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^VIX vs. AAPL
Performance
Return for Risk
Drawdowns
Volatility

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.

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Returns By Period

In the year-to-date period, ^VIX achieves a 14.78% return, which is significantly lower than AAPL's 16.94% return. Over the past 10 years, ^VIX has underperformed AAPL with an annualized return of 3.08%, while AAPL has yielded a comparatively higher 30.30% annualized return.


^VIX

1D
14.17%
1M
-2.94%
6M
13.49%
YTD
14.78%
1Y
4.63%
3Y*
8.76%
5Y*
1.00%
10Y*
3.08%

AAPL

1D
0.63%
1M
8.99%
6M
22.15%
YTD
16.94%
1Y
50.87%
3Y*
19.05%
5Y*
16.89%
10Y*
30.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^VIX vs. AAPL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^VIX
CBOE Volatility Index
14.78%-13.83%39.36%-42.55%25.84%-24.31%65.09%-45.79%130.25%-21.37%
AAPL
Apple Inc
16.94%9.05%30.71%49.01%-26.40%34.65%82.31%88.96%-5.39%48.46%

Correlation

The correlation between ^VIX and AAPL is -0.43, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.43

Correlation (3Y)
Calculated over the trailing 3-year period

-0.47

Correlation (5Y)
Calculated over the trailing 5-year period

-0.53

Correlation (10Y)
Calculated over the trailing 10-year period

-0.52

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1990

-0.40

The correlation between ^VIX and AAPL shifts across timeframes, from -0.53 (5 years) to -0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

^VIX vs. AAPL — Risk / Return Rank

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

^VIX
^VIX Risk / Return Rank: 1515
Overall Rank
^VIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
^VIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
^VIX Omega Ratio Rank: 2525
Omega Ratio Rank
^VIX Calmar Ratio Rank: 99
Calmar Ratio Rank
^VIX Martin Ratio Rank: 88
Martin Ratio Rank

AAPL
AAPL Risk / Return Rank: 9191
Overall Rank
AAPL Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 9191
Sortino Ratio Rank
AAPL Omega Ratio Rank: 9191
Omega Ratio Rank
AAPL Calmar Ratio Rank: 9090
Calmar Ratio Rank
AAPL Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^VIX vs. AAPL - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^VIXAAPLDifference
Sharpe ratioReturn per unit of total volatility

-2.09

Sortino ratioReturn per unit of downside risk

-1.87

Omega ratioGain probability vs. loss probability

1.12

1.39

-0.27

Calmar ratioReturn relative to maximum drawdown

0.09

3.70

-3.61

Martin ratioReturn relative to average drawdown

0.14

8.82

-8.68

^VIX vs. AAPL - Sharpe Ratio Comparison

The current ^VIX Sharpe Ratio is 0.04, which is lower than the AAPL Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of ^VIX and AAPL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


^VIXAAPLDifference

Max Drawdown

Largest peak-to-trough decline

-88.70%

-81.80%

-6.90%

Max Drawdown (1Y)

Largest decline over 1 year

-51.59%

-13.80%

-37.79%

Max Drawdown (3Y)

Largest decline over 3 years

-74.26%

-33.36%

-40.90%

Max Drawdown (5Y)

Largest decline over 5 years

-74.26%

-33.36%

-40.90%

Max Drawdown (10Y)

Largest decline over 10 years

-85.66%

-38.52%

-47.14%

Current Drawdown

Current decline from peak

-79.25%

0.00%

-79.25%

Average Drawdown

Average peak-to-trough decline

-64.09%

-29.55%

-34.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.36%

5.78%

+26.58%

Volatility

^VIX vs. AAPL - Volatility Comparison

CBOE Volatility Index (^VIX) has a higher volatility of 34.86% compared to Apple Inc (AAPL) at 9.95%. 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.


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Volatility by Period


^VIXAAPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.86%

9.95%

+24.91%

Volatility (6M)

Calculated over the trailing 6-month period

92.44%

18.77%

+73.67%

Volatility (1Y)

Calculated over the trailing 1-year period

124.55%

24.11%

+100.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

127.59%

27.78%

+99.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

136.48%

29.05%

+107.43%

Frequently Asked Questions


^VIX and AAPL have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^VIX has higher volatility (34.86%) compared to AAPL (9.95%). In terms of maximum drawdown, ^VIX dropped -88.70% vs AAPL's -81.80%.

AAPL currently has the higher Sharpe Ratio (2.12 vs 0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^VIX and AAPL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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