CBOE Volatility Index (^VIX)
Share Price Chart
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Performance
The chart shows the growth of $10,000 invested in CBOE Volatility Index in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,912 for a total return of roughly 29.12%. All prices are adjusted for splits and dividends.
Compare to other instruments
Popular comparisons: ^VIX vs. XPEV, ^VIX vs. SPY, ^VIX vs. SVOL, ^VIX vs. ANGL, ^VIX vs. MGK, ^VIX vs. XYLD
Return
CBOE Volatility Index had a return of 2.72% year-to-date (YTD) and -5.40% in the last 12 months. Over the past 10 years, CBOE Volatility Index had an annualized return of 5.07%, while the S&P 500 had an annualized return of 9.71%, indicating that CBOE Volatility Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 11.19% | -3.48% |
| Year-To-Date | 2.72% | 2.54% |
| 6 months | -18.04% | 2.10% |
| 1 year | -5.40% | -11.75% |
| 5 years (annualized) | -0.94% | 8.26% |
| 10 years (annualized) | 5.07% | 9.71% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -10.48% | 6.70% | ||||||||||
| 2022 | 22.23% | -18.15% | -20.48% | 5.30% |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the CBOE Volatility Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the CBOE Volatility Index is 88.70%, recorded on Nov 3, 2017. It took 592 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -88.7% | Nov 21, 2008 | 2255 | Nov 3, 2017 | 592 | Mar 16, 2020 | 2847 |
| -81.85% | Mar 17, 2020 | 405 | Oct 21, 2021 | — | — | — |
| -78.38% | Oct 9, 1998 | 2086 | Jan 24, 2007 | 424 | Sep 29, 2008 | 2510 |
| -74.47% | Aug 24, 1990 | 843 | Dec 22, 1993 | 975 | Oct 30, 1997 | 1818 |
| -57.51% | Oct 31, 1997 | 178 | Jul 17, 1998 | 29 | Aug 27, 1998 | 207 |
| -45.98% | Jan 31, 1990 | 99 | Jun 21, 1990 | 30 | Aug 3, 1990 | 129 |
| -40.38% | Oct 28, 2008 | 6 | Nov 4, 2008 | 12 | Nov 20, 2008 | 18 |
| -35.09% | Aug 7, 1990 | 7 | Aug 15, 1990 | 6 | Aug 23, 1990 | 13 |
| -28.31% | Sep 11, 1998 | 9 | Sep 23, 1998 | 11 | Oct 8, 1998 | 20 |
| -24.68% | Oct 20, 2008 | 1 | Oct 20, 2008 | 4 | Oct 24, 2008 | 5 |
Volatility Chart
Current CBOE Volatility Index volatility is 160.23%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.