CBOE Volatility Index (^VIX)
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: ^VIX vs. SPY, ^VIX vs. SVOL, ^VIX vs. XPEV, ^VIX vs. UVIX, ^VIX vs. VIXM, ^VIX vs. AAPL, ^VIX vs. MGK, ^VIX vs. TSLA, ^VIX vs. ANGL, ^VIX vs. XYLD
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CBOE Volatility Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
CBOE Volatility Index had a return of 44.90% year-to-date (YTD) and 30.16% in the last 12 months. Over the past 10 years, CBOE Volatility Index had an annualized return of 3.46%, while the S&P 500 had an annualized return of 10.64%, indicating that CBOE Volatility Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 44.90% | 13.78% |
| 1 month | 35.33% | -0.38% |
| 6 months | 37.29% | 11.47% |
| 1 year | 30.16% | 18.82% |
| 5 years (annualized) | 7.93% | 12.44% |
| 10 years (annualized) | 3.46% | 10.64% |
Monthly Returns
The table below presents the monthly returns of ^VIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 15.26% | -6.62% | -2.91% | 20.29% | -17.44% | -3.72% | 44.90% | ||||||
| 2023 | -10.48% | 6.70% | -9.66% | -15.61% | 13.69% | -24.25% | 0.29% | -0.44% | 29.11% | 3.54% | -28.78% | -3.64% | -42.55% |
| 2022 | 44.19% | 21.43% | -31.81% | 62.45% | -21.59% | 9.62% | -25.71% | 21.28% | 22.23% | -18.15% | -20.48% | 5.30% | 25.84% |
| 2021 | 45.45% | -15.53% | -30.59% | -4.07% | -9.94% | -5.55% | 15.22% | -9.65% | 40.41% | -29.73% | 67.22% | -36.67% | -24.31% |
| 2020 | 36.72% | 112.90% | 33.48% | -36.22% | -19.44% | 10.61% | -19.62% | 7.97% | -0.15% | 44.18% | -45.90% | 10.60% | 65.09% |
| 2019 | -34.82% | -10.80% | -7.24% | -4.30% | 42.61% | -19.40% | 6.90% | 17.74% | -14.44% | -18.60% | -4.54% | 9.19% | -45.79% |
| 2018 | 22.64% | 46.60% | 0.60% | -20.23% | -3.14% | 4.28% | -20.26% | 0.23% | -5.75% | 75.17% | -14.88% | 40.68% | 130.25% |
| 2017 | -14.60% | 7.76% | -4.26% | -12.53% | -3.79% | 7.40% | -8.23% | 3.22% | -10.20% | 7.05% | 10.81% | -2.13% | -21.37% |
| 2016 | 10.93% | 1.73% | -32.12% | 12.54% | -9.62% | 10.15% | -24.06% | 13.06% | -0.97% | 28.37% | -21.86% | 5.33% | -22.90% |
| 2015 | 9.22% | -36.39% | 14.62% | -4.84% | -4.88% | 31.72% | -33.52% | 134.57% | -13.82% | -38.49% | 7.03% | 12.90% | -5.16% |
| 2014 | 34.18% | -23.95% | -0.86% | -3.39% | -14.99% | 1.49% | 46.50% | -29.32% | 36.14% | -13.98% | -4.99% | 44.04% | 39.94% |
| 2013 | -20.75% | 8.61% | -18.12% | 6.46% | 20.56% | 3.44% | -20.23% | 26.47% | -2.41% | -17.17% | -0.36% | 0.15% | -23.86% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^VIX is 28, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for CBOE Volatility Index (^VIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the CBOE Volatility Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the CBOE Volatility Index was 88.70%, occurring on Nov 3, 2017. Recovery took 616 trading sessions.
The current CBOE Volatility Index drawdown is 78.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -88.7% | Nov 21, 2008 | 2336 | Nov 3, 2017 | 616 | Mar 16, 2020 | 2952 |
| -85.66% | Mar 17, 2020 | 1091 | May 21, 2024 | — | — | — |
| -78.38% | Oct 9, 1998 | 2164 | Jan 24, 2007 | 438 | Sep 29, 2008 | 2602 |
| -74.47% | Aug 24, 1990 | 869 | Dec 22, 1993 | 1006 | Oct 30, 1997 | 1875 |
| -57.51% | Oct 31, 1997 | 186 | Jul 17, 1998 | 29 | Aug 27, 1998 | 215 |
Volatility
Volatility Chart
The current CBOE Volatility Index volatility is 27.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.