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.
^VIX vs. AAPL
Compare and contrast key facts about CBOE Volatility Index (^VIX) and Apple Inc (AAPL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^VIX or AAPL.
Performance
^VIX vs. AAPL - Performance Comparison
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Key characteristics
^VIX:
0.40
AAPL:
0.15
^VIX:
2.00
AAPL:
0.32
^VIX:
1.24
AAPL:
1.04
^VIX:
0.67
AAPL:
0.06
^VIX:
1.17
AAPL:
0.19
^VIX:
48.51%
AAPL:
10.57%
^VIX:
174.03%
AAPL:
33.12%
^VIX:
-88.70%
AAPL:
-81.80%
^VIX:
-75.12%
AAPL:
-24.43%
Returns By Period
In the year-to-date period, ^VIX achieves a 18.56% return, which is significantly higher than AAPL's -21.83% return. Over the past 10 years, ^VIX has underperformed AAPL with an annualized return of 4.04%, while AAPL has yielded a comparatively higher 21.00% annualized return.
^VIX
18.56%
-17.19%
40.89%
72.42%
-7.18%
-5.72%
4.04%
AAPL
-21.83%
-6.57%
-15.94%
3.27%
12.23%
20.30%
21.00%
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Risk-Adjusted Performance
^VIX vs. AAPL — Risk-Adjusted Performance Rank
^VIX
AAPL
^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.
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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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Volatility
^VIX vs. AAPL - Volatility Comparison
CBOE Volatility Index (^VIX) has a higher volatility of 30.68% compared to Apple Inc (AAPL) at 9.28%. 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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