CBOE VIX Volatility Index (^VVIX)
Share Price Chart
The chart shows the growth of an initial investment of $10,000 in CBOE VIX 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.
Compare to other instruments
Popular comparisons: ^VVIX vs. ETH-USD, ^VVIX vs. SPY, ^VVIX vs. VOO
CBOE VIX Volatility Index had a return of 26.63% year-to-date (YTD) and 4.17% in the last 12 months. Over the past 10 years, CBOE VIX Volatility Index had an annualized return of 1.98%, while the S&P 500 had an annualized return of 9.77%, indicating that CBOE VIX Volatility Index did not perform as well as the benchmark.
|5 years (annualized)||-2.13%||9.33%|
|10 years (annualized)||1.98%||9.77%|
Monthly Returns Heatmap
This table presents a comparison of risk-adjusted performance metrics for CBOE VIX Volatility Index (^VVIX) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
|Sharpe ratio||Sortino ratio||Omega ratio||Calmar ratio||Ulcer Index|
|CBOE VIX Volatility Index||0.09|
The Drawdowns chart displays portfolio losses from any high point along the way.
The table below shows the maximum drawdowns of the CBOE VIX 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 VIX Volatility Index is 78.10%, recorded on Mar 15, 2006. It took 9 trading sessions for the portfolio to recover.
|-78.1%||Mar 15, 2006||1||Mar 15, 2006||9||May 22, 2006||10|
|-66.2%||Jun 19, 2006||89||Nov 13, 2006||70||Feb 27, 2007||159|
|-64.41%||Mar 17, 2020||713||Jan 6, 2023||—||—||—|
|-58.49%||Feb 9, 2018||260||Feb 22, 2019||267||Mar 16, 2020||527|
|-58.22%||Aug 17, 2007||172||Apr 23, 2008||523||May 20, 2010||695|
The current CBOE VIX Volatility Index volatility is 20.45%, 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.