APA vs VLO: returns, Sharpe ratio and drawdown

Over the past year, VLO returned +173.93% against +92.18% for APA. Over five years, VLO averaged +41.48% a year, compared with +11.55% for APA. VLO had the higher Sharpe ratio over the past year (2.80 vs 1.58), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.67% for VLO and -28.20% for APA.