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^VVIX vs. VOO
Performance
Return for Risk
Drawdowns
Volatility

Performance

^VVIX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cboe VVIX Index (^VVIX) and Vanguard S&P 500 ETF (VOO). 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 VOO's 10.87% return. Over the past 10 years, ^VVIX has underperformed VOO with an annualized return of 0.49%, while VOO has yielded a comparatively higher 15.20% 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%

VOO

1D
0.38%
1M
1.64%
6M
8.98%
YTD
10.87%
1Y
21.75%
3Y*
20.31%
5Y*
13.16%
10Y*
15.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^VVIX vs. VOO - 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%
VOO
Vanguard S&P 500 ETF
10.87%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between ^VVIX and VOO 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

-0.62

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

-0.65

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

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Return for Risk

^VVIX vs. VOO — 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

VOO
VOO Risk / Return Rank: 6767
Overall Rank
VOO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6666
Sortino Ratio Rank
VOO Omega Ratio Rank: 6767
Omega Ratio Rank
VOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VOO Martin Ratio Rank: 7373
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cboe VVIX Index (^VVIX) and Vanguard S&P 500 ETF (VOO). 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.


^VVIXVOODifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-1.80

Omega ratioGain probability vs. loss probability

1.07

1.32

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.06

2.45

-2.51

Martin ratioReturn relative to average drawdown

-0.10

10.70

-10.80

^VVIX vs. VOO - Sharpe Ratio Comparison

The current ^VVIX Sharpe Ratio is -0.03, which is lower than the VOO Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of ^VVIX and VOO, 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. VOO - Drawdown Comparison

The maximum ^VVIX drawdown since its inception was -64.71%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^VVIX and VOO.


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Drawdown Indicators


^VVIXVOODifference

Max Drawdown

Largest peak-to-trough decline

-64.71%

-33.99%

-30.72%

Max Drawdown (1Y)

Largest decline over 1 year

-38.94%

-8.90%

-30.04%

Max Drawdown (3Y)

Largest decline over 3 years

-52.75%

-18.69%

-34.06%

Max Drawdown (5Y)

Largest decline over 5 years

-53.07%

-24.52%

-28.55%

Max Drawdown (10Y)

Largest decline over 10 years

-64.71%

-33.99%

-30.72%

Current Drawdown

Current decline from peak

-54.94%

-0.74%

-54.20%

Average Drawdown

Average peak-to-trough decline

-43.99%

-3.67%

-40.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.11%

2.04%

+22.07%

Volatility

^VVIX vs. VOO - Volatility Comparison

Cboe VVIX Index (^VVIX) has a higher volatility of 21.51% compared to Vanguard S&P 500 ETF (VOO) at 3.86%. This indicates that ^VVIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^VVIXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.51%

3.86%

+17.65%

Volatility (6M)

Calculated over the trailing 6-month period

65.20%

9.96%

+55.24%

Volatility (1Y)

Calculated over the trailing 1-year period

86.68%

12.51%

+74.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.19%

16.93%

+71.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.07%

18.00%

+68.07%

Frequently Asked Questions


^VVIX and VOO 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 (21.51%) compared to VOO (3.86%). In terms of maximum drawdown, ^VVIX dropped -64.71% vs VOO's -33.99%.

VOO currently has the higher Sharpe Ratio (1.75 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 VOO

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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