Vermilion Energy Stock Volatility

VET Stock

USD 11.79 -0.07 -0.59%

Vermilion Energy price risk is quantified relative to broad market benchmarks. With a long-term beta of 0.53, the stock it tends to be less volatile than the market as a whole. The stock shows elevated price volatility over the last 3 months.

Sharpe Ratio = 0.0758

Expected Return ↓

Minimal

Low

Moderate

Elevated

High

Leading

Strong

Moderate

Modest

Flat

Below

Ideal

VET

Worst

← Lower RiskHigher Risk →

Vermilion Energy posted a Market Risk Adjusted Performance of -0.7%, a Risk of 3.72, and a Risk Adjusted Performance of 0.1% for the reported period. Moving average data positions the stock near 6% of its recent return envelope.

Key indicators related to Vermilion Energy's volatility include:

90 Days Market Risk

Low

Chance Of Distress

Moderate

90 Days Economic Sensitivity

Shows low sensitivity to market movements

Key risk metrics for Vermilion Energy (3 Months):

Beta

-0.44

Alpha

0.33

Risk

3.72

Sharpe Ratio

0.08

Expected Return

0.28

Assets With Similar Volatility

0.84	AR	Antero Resources Corp	Pair Corr
0.93	PR	Permian Resources Earnings Call This Week	Pair Corr
0.9	VG	Venture Global	Pair Corr
0.79	VNOM	Viper Energy Ut Earnings Call This Week	Pair Corr
0.73	EONR	EON Resources	Pair Corr
0.96	APA	APA Corporation	Pair Corr
0.85	MAU	Etablissements Maurel et	Pair Corr
0.77	BTE	Baytex Energy Corp	Pair Corr
0.92	CRC	California Resources Corp Earnings Call This Week	Pair Corr
0.84	CRT	Cross Timbers Royalty	Pair Corr
0.91	DVN	Devon Energy	Pair Corr
0.94	EOG	EOG Resources	Pair Corr
0.72	GFR	Greenfire Resources	Pair Corr
0.89	KOS	Kosmos Energy	Pair Corr
0.94	MGY	Magnolia Oil Gas Earnings Call This Week	Pair Corr
0.93	MUR	Murphy Oil	Pair Corr
0.65	MVO	MV Oil Trust	Pair Corr
0.62	NOG	Northern Oil Gas	Pair Corr

Lower Correlation Assets

0.63	RG8	Regal Asian Investments	Pair Corr
0.51	CWV	Crown Point Energy Earnings Call This Week	Pair Corr
0.47	CLON	Clontarf Energy Plc	Pair Corr

Sensitivity To Market

The beta coefficient of -0.44 for Vermilion Energy measures how its returns respond to broader market changes. In regression terms, beta captures the slope between asset returns and index returns. Historical volatility is currently near 3.72%. This analysis separates observed movement from interpretation for Vermilion Energy. Standard deviation (3.73%) and downside deviation (4.61%) describe the range without implying direction. Options markets imply a forward-looking volatility estimate near 116.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For individual stocks, volatility often rises around earnings, guidance updates, and major company news.

Current 90-day Vermilion Energy correlation with market (Dow Jones Industrial)

0.33

-0.4367

Competition

3 Months Beta |Vermilion Energy Demand Trend

Current 90-day Vermilion Energy correlation with market (Dow Jones Industrial)

Downside Risk

Vermilion Energy standard deviation over the selected horizon reflects the magnitude of daily price swings relative to the historical average. A rising standard deviation for Vermilion Energy over successive periods signals increasing price uncertainty.

Standard Deviation

3.72

Understanding the asymmetry between upside and downside risk is critical for Vermilion Energy analysis. Total price dispersion includes upside, while downside deviation captures only loss risk in Vermilion Energy's returns. Vermilion Energy posted a Downside Deviation of 4.61, a Downside Variance of 21.27, and a Maximum Drawdown of 27.27 for the reported period.

Vermilion Energy Put Option Risk Profile Based on 2026-06-18 Contracts

Vermilion Energy posted an Option Implied Volatility of 1.16 and an Option Max Pain Price of 12.50 for the reported period. A put option on Vermilion Energy gives the holder the right, but not the obligation, to sell Vermilion Energy shares at a predetermined strike. The put holder retains the right to sell a fixed amount of Vermilion Energy Stock at the agreed strike within the option's life.

