Low Volatility Stocks

Last Updated: 8/17/2022

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 $104.46 $53,665
VZ $45.80 $192,347
BMY $74.13 $158,286
CPB $50.69 $15,236
CLX $149.74 $18,442
CMS $70.26 $20,389
CL $82.18 $68,548
GIS $77.44 $46,132
HSY $230.72 $47,294
K $75.90 $25,815
KMB $137.39 $46,386
XEL $77.01 $42,124
PG $149.93 $358,266
CHD $88.36 $21,463
ED $100.02 $35,465
GILD $66.33 $83,136
HRL $50.64 $27,652
JBSS $73.65 $849
PSA $353.22 $62,005
FLO $28.02 $5,941
SJM $137.53 $14,655
MRK $90.59 $229,490
NEA $12.65 $3,783
DUK $112.11 $86,321
ORAN $10.46 $27,826
EQC $27.76 $3,088
WEC $107.01 $33,755
CLBK $22.57 $2,494
BTT $23.26 $1,640
TRI $116.82 $56,452
NGG $71.53 $51,385
DEA $19.35 $1,757
AGR $51.63 $19,961
PINC $37.84 $4,465
DG $256.78 $58,288
NVS $85.82 $205,699
RCI $46.23 $23,476
AEE $96.02 $24,809
WMK $82.89 $2,230
AZN $66.74 $204,855
SNY $44.81 $111,507
SAFT $94.97 $1,400
NEU $305.72 $3,061
T $18.57 $132,330
BCE $51.06 $46,555
LNT $64.06 $16,074
JNJ $167.57 $440,572
MKC $92.47 $24,814
NI $31.58 $12,820
NVO $105.32 $183,265
PGR $122.49 $71,646
UL $47.65 $120,317
TM $159.42 $259,557
WMT $139.37 $382,034
CAJ $25.51 $34,144
KO $65.03 $281,231
ATO $117.58 $16,448
AMGN $253.15 $135,418
MCD $266.29 $195,914
EBF $22.51 $581
PEG $68.79 $34,317
PEP $180.32 $248,857
SO $79.07 $84,052
RNR $137.29 $6,000
PNW $78.25 $8,846
D $85.45 $71,137
CTXS $103.22 $13,097
FCN $166.51 $5,751
LANC $151.34 $4,165
HE $43.98 $4,814
HTLD $16.79 $1,325
EIG $41.31 $1,128
DLR $134.53 $38,665
PNM $48.30 $4,146
RDY $53.88 $8,971
WTM $1,294.38 $3,763
AWK $159.50 $28,995
CFFN $10.12 $1,405
MDLZ $65.96 $90,403
ES $93.58 $32,420
QGEN $48.78 $11,106
PHI $30.34 $6,778
TWNK $23.04 $3,145
VIV $8.83 $14,756
COLD $32.29 $8,698
HR $26.58 $10,115
SBAC $348.03 $37,545
KDP $40.08 $56,756
SR $77.40 $4,063
TU $23.61 $32,586
ABBV $142.55 $252,042
CUBE $50.49 $11,333
AMT $278.45 $129,643
TMUS $146.63 $183,880
AMH $38.63 $13,458
DOX $89.53 $10,998
TFSL $15.61 $4,380
EXR $212.74 $28,488
CHE $487.46 $7,266
IDA $115.16 $5,822
COST $553.02 $244,967
CAG $35.24 $16,937
MCY $34.88 $1,931
REGN $648.70 $70,714
AWR $89.66 $3,314
UVV $53.33 $1,312
CHKP $125.80 $16,236
ABC $152.66 $31,640
ATR $112.07 $7,322
ADC $80.08 $6,393
ATRI $645.13 $1,152
BTI $41.38 $92,454
BAX $61.84 $31,143
BDX $267.78 $76,370
LLY $310.31 $294,849
BCPC $136.65 $4,389
ALX $259.71 $1,326
CWT $63.24 $3,437
PFE $49.86 $279,832
RLI $117.77 $5,343
JKHY $210.84 $15,362
OGE $42.61 $8,531
NOC $485.50 $75,112
ETR $122.22 $24,862
KR $49.08 $35,120
PBH $56.25 $2,799
MO $45.74 $82,370
AIZ $170.23 $9,058
CME $205.46 $73,849
AMSF $50.24 $969
BF.B $77.45 $36,815
KT $14.16 $7,511
DEO $189.57 $105,683
RSG $147.12 $46,480
PM $101.72 $157,683
BAH $98.06 $12,976
TAK $14.17 $45,111
WCN $143.71 $36,949
CCI $182.31 $78,947
EQIX $712.04 $64,849
EVRG $71.21 $16,344
NOMD $19.44 $3,354
GCMG $8.64 $1,609
CTO $21.77 $399
LHX $239.33 $45,797
