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^VVIX vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility

Performance

^VVIX vs. QQQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, ^VVIX achieves a -3.10% return, which is significantly lower than QQQ's 21.30% return. Over the past 10 years, ^VVIX has underperformed QQQ with an annualized return of 1.28%, while QQQ has yielded a comparatively higher 21.94% annualized return.


^VVIX

1D
-0.81%
1M
-8.64%
YTD
-3.10%
6M
-2.80%
1Y
-1.20%
3Y*
1.39%
5Y*
-3.65%
10Y*
1.28%

QQQ

1D
-0.26%
1M
10.60%
YTD
21.30%
6M
19.66%
1Y
41.82%
3Y*
28.78%
5Y*
17.97%
10Y*
21.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^VVIX vs. QQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^VVIX
CBOE VIX Volatility Index
-3.10%-11.18%19.97%12.86%-29.74%-1.96%18.87%8.02%-13.55%10.00%
QQQ
Invesco QQQ ETF
21.30%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Correlation

The correlation between ^VVIX and QQQ is -0.61, 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

-0.61

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

-0.60

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

-0.59

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

-0.58

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2006

-0.56

The correlation between ^VVIX and QQQ has been stable across timeframes, ranging from -0.61 to -0.56 - a consistent structural relationship.

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Return for Risk

^VVIX vs. QQQ — Risk / Return Rank

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

^VVIX
^VVIX Risk / Return Rank: 1515
Overall Rank
^VVIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
^VVIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
^VVIX Omega Ratio Rank: 2222
Omega Ratio Rank
^VVIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
^VVIX Martin Ratio Rank: 1111
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 7373
Overall Rank
QQQ Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7474
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7171
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.

^VVIX vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CBOE VIX Volatility Index (^VVIX) and Invesco QQQ ETF (QQQ). 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.


^VVIXQQQDifference
Sharpe ratioReturn per unit of total volatility

-2.65

Sortino ratioReturn per unit of downside risk

-2.86

Omega ratioGain probability vs. loss probability

1.07

1.45

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.03

3.51

-3.54

Martin ratioReturn relative to average drawdown

-0.05

13.49

-13.54

^VVIX vs. QQQ - Sharpe Ratio Comparison

The current ^VVIX Sharpe Ratio is -0.01, which is lower than the QQQ Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of ^VVIX and QQQ, 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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Sharpe Ratios by Period


^VVIXQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

2.64

-2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.81

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.99

-0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.41

-0.40

Drawdowns

^VVIX vs. QQQ - Drawdown Comparison

The maximum ^VVIX drawdown since its inception was -78.10%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for ^VVIX and QQQ.


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Drawdown Indicators


^VVIXQQQDifference

Max Drawdown

Largest peak-to-trough decline

-78.10%

-82.97%

+4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-38.94%

-11.96%

-26.98%

Max Drawdown (3Y)

Largest decline over 3 years

-52.75%

-22.77%

-29.98%

Max Drawdown (5Y)

Largest decline over 5 years

-53.07%

-35.12%

-17.95%

Max Drawdown (10Y)

Largest decline over 10 years

-64.71%

-35.12%

-29.59%

Current Drawdown

Current decline from peak

-56.74%

-0.26%

-56.48%

Average Drawdown

Average peak-to-trough decline

-43.41%

-32.79%

-10.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.07%

3.11%

+19.96%

Volatility

^VVIX vs. QQQ - Volatility Comparison

CBOE VIX Volatility Index (^VVIX) has a higher volatility of 12.10% compared to Invesco QQQ ETF (QQQ) at 4.49%. This indicates that ^VVIX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^VVIXQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.10%

4.49%

+7.61%

Volatility (6M)

Calculated over the trailing 6-month period

59.20%

12.10%

+47.10%

Volatility (1Y)

Calculated over the trailing 1-year period

82.74%

15.94%

+66.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.14%

22.38%

+64.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.81%

22.29%

+63.52%

Frequently Asked Questions


^VVIX and QQQ have a correlation of -0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^VVIX has higher volatility (12.10%) compared to QQQ (4.49%). In terms of maximum drawdown, ^VVIX dropped -78.10% vs QQQ's -82.97%.

QQQ currently has the higher Sharpe Ratio (2.64 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.

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