64 $9,842
WTW $194.90 $21,729
AON $271.60 $57,683
TRP $50.97 $49,960
FTDR $26.46 $2,177
TRST $31.10 $597
CB $184.19 $78,043
LSI $112.80 $9,516
ICE $95.83 $53,499
BWXT $54.15 $4,938
CABO $1,377.03 $8,252
WBA $38.03 $32,868
NSA $49.75 $4,553
THS $44.42 $2,488
AGX $35.39 $503
NMR $3.70 $11,659
BG $86.41 $13,111
UTHR $240.08 $10,876
SJR $26.65 $13,292
WAT $334.01 $20,119
TSN $81.93 $29,622
SJW $63.52 $1,921
OTTR $66.94 $2,787
FDS $399.98 $15,191
LXP $10.35 $2,967
MMC $150.98 $75,779
MSEX $89.11 $1,565
ERIC $7.07 $23,386
GD $212.77 $59,087
HSIC $76.53 $10,565
ADP $214.13 $89,452
CNA $42.15 $11,436
CBU $63.12 $3,403
PCAR $80.05 $27,832
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.