Low Volatility Stocks

Last Updated: 7/26/2022

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 $95.80 $49,198
VZ $44.76 $187,992
BMY $72.84 $155,081
CPB $48.61 $14,611
CLX $147.77 $18,188
CMS $65.87 $19,111
GIS $74.25 $44,339
HSY $216.86 $44,587
K $72.10 $24,361
KMB $133.42 $44,953
XEL $69.46 $37,832
PG $143.99 $345,475
CHD $94.14 $22,854
ED $94.09 $33,336
GILD $60.75 $76,200
HRL $47.77 $26,085
PSA $323.92 $56,857
FLO $27.43 $5,816
SJM $130.50 $13,906
NAC $12.22 $1,769
MRK $90.53 $228,933
NEA $12.28 $3,672
CHT $39.84 $31,225
DUK $105.98 $81,594
ORAN $10.44 $27,893
EQC $27.48 $3,096
NRK $11.25 $981
BTT $22.58 $1,592
CLBK $22.26 $2,495
TRI $108.67 $52,616
NGG $67.57 $48,579
WEC $98.96 $31,215
AGR $45.63 $17,647
PINC $37.54 $4,429
WSBF $18.34 $417
DG $247.72 $56,232
BCE $49.22 $44,518
SAFT $89.77 $1,323
NVS $86.08 $207,516
NEU $309.25 $3,171
SNY $50.31 $126,681
AEE $88.28 $22,796
WMK $76.47 $2,057
LNT $57.90 $14,522
HTLD $14.76 $1,165
JBSS $74.23 $856
MKC $84.57 $22,681
NVO $115.93 $200,100
PGR $112.64 $65,883
UL $47.14 $119,793
TM $159.42 $259,745
WMT $132.02 $361,887
CAJ $23.82 $31,793
KO $62.19 $269,595
CL $77.85 $65,234
ATO $114.77 $15,955
MCD $250.38 $185,168
EBF $21.30 $550
JNJ $172.46 $453,812
PEG $60.69 $30,300
PEP $169.85 $234,407
PNW $71.43 $8,072
NI $29.03 $11,780
HE $40.78 $4,463
LANC $131.30 $3,614
CTXS $101.25 $12,816
D $78.60 $63,766
AZN $66.16 $201,033
RCI $46.94 $23,629
PNM $47.48 $4,075
RDY $54.24 $9,004
WTM $1,235.02 $3,682
DLR $127.12 $36,188
T $18.53 $132,045
EIG $41.18 $1,142
AWK $149.83 $27,232
CFFN $9.44 $1,311
MDLZ $62.76 $86,855
PHI $28.88 $6,203
TWNK $21.51 $2,975
DEA $19.85 $1,802
ES $84.88 $29,273
VIV $8.65 $14,530
SBAC $320.44 $34,553
QGEN $47.40 $10,781
SR $71.38 $3,720
COLD $31.24 $8,412
KDP $36.76 $52,146
TMUS $134.56 $168,682
CUBE $43.48 $9,759
AMT $257.34 $119,585
TFSL $14.13 $3,968
EXR $178.04 $23,907
CHE $512.52 $7,671
DEO $180.41 $101,826
CAG $33.87 $16,261
FCN $183.64 $6,330
COST $529.14 $234,389
IDA $107.44 $5,432
JKHY $197.38 $14,381
MCY $41.52 $2,299
REGN $587.28 $64,510
RNR $139.82 $6,178
AWR $83.77 $3,096
ADC $77.18 $5,802
SO $72.69 $77,235
ABC $144.15 $30,194
ATR $103.92 $6,814
CHKP $127.68 $16,479
BTI $41.93 $93,796
BDX $242.63 $69,165
AMGN $248.72 $132,866
BAX $66.26 $33,364
LLY $331.55 $315,025
CWT $58.12 $3,125
AJG $169.71 $35,651
ATRI $627.89 $1,127
ALX $232.39 $1,187
UVV $55.58 $1,367
OGE $38.94 $7,796
NOC $453.32 $70,466
KR $45.71 $32,708
RSG $132.05 $41,713
SLGN $41.35 $4,582
BF.B $71.30 $33,894
DOX $86.20 $10,589
KT $14.14 $7,445
MO $43.83 $79,357
PBH $58.77 $2,934
CME $204.46 $73,487
AMSF $47.88 $925
PM $95.84 $148,563
BAH $95.06 $12,582
TAK $14.63 $46,532
TU $22.56 $30,977
CCI $171.50 $74,260
NOMD $19.14 $3,302
EVRG $64.95 $14,905
WCN $127.38 $32,561
AMH $36.16 $12,594
EQIX $649.48 $59,117
GCMG $7.46 $1,401
CTO $21.46 $388
RELX $28.27 $54,059
