While the coronavirus pandemic has affected all demographic brackets and geographies, certain areas have been more adversely affected than others. This paper focuses on Veterans as a potentially vulnerable group that might be systematically more exposed to infection than others because of their co-morbidities, i.e., greater incidence of physical and mental health challenges. Using data on 122 Veteran Healthcare Systems (HCS), this paper tests three machine learning models for predictive analysis. The combined LASSO and ridge regression with five-fold cross validation performs the best. We find that socio-demographic features are highly predictive of both cases and deaths-even more important than any hospital-specific characteristics. These results suggest that socio-demographic and social capital characteristics are important determinants of public health outcomes, especially for vulnerable groups, like Veterans, and they should be investigated further.