Vermilion Energy's PUT expiring on 2026-06-18

Profit

Vermilion Energy Price At Expiration

Current Vermilion Energy Insurance Chain

		Delta	Gamma	Open Int	Expiration	Current Spread	Last Price
Put	VET260618P00005000	-0.012357	0.006346	114	2026-06-18	0.0 - 0.05	0.0	View
Put	VET260618P00007500	-0.03503	0.02376	576	2026-06-18	0.0 - 0.1	0.0	View
Put	VET260618P00010000	-0.156988	0.107847	1296	2026-06-18	0.15 - 0.2	0.0	View
Put	VET260618P00012500	-0.577573	0.182659	691	2026-06-18	1.1 - 1.35	0.0	View
Put	VET260618P00015000	-0.709916	0.088378	228	2026-06-18	3.0 - 4.2	0.0	View
Put	VET260618P00017500	-0.771047	0.06228	10	2026-06-18	5.4 - 6.9	0.0	View

View All Vermilion Energy Options

Stock Volatility Analysis

Volatility is a statistical measure of the dispersion of Vermilion Energy stock returns over a given period of time. Volatility measures how much Vermilion Energy's stock price deviates from its average over a period.

Transformation

This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Vermilion Energy's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.

Projected Return Density Against Market

Over a 90-day investment horizon, Vermilion Energy has a beta of -0.4367. This entails that as returns on the benchmark increase, returns on Vermilion Energy tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Vermilion Energy tends to outperform the market.

Vermilion Energy carries exposure to broad market movements as well as company or sector-specific developments. While portfolio diversification can reduce asset-level risk, systematic volatility cannot be avoided. Standard deviation and beta quantify this exposure. Vermilion Energy posted a Downside Deviation of 4.61, a Mean Deviation of 2.53, and an Option Implied Volatility of 1.16 for the reported period.

Vermilion Energy has an alpha of 0.3278, implying that it can generate a 0.3278 percent excess return over Dow Jones Industrial after adjusting for the inherent market risk (beta).

Predicted Return Distribution

Density

Vermilion Energy's volatility is typically evaluated with standard deviation and beta. Standard deviation reflects how far Vermilion Energy's returns usually move from the mean over the selected horizon.

What Drives Vermilion Energy's Price Volatility?

Industry Dynamics

Competitive pressure, margin shifts, or structural changes in the Oil, Gas & Consumable Fuels sector can alter Vermilion Energy's day-to-day volatility profile.

Political and Economic Environment

Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for Vermilion Energy.

Vermilion Energy's Company-Specific Factors

Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in Vermilion Energy's stock.

Stock Risk Measures

Over a 90-day investment horizon, the coefficient of variation of Vermilion Energy is 1319.09. The daily returns are distributed with a variance of 13.8 and standard deviation of 3.72. The mean deviation of Vermilion Energy is currently at 2.47. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96

α	Alpha over Dow Jones	0.33	Details
β	Beta against Dow Jones	-0.4367	Details
σ	Overall volatility	3.72	Details
Ir	Information ratio	0.09	Details

Stock Return Volatility

Volatility for Vermilion Energy quantifies the day-to-day dispersion of stock returns around their historical average. The firm carries 3.7153% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial reported 0.9237% volatility on return distribution over a 90-day investment horizon.

Performance

Timeline

Related Correlations Analysis

	DMLP	NVGS	VTOL	RES	NESR	MRC	LPG	PUMP	NPKI	VTS
DMLP		0.4	0.51	0.85	0.16	-0.06	0.42	0.81	0.34	-0.8	DMLP
NVGS	0.4		0.48	0.5	0.68	-0.03	0.93	0.48	0.64	-0.42	NVGS
VTOL	0.51	0.48		0.45	0.61	-0.18	0.57	0.39	0.64	-0.38	VTOL
RES	0.85	0.5	0.45		0.26	-0.18	0.55	0.97	0.59	-0.64	RES
NESR	0.16	0.68	0.61	0.26		-0.05	0.8	0.21	0.66	-0.04	NESR
MRC	-0.06	-0.03	-0.18	-0.18	-0.05		-0.07	-0.18	-0.32	0.01	MRC
LPG	0.42	0.93	0.57	0.55	0.8	-0.07		0.52	0.73	-0.37	LPG
PUMP	0.81	0.48	0.39	0.97	0.21	-0.18	0.52		0.57	-0.65	PUMP
NPKI	0.34	0.64	0.64	0.59	0.66	-0.32	0.73	0.57		-0.26	NPKI
VTS	-0.8	-0.42	-0.38	-0.64	-0.04	0.01	-0.37	-0.65	-0.26		VTS
	DMLP	NVGS	VTOL	RES	NESR	MRC	LPG	PUMP	NPKI	VTS

