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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 VVIX 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 0.93% return, which is significantly lower than QQQ's 17.43% return. Over the past 10 years, ^VVIX has underperformed QQQ with an annualized return of 0.49%, while QQQ has yielded a comparatively higher 21.32% annualized return.


^VVIX

1D
-1.84%
1M
-0.31%
6M
-7.46%
YTD
0.93%
1Y
-2.32%
3Y*
-0.48%
5Y*
-5.02%
10Y*
0.49%

QQQ

1D
1.12%
1M
-0.12%
6M
15.19%
YTD
17.43%
1Y
30.02%
3Y*
24.54%
5Y*
15.52%
10Y*
21.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^VVIX vs. QQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^VVIX
Cboe VVIX Index
0.93%-11.18%19.97%12.86%-29.74%-1.96%18.87%8.02%-13.55%10.00%
QQQ
Invesco QQQ ETF
17.43%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 -0.63, 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

-0.63

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

-0.63

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

-0.60

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

-0.58

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2007

-0.57

The correlation between ^VVIX and QQQ has been stable across timeframes, ranging from -0.63 to -0.57 - 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: 99
Overall Rank
^VVIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
^VVIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
^VVIX Omega Ratio Rank: 1818
Omega Ratio Rank
^VVIX Calmar Ratio Rank: 33
Calmar Ratio Rank
^VVIX Martin Ratio Rank: 33
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 6161
Overall Rank
QQQ Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 5757
Sortino Ratio Rank
QQQ Omega Ratio Rank: 5858
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6363
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6464
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 VVIX 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.

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.


^VVIXQQQDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.07

1.29

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.06

2.52

-2.58

Martin ratioReturn relative to average drawdown

-0.10

9.01

-9.11

^VVIX vs. QQQ - Sharpe Ratio Comparison

The current ^VVIX Sharpe Ratio is -0.03, which is lower than the QQQ Sharpe Ratio of 1.62. 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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Drawdowns

^VVIX vs. QQQ - Drawdown Comparison

The maximum ^VVIX drawdown since its inception was -64.71%, 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

-64.71%

-82.97%

+18.26%

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

-54.94%

-3.44%

-51.50%

Average Drawdown

Average peak-to-trough decline

-43.99%

-32.67%

-11.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.11%

3.34%

+20.77%

Volatility

^VVIX vs. QQQ - Volatility Comparison

Cboe VVIX Index (^VVIX) has a higher volatility of 21.51% compared to Invesco QQQ ETF (QQQ) at 8.09%. 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

21.51%

8.09%

+13.42%

Volatility (6M)

Calculated over the trailing 6-month period

65.20%

15.41%

+49.79%

Volatility (1Y)

Calculated over the trailing 1-year period

86.68%

18.60%

+68.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.19%

22.80%

+65.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.07%

22.45%

+63.62%

Frequently Asked Questions


^VVIX and QQQ have a correlation of -0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^VVIX has higher volatility (21.51%) compared to QQQ (8.09%). In terms of maximum drawdown, ^VVIX dropped -64.71% vs QQQ's -82.97%.

QQQ currently has the higher Sharpe Ratio (1.62 vs -0.03), 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 ^VVIX and QQQ

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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