BKI $67.70 $10,563
BBDC $10.41 $1,137
RELX $28.95 $55,181
HLI $87.86 $6,044
ZTS $171.79 $80,422
WM $174.81 $72,255
HSBC $33.40 $132,334
ERIE $219.32 $10,131
SLGN $47.36 $5,220
MMS $64.98 $3,935
FE $41.02 $23,439
AKAM $98.08 $15,591
WABC $61.52 $1,656
NWE $56.27 $3,160
POR $55.41 $4,945
ESLT $222.04 $9,845
CCOI $61.42 $2,949
EXPO $104.14 $5,323
LMT $440.16 $116,709
MLAB $200.30 $1,065
SWX $80.01 $5,361
VRTX $303.00 $77,707
RGR $58.70 $1,037
AJG $190.66 $40,103
DTE $136.09 $26,366
HMC $26.95 $48,886
ABT $112.03 $196,189
CPK $135.78 $2,408
BALL $61.69 $19,390
BKH $78.84 $5,131
CVS $106.43 $139,724
NFG $72.27 $6,611
TTC $91.27 $9,544
AVA $44.90 $3,277
SMP $41.21 $882
NEM $46.05 $36,549
SRE $169.05 $53,134
CSGS $57.59 $1,854
CVBF $28.04 $3,920
CHCO $90.24 $1,341
HMN $37.69 $1,541
NNI $90.92 $3,384
LFC $7.18 $93,032
ELS $76.58 $14,250
MUFG $5.40 $72,258
EMD $9.55 $580
HSTM $23.79 $727
OSIS $100.91 $1,720
GBDC $14.25 $2,435
SMFG $6.23 $42,740
ATVI $80.92 $63,304
NWBI $15.14 $1,921
MDT $95.31 $126,639
OGS $83.17 $4,503
STE $212.47 $21,250
TMX $45.07 $5,478
ELP $6.61 $3,602
GSK $35.26 $69,865
BWXT $54.56 $4,977
TRNO $65.90 $4,979
LOPE $85.24 $2,725
HII $233.54 $9,329
POST $90.34 $5,399
HQH $20.56 $953
RY $100.70 $142,657
SNN $26.19 $11,124
BRO $68.14 $19,246
UTHR $221.66 $10,089
SJR $27.52 $13,734
TRV $173.52 $41,179
CHRW $117.55 $14,562
THG $137.34 $4,894
CBZ $46.92 $2,413
DPZ $410.93 $14,746
GGG $71.10 $12,024
EXC $46.69 $46,384
MAA $188.56 $21,767
RMD $236.10 $34,571
UTL $56.65 $908
SUI $171.10 $21,101
TEF $4.43 $25,518
EIX $71.81 $27,391
SCI $69.11 $10,897
CENT $45.50 $2,426
ALL $129.73 $35,065
MCK $373.84 $53,732
RE $277.30 $10,929
GD $241.48 $66,225
ERIC $7.64 $25,826
DRE $64.77 $24,936
EA $135.11 $37,567
GOLD $16.85 $29,852
HSIC $76.45 $10,406
DHR $300.48 $218,583
CNI $128.47 $88,784
CPT $146.71 $15,629
SON $65.81 $6,417
NPK $78.08 $551
ROL $37.49 $18,461
MMC $172.93 $86,295
NBTB $42.52 $1,822
INCY $74.96 $16,673
ICUI $179.08 $4,280
LXP $11.23 $3,143
JJSF $157.79 $3,028
CNA $42.26 $11,466
THFF $48.32 $581
EXPD $108.04 $17,675
ALE $63.55 $3,627
AGX $37.75 $536
LDOS $101.22 $13,821
SBSI $41.70 $1,339
WERN $44.84 $2,844
IEP $54.87 $17,710
VRSK $204.49 $32,097
WTW $219.46 $24,133
CB $199.05 $83,132
KHC $38.83 $47,584
CABO $1,394.89 $8,201
WBA $42.04 $36,333
TRP $50.57 $49,744
FTDR $25.73 $2,097
LIN $312.29 $155,635
YUMC $48.00 $20,139
ICE $111.06 $62,022
DOC $18.12 $4,101
INGR $95.34 $6,247
IX $83.42 $21,018
BG $99.52 $15,117
DORM $107.17 $3,369
THS $49.39 $2,768
ENB $43.19 $87,446
PPL $30.91 $22,755
MKL $1,263.62 $17,091
MSEX $95.25 $1,677
TSN $82.09 $29,522
WAT $329.20 $19,711
SJW $68.06 $2,059
PCAR $94.78 $32,957
SIGI $83.23 $5,021
TMO $602.11 $235,900
ADM $86.58 $48,533
AZO $2,329.52 $45,397
IBM $136.56 $123,338
ECC $11.99 $495
CSR $88.91 $1,367
HONE $14.70 $738
AON $301.00 $63,489
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.