Please upgrade your account to get full access to Macroaxis premium features

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

PUMP	+ 0.97	RES
LPG	+ 0.93	NVGS
RES	+ 0.85	DMLP
PUMP	+ 0.81	DMLP
LPG	+ 0.8	NESR
NPKI	+ 0.73	LPG

High negative correlations

VTS	- 0.8	DMLP
VTS	- 0.65	PUMP
VTS	- 0.64	RES
VTS	- 0.42	NVGS
VTS	- 0.38	VTOL
VTS	- 0.37	LPG

Risk-Adjusted Indicators

Headline performance for Vermilion Energy Stock may not fully reflect how the business compares across its competitive set. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DMLP	1.00	0.11	0.08	-1.25	1.20	-1.12	1.91	-2.12	7.19
NVGS	1.49	0.36	0.11	38.34	2.47	-1.50	3.27	-1.94	15.20
VTOL	1.42	-0.08	0.00	1.24	0.00	0.00	3.19	-2.99	15.82
RES	2.41	0.45	0.16	-0.98	2.63	-2.85	5.05	-4.27	15.81
NESR	2.70	0.23	0.07	0.85	2.99	-2.94	6.76	-5.27	22.44
MRC	1.56	-0.05	0.00	-2.27	0.00	0.00	3.27	-4.18	11.50
LPG	2.14	0.47	0.16	-7.17	2.82	-2.23	3.78	-4.16	16.24
PUMP	2.87	0.47	0.15	3.95	2.89	-3.33	7.30	-5.49	16.25
NPKI	2.04	0.13	0.05	-0.85	2.43	-2.25	4.57	-4.11	11.19
VTS	1.98	-0.16	0.00	-26.17	0.00	0.00	2.78	-4.73	13.90

Risk Metrics, Assumptions & Methodology

Beta for Vermilion Energy measures the share of volatility attributable to broad market movements versus company-specific factors. A beta above one indicates amplified sensitivity to market swings, increasing both upside and downside exposure. Vermilion Energy has a market cap of 1.82 billion, P/E of 3.53, ROE of -20.7%.

Vermilion Energy data is compiled from periodic company reporting and market reference feeds and standardized for comparability. Volatility and downside metrics are estimated from historical return dispersion.

Editorial review and methodology oversight provided by: Ellen Johnson, Member of Macroaxis Editorial Board

Volatility Profile Summary

Recent data suggests that Vermilion Energy is more volatile than Dow Jones Industrial by approximately 4.04x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 33% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.

Vermilion Energy exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This directional read frames the latest price swing through a simple momentum and follow-through lens. It works best as a directional cue rather than as a standalone forecast. a moderate downward daily trend that may serve as a diversifier. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Vermilion Energy probability analysis.

Very strong inverse diversification

Vermilion Energy currently posts a -0.58 correlation with Dow Jones, indicating a Very strong inverse diversification relationship for the active sample. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.

View Details

Additional Risk Indicators

Looking at additional risk metrics for Vermilion Energy frames how the position may behave under different market and portfolio conditions. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.

	Risk Adjusted Performance	0.0949
	Market Risk Adjusted Performance	-0.74
	Mean Deviation	2.53
	Semi Deviation	4.2
	Downside Deviation	4.61
	Coefficient Of Variation	1102.34
	Standard Deviation	3.73

Vermilion Energy Suggested Diversification Pairs

Pair trading with Vermilion Energy hedges company-specific exposure by balancing a long view with an offsetting position. Pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.

	ProShares Bitcoin vs. Vermilion Energy
	Salesforce vs. Vermilion Energy
	GM vs. Vermilion Energy
	Orsted AS vs. Vermilion Energy
	Ford vs. Vermilion Energy
	MicroStrategy Incorporated vs. Vermilion Energy
	SentinelOne vs. Vermilion Energy
	Walker Dunlop vs. Vermilion Energy
	KinderCare Learning vs. Vermilion Energy

Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Vermilion Energy's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Vermilion Energy's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.