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^VIX vs. SPY
Performance
Return for Risk
Drawdowns
Volatility

Performance

^VIX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBOE Volatility Index (^VIX) and State Street SPDR S&P 500 ETF (SPY). 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 30.37% return, which is significantly higher than SPY's 8.15% return. Over the past 10 years, ^VIX has underperformed SPY with an annualized return of -2.75%, while SPY has yielded a comparatively higher 15.53% annualized return.


^VIX

1D
12.79%
1M
16.71%
YTD
30.37%
6M
39.21%
1Y
-1.71%
3Y*
13.19%
5Y*
4.06%
10Y*
-2.75%

SPY

1D
-1.45%
1M
-1.36%
YTD
8.15%
6M
7.20%
1Y
23.59%
3Y*
20.68%
5Y*
13.05%
10Y*
15.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^VIX vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^VIX
CBOE Volatility Index
30.37%-13.83%39.36%-42.55%25.84%-24.31%65.09%-45.79%130.25%-21.37%
SPY
State Street SPDR S&P 500 ETF
8.15%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Correlation

The correlation between ^VIX and SPY is -0.79, 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

-0.79

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

-0.77

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

-0.76

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

-0.76

Correlation (All Time)
Calculated using the full available price history since Jan 29, 1993

-0.75

The correlation between ^VIX and SPY has been stable across timeframes, ranging from -0.79 to -0.75 - a consistent structural relationship.

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Return for Risk

^VIX vs. SPY — Risk / Return Rank

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

^VIX
^VIX Risk / Return Rank: 1717
Overall Rank
^VIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
^VIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
^VIX Omega Ratio Rank: 2626
Omega Ratio Rank
^VIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
^VIX Martin Ratio Rank: 1111
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 5959
Overall Rank
SPY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 5656
Sortino Ratio Rank
SPY Omega Ratio Rank: 5757
Omega Ratio Rank
SPY Calmar Ratio Rank: 5656
Calmar Ratio Rank
SPY Martin Ratio Rank: 6767
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. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CBOE Volatility Index (^VIX) and State Street SPDR S&P 500 ETF (SPY). 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.


^VIXSPYDifference
Sharpe ratioReturn per unit of total volatility

-1.91

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.11

1.34

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.03

2.67

-2.70

Martin ratioReturn relative to average drawdown

-0.06

11.92

-11.98

^VIX vs. SPY - Sharpe Ratio Comparison

The current ^VIX Sharpe Ratio is -0.01, which is lower than the SPY Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ^VIX and SPY, 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. SPY - Drawdown Comparison

The maximum ^VIX drawdown since its inception was -88.70%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^VIX and SPY.


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Drawdown Indicators


^VIXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-88.70%

-55.19%

-33.51%

Max Drawdown (1Y)

Largest decline over 1 year

-50.66%

-8.88%

-41.78%

Max Drawdown (3Y)

Largest decline over 3 years

-74.26%

-18.76%

-55.50%

Max Drawdown (5Y)

Largest decline over 5 years

-74.26%

-24.50%

-49.76%

Max Drawdown (10Y)

Largest decline over 10 years

-85.66%

-33.72%

-51.94%

Current Drawdown

Current decline from peak

-76.43%

-3.17%

-73.26%

Average Drawdown

Average peak-to-trough decline

-64.07%

-9.04%

-55.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.70%

1.98%

+28.72%

Volatility

^VIX vs. SPY - Volatility Comparison

CBOE Volatility Index (^VIX) has a higher volatility of 49.16% compared to State Street SPDR S&P 500 ETF (SPY) at 4.87%. This indicates that ^VIX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^VIXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

49.16%

4.87%

+44.29%

Volatility (6M)

Calculated over the trailing 6-month period

91.13%

9.85%

+81.28%

Volatility (1Y)

Calculated over the trailing 1-year period

124.01%

12.50%

+111.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

127.78%

17.15%

+110.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

136.67%

17.95%

+118.72%

Frequently Asked Questions


^VIX and SPY have a correlation of -0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^VIX has higher volatility (49.16%) compared to SPY (4.87%). In terms of maximum drawdown, ^VIX dropped -88.70% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (1.90 vs -0.01), 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 SPY

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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