Lipophilic statins for dyslipidemia penetrate muscle more easily than hydrophilic statins and are associated with a higher incidence of adverse effects.

List of statins for dyslipidemia and lipophilic versus hydrophilic treatments:

Fluvastatin (Lescol)
Lovastatin (Mevacor, Altoprev)
Pravastatin (Pravachol)
Simvastatin (Zocor)
Atorvastatin (Lipitor)
Rosuvastatin (Crestor)
Pitavastatin (Livalo)

Explanation:

Myalgia may be related to lipophilicity (fat loving) and to high dosage, as well as interaction with other medications.
Lipophilic statins penetrate muscle more easily than hydrophilic statins and are associated with a higher incidence of adverse effects, particularly myopathy, although reports of muscle toxicity, including rhabdomyolysis, have been reported with all statins.
Hydrophilic statins stay out of muscle and brain tissue, which are fat filled.

Reference

Hydrophilic or Lipophilic Statins? (nih.gov)
Is one statin superior to the others for use in the elderly? | POGOe - Portal of Geriatrics Online Education