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^VIX vs. AAPL
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^VIX and AAPL is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

^VIX vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBOE Volatility Index (^VIX) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%December2025FebruaryMarchAprilMay
31.55%
78,307.79%
^VIX
AAPL

Key characteristics

Sharpe Ratio

^VIX:

0.47

AAPL:

0.65

Sortino Ratio

^VIX:

2.17

AAPL:

1.11

Omega Ratio

^VIX:

1.27

AAPL:

1.16

Calmar Ratio

^VIX:

0.96

AAPL:

0.63

Martin Ratio

^VIX:

1.76

AAPL:

2.29

Ulcer Index

^VIX:

46.58%

AAPL:

9.23%

Daily Std Dev

^VIX:

171.38%

AAPL:

32.77%

Max Drawdown

^VIX:

-88.70%

AAPL:

-81.80%

Current Drawdown

^VIX:

-72.57%

AAPL:

-20.63%

Returns By Period

In the year-to-date period, ^VIX achieves a 30.72% return, which is significantly higher than AAPL's -17.91% return. Over the past 10 years, ^VIX has underperformed AAPL with an annualized return of 3.99%, while AAPL has yielded a comparatively higher 22.09% annualized return.


^VIX

YTD

30.72%

1M

-49.94%

6M

3.66%

1Y

68.12%

5Y*

-7.33%

10Y*

3.99%

AAPL

YTD

-17.91%

1M

9.01%

6M

-7.67%

1Y

12.51%

5Y*

23.35%

10Y*

22.09%

*Annualized

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Risk-Adjusted Performance

^VIX vs. AAPL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^VIX
The Risk-Adjusted Performance Rank of ^VIX is 7979
Overall Rank
The Sharpe Ratio Rank of ^VIX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ^VIX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of ^VIX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of ^VIX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^VIX is 5757
Martin Ratio Rank

AAPL
The Risk-Adjusted Performance Rank of AAPL is 7272
Overall Rank
The Sharpe Ratio Rank of AAPL is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of AAPL is 6767
Sortino Ratio Rank
The Omega Ratio Rank of AAPL is 6868
Omega Ratio Rank
The Calmar Ratio Rank of AAPL is 7575
Calmar Ratio Rank
The Martin Ratio Rank of AAPL is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^VIX vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CBOE Volatility Index (^VIX) and Apple Inc (AAPL). 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.


The chart of Sharpe ratio for ^VIX, currently valued at 0.47, compared to the broader market-0.500.000.501.001.50
^VIX: 0.47
AAPL: 0.27
The chart of Sortino ratio for ^VIX, currently valued at 2.17, compared to the broader market-1.00-0.500.000.501.001.502.00
^VIX: 2.17
AAPL: 0.60
The chart of Omega ratio for ^VIX, currently valued at 1.27, compared to the broader market0.901.001.101.201.30
^VIX: 1.27
AAPL: 1.09
The chart of Calmar ratio for ^VIX, currently valued at 0.96, compared to the broader market-0.500.000.501.001.50
^VIX: 0.96
AAPL: 0.26
The chart of Martin ratio for ^VIX, currently valued at 1.76, compared to the broader market0.002.004.006.008.00
^VIX: 1.76
AAPL: 0.92

The current ^VIX Sharpe Ratio is 0.47, which is comparable to the AAPL Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ^VIX and AAPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.47
0.27
^VIX
AAPL

Drawdowns

^VIX vs. AAPL - Drawdown Comparison

The maximum ^VIX drawdown since its inception was -88.70%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for ^VIX and AAPL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-72.57%
-20.63%
^VIX
AAPL

Volatility

^VIX vs. AAPL - Volatility Comparison

CBOE Volatility Index (^VIX) has a higher volatility of 74.10% compared to Apple Inc (AAPL) at 20.43%. This indicates that ^VIX's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
74.10%
20.43%
^VIX
AAPL