VLY vs SPY 1 Year Daily ReturnsVLY has a beta of 1.12. In the past year, VLY has been more volatile than the S&P500.

VLY Historical BetaSince 2024-08-16, the beta for VLY changed by -0.24 and had an average of 1.2.

VLY Sharpe RatioVLY has a 1 year sharpe of 0.98 which is +0.64 compared to the S&P500.

VLY Daily P/L Normal DistributionVLY has a P/L mean of 0.18% and a std dev of 2.38%. A daily 1σ move is between $NaN and $NaN.

VLY 1 Year DrawdownVLY had a max drawdown of 26.99% in the previous year.

VLY Yearly Drawdown DurationVLY has an average drawdown duration of 29.16 days every year.