CBOE VIX Volatility Index (^VVIX)
Share Price Chart
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Performance
Performance Chart
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Returns By Period
CBOE VIX Volatility Index (^VVIX) returned -7.13% year-to-date (YTD) and 23.54% over the past 12 months. Over the past 10 years, ^VVIX returned 2.46% annually, underperforming the S&P 500 benchmark at 10.86%.
^VVIX
-7.13%
-16.66%
3.28%
23.54%
-3.49%
-4.19%
2.46%
^GSPC (Benchmark)
1.39%
12.89%
1.19%
12.45%
15.19%
14.95%
10.86%
Monthly Returns
The table below presents the monthly returns of ^VVIX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -2.71% | 7.38% | -9.06% | 3.20% | -5.28% | -7.13% | |||||||
| 2024 | 0.69% | -11.55% | -1.14% | 6.86% | -4.34% | 1.55% | 18.58% | -0.55% | 5.99% | 22.70% | -29.18% | 20.86% | 19.97% |
| 2023 | 8.89% | -3.74% | 8.38% | -0.72% | 5.17% | -9.06% | 4.30% | -6.78% | 16.46% | -6.55% | -1.40% | 0.29% | 12.86% |
| 2022 | 14.03% | -1.14% | -9.86% | 9.45% | -23.68% | -3.98% | -10.18% | 10.10% | 20.12% | -25.74% | 3.72% | -5.80% | -29.74% |
| 2021 | 22.77% | -9.01% | -19.94% | 9.18% | -3.49% | 1.25% | 8.85% | -8.93% | 11.53% | -10.88% | 35.54% | -23.07% | -1.96% |
| 2020 | 12.22% | 19.06% | 21.63% | -22.49% | -10.91% | 14.36% | -7.22% | 6.22% | -14.65% | 42.98% | -26.93% | 5.41% | 18.87% |
| 2019 | -9.03% | 0.96% | 7.27% | 3.19% | 9.21% | -11.31% | 12.24% | 6.63% | -4.91% | -8.91% | 2.40% | 3.35% | 8.02% |
| 2018 | 7.59% | 12.26% | -15.10% | -8.73% | 6.71% | 5.31% | -11.17% | -1.49% | -5.84% | 17.86% | -9.05% | -6.92% | -13.55% |
| 2017 | -1.93% | -1.95% | -11.09% | -1.56% | 9.64% | 6.99% | -4.06% | 9.34% | -1.81% | -1.21% | -2.25% | 12.03% | 10.00% |
| 2016 | -10.23% | -5.44% | -2.49% | 10.54% | -13.36% | 18.63% | -3.60% | -6.57% | 7.72% | 12.47% | -13.45% | 2.93% | -8.58% |
| 2015 | -3.62% | -21.80% | -1.43% | 3.65% | -9.20% | 39.33% | -25.78% | 55.66% | -18.86% | -12.60% | 0.63% | 10.30% | -11.39% |
| 2014 | 40.70% | -18.27% | -11.36% | -10.68% | 5.37% | 5.31% | 36.14% | -16.74% | 14.01% | 1.76% | -15.15% | 41.63% | 59.65% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^VVIX is 52, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for CBOE VIX Volatility Index (^VVIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the CBOE VIX 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 VIX Volatility Index was 78.10%, occurring on Mar 15, 2006. Recovery took 9 trading sessions.
The current CBOE VIX Volatility Index drawdown is 53.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -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 |
| -64.71% | Mar 17, 2020 | 1046 | May 10, 2024 | — | — | — |
| -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 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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