Nibali kept his 50-second lead over Horner. Valverde is 1:42 behind the Italian, with Rodriguez trailing by 2:57.
"It was a tough day. It was very cold and windy," Nibali said. "Besides, Purito (Rodriguez) and Horner tried to attack. I tried to attack as well, but with the wind blowing against me I couldn't pick up the pace. I felt strong but I preferred to save my energy for what's to come."
The Vuelta is proving as demanding as was expected when organizers announced that 13 of its 21 stages would be held in the mountains.
Rain and cold temperatures forced 16 riders to retire with some showing signs of hypothermia during Saturday's uphill ride into Andorra. Another 10 riders, including world road race champion Philippe Gilbert and world time trial champion Tony Martin, couldn't continue during Sunday's stage that saw varying temperatures, showers and patches of fog.
That leaves only two of the 22 teams Nibali's Astana and Euskaltel-Euskadi which are still complete.
Valverde said that he had taken extra clothing along after the cold had almost caused him to crash on Saturday.
"I felt well (today), but I looked at my rivals and saw they weren't doing too bad either," said Valverde, who won the Vuelta in 2009. "It's difficult. They are very strong. But I have good sensations and there's still a lot of racing to go."
Monday's 16th stage is the third and last in the Pyrenees, a 147-kilometer (91-mile) ride from Graus to Aramon Formigal. The three-week grand tour ends in Madrid on Sept. 15.