PortfoliosLab logoPortfoliosLab logo
^VVIX vs. SPY
Performance
Return for Risk
Drawdowns
Volatility

Performance

^VVIX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cboe VVIX Index (^VVIX) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ^VVIX achieves a 7.37% return, which is significantly lower than SPY's 8.15% return. Over the past 10 years, ^VVIX has underperformed SPY with an annualized return of -2.27%, while SPY has yielded a comparatively higher 15.53% annualized return.


^VVIX

1D
8.48%
1M
9.15%
YTD
7.37%
6M
16.87%
1Y
-4.62%
3Y*
2.52%
5Y*
-1.60%
10Y*
-2.27%

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)

^VVIX vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^VVIX
Cboe VVIX Index
7.37%-11.18%19.97%12.86%-29.74%-1.96%18.87%8.02%-13.55%10.00%
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 ^VVIX and SPY is -0.68, 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

-0.68

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

-0.68

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

-0.66

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

-0.63

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

-0.62

The correlation between ^VVIX and SPY has been stable across timeframes, ranging from -0.68 to -0.62 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

^VVIX vs. SPY — Risk / Return Rank

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

^VVIX
^VVIX Risk / Return Rank: 1313
Overall Rank
^VVIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
^VVIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
^VVIX Omega Ratio Rank: 1919
Omega Ratio Rank
^VVIX Calmar Ratio Rank: 77
Calmar Ratio Rank
^VVIX Martin Ratio Rank: 99
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.

^VVIX vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cboe VVIX Index (^VVIX) 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.


^VVIXSPYDifference
Sharpe ratioReturn per unit of total volatility

-1.95

Sortino ratioReturn per unit of downside risk

-2.02

Omega ratioGain probability vs. loss probability

1.07

1.34

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.12

2.67

-2.79

Martin ratioReturn relative to average drawdown

-0.21

11.92

-12.12

^VVIX vs. SPY - Sharpe Ratio Comparison

The current ^VVIX Sharpe Ratio is -0.05, which is lower than the SPY Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ^VVIX 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.


Loading charts...

Drawdowns

^VVIX vs. SPY - Drawdown Comparison

The maximum ^VVIX drawdown since its inception was -64.71%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^VVIX and SPY.


Loading charts...

Drawdown Indicators


^VVIXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-64.71%

-55.19%

-9.52%

Max Drawdown (1Y)

Largest decline over 1 year

-38.94%

-8.88%

-30.06%

Max Drawdown (3Y)

Largest decline over 3 years

-52.75%

-18.76%

-33.99%

Max Drawdown (5Y)

Largest decline over 5 years

-53.07%

-24.50%

-28.57%

Max Drawdown (10Y)

Largest decline over 10 years

-64.71%

-33.72%

-30.99%

Current Drawdown

Current decline from peak

-52.07%

-3.17%

-48.90%

Average Drawdown

Average peak-to-trough decline

-43.95%

-9.04%

-34.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.89%

1.98%

+20.91%

Volatility

^VVIX vs. SPY - Volatility Comparison

Cboe VVIX Index (^VVIX) has a higher volatility of 31.77% compared to State Street SPDR S&P 500 ETF (SPY) at 4.87%. This indicates that ^VVIX'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.


Loading charts...

Volatility by Period


^VVIXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.77%

4.87%

+26.90%

Volatility (6M)

Calculated over the trailing 6-month period

65.40%

9.85%

+55.55%

Volatility (1Y)

Calculated over the trailing 1-year period

87.12%

12.50%

+74.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.17%

17.15%

+71.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.12%

17.95%

+68.17%

Frequently Asked Questions


^VVIX and SPY have a correlation of -0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^VVIX has higher volatility (31.77%) compared to SPY (4.87%). In terms of maximum drawdown, ^VVIX dropped -64.71% vs SPY's -55.19%.

SPY currently has the higher Sharpe Ratio (1.90 vs -0.05), 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 SPY

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

Open Portfolio Optimizer