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CBOE VIX Volatility Index (^VVIX)

Index · Currency in USD · Last updated May 27, 2023

Share Price Chart

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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.

^VVIX (CBOE VIX Volatility Index)
Benchmark (^GSPC)

S&P 500

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CBOE VIX Volatility Index

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.

1 month12.28%0.86%
6 months18.27%4.45%
1 year4.17%1.14%
5 years (annualized)-2.13%9.33%
10 years (annualized)1.98%9.77%

Monthly Returns Heatmap


Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CBOE VIX Volatility Index
S&P 500

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current CBOE VIX Volatility Index Sharpe ratio is 0.09. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.

^VVIX (CBOE VIX Volatility Index)
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

^VVIX (CBOE VIX Volatility Index)
Benchmark (^GSPC)

Worst Drawdowns

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.



To Bottom


To Recover



-78.1%Mar 15, 20061Mar 15, 20069May 22, 200610
-66.2%Jun 19, 200689Nov 13, 200670Feb 27, 2007159
-64.41%Mar 17, 2020713Jan 6, 2023
-58.49%Feb 9, 2018260Feb 22, 2019267Mar 16, 2020527
-58.22%Aug 17, 2007172Apr 23, 2008523May 20, 2010695

Volatility Chart

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.

^VVIX (CBOE VIX Volatility Index)
Benchmark (^GSPC)