HLI $81.62 $5,431
BKI $64.90 $10,122
BBDC $9.53 $1,059
ABBV $150.22 $265,455
NWBI $13.45 $1,704
SMFG $6.07 $41,579
POR $50.51 $4,507
CCOI $62.61 $3,001
AIZ $171.96 $9,300
ESLT $225.84 $10,033
WABC $58.52 $1,574
AKAM $92.69 $14,859
WM $155.90 $64,723
HSBC $31.83 $126,339
FE $38.62 $22,049
OSIS $92.04 $1,569
LMT $399.80 $106,008
EXPO $94.82 $4,914
ETR $110.79 $22,532
SWX $84.87 $5,674
SMP $44.87 $980
RLI $113.37 $5,143
BALL $69.86 $22,340
BKH $73.53 $4,767
PFE $51.77 $290,476
NFG $68.23 $6,240
DTE $124.91 $24,200
HMC $25.62 $46,214
ABT $108.50 $189,977
BCPC $134.31 $4,314
VRTX $283.68 $72,553
AVA $41.19 $2,984
TTC $83.52 $8,734
MLAB $202.61 $1,073
MAA $173.24 $19,997
NEM $44.59 $35,389
SRE $158.27 $49,745
CSGS $63.15 $2,048
CHCO $84.93 $1,271
GGG $62.08 $10,506
MMS $64.07 $3,935
ERIE $192.46 $8,890
HSTM $23.62 $718
NNI $92.78 $3,495
CBZ $42.78 $2,231
NWE $55.37 $2,998
ELS $71.41 $13,288
MUFG $5.41 $71,823
CHRW $100.91 $12,842
TRNO $59.74 $4,513
GBDC $13.70 $2,341
ZTS $175.18 $82,445
OGS $81.67 $4,418
TMX $42.54 $5,169
STE $218.07 $21,824
LHX $226.30 $43,648
ELP $6.30 $3,462
INDT $60.58 $617
MDT $90.75 $120,580
HQH $19.18 $889
POST $84.83 $5,153
TRV $159.98 $37,965
ATVI $79.65 $62,277
ALE $58.93 $3,141
LFC $7.55 $98,046
DPZ $387.99 $13,923
SNN $28.48 $12,314
BRO $62.39 $17,611
WERN $41.13 $2,676
HMN $34.34 $1,423
CVBF $26.13 $3,659
EXC $44.42 $43,541
RMD $236.02 $34,526
UTL $53.58 $859
RGR $63.46 $1,119
CPK $129.74 $2,300
EIX $62.75 $23,920
SCI $72.67 $11,535
SON $62.02 $6,047
NPK $69.06 $487
SUI $160.18 $19,480
CNI $117.28 $80,542
MCK $336.20 $48,272
CVS $94.49 $123,906
DRE $60.03 $23,079
RE $273.81 $10,799
GD $218.80 $60,762
EA $129.92 $36,287
DHR $273.38 $198,869
ALL $116.72 $32,096
ADM $75.62 $42,552
GOLD $14.91 $26,372
TEF $4.61 $26,340
ROL $36.49 $17,970
CPT $135.85 $14,471
PPL $27.85 $20,495
NBTB $39.99 $1,713
CNA $42.87 $11,631
EXPD $99.16 $16,634
THFF $45.31 $563
INCY $80.62 $17,858
MMC $156.82 $78,256
LXP $10.78 $3,090
JJSF $135.05 $2,590
RY $95.90 $135,122
SBSI $38.56 $1,239
SJR $27.03 $13,416
UTHR $227.98 $10,327
AGX $35.98 $511
LOPE $94.69 $3,060
VRSK $182.77 $28,860
THG $140.51 $5,001
LDOS $102.95 $14,069
HII $210.58 $8,433
IEP $51.70 $15,870
WTW $201.58 $22,474
CB $187.21 $79,323
LSI $117.96 $9,952
BWXT $54.92 $5,008
NSA $52.00 $4,759
WTRG $49.37 $12,938
AON $281.16 $59,714
FTDR $26.18 $2,154
LIN $288.09 $144,830
INGR $88.92 $5,888
WBA $38.75 $33,490
ICE $98.97 $55,252
REXR $62.41 $10,658
DOC $17.17 $3,868
THS $44.50 $2,493
MGEE $76.54 $2,768
ENB $44.01 $88,641
CBU $66.07 $3,562
MSEX $91.30 $1,603
OTTR $66.40 $2,764
SJW $64.06 $1,937
TSN $83.69 $30,258
WAT $344.94 $20,778
PCAR $86.03 $29,911
TMO $567.44 $222,131
APD $235.21 $52,163
ADP $218.38 $91,228
ERIC $7.32 $24,730
LNN $141.86 $1,558
HSIC $77.42 $10,688
CSR $82.56 $1,269
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.