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^VVIX vs. XXXX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^VVIX and XXXX is -0.61. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.6

Performance

^VVIX vs. XXXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBOE VIX Volatility Index (^VVIX) and MAX S&P 500 4X Leveraged ETN (XXXX). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
23.49%
17.57%
^VVIX
XXXX

Key characteristics

Sharpe Ratio

^VVIX:

0.14

XXXX:

1.52

Sortino Ratio

^VVIX:

1.08

XXXX:

1.96

Omega Ratio

^VVIX:

1.12

XXXX:

1.27

Calmar Ratio

^VVIX:

0.22

XXXX:

2.34

Martin Ratio

^VVIX:

0.48

XXXX:

8.50

Ulcer Index

^VVIX:

29.30%

XXXX:

8.82%

Daily Std Dev

^VVIX:

101.26%

XXXX:

49.41%

Max Drawdown

^VVIX:

-78.10%

XXXX:

-31.99%

Current Drawdown

^VVIX:

-50.70%

XXXX:

-9.03%

Returns By Period

In the year-to-date period, ^VVIX achieves a 17.69% return, which is significantly lower than XXXX's 72.82% return.


^VVIX

YTD

17.69%

1M

7.58%

6M

20.68%

1Y

15.48%

5Y*

0.70%

10Y*

1.04%

XXXX

YTD

72.82%

1M

-2.25%

6M

19.42%

1Y

73.91%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

^VVIX vs. XXXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CBOE VIX Volatility Index (^VVIX) and MAX S&P 500 4X Leveraged ETN (XXXX). 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.


Sharpe ratio
The chart of Sharpe ratio for ^VVIX, currently valued at 0.14, compared to the broader market-0.500.000.501.001.502.002.500.141.70
The chart of Sortino ratio for ^VVIX, currently valued at 1.08, compared to the broader market-1.000.001.002.003.001.082.11
The chart of Omega ratio for ^VVIX, currently valued at 1.12, compared to the broader market0.901.001.101.201.301.401.121.30
The chart of Calmar ratio for ^VVIX, currently valued at 0.28, compared to the broader market0.001.002.003.000.282.61
The chart of Martin ratio for ^VVIX, currently valued at 0.48, compared to the broader market0.005.0010.0015.000.489.29
^VVIX
XXXX

The current ^VVIX Sharpe Ratio is 0.14, which is lower than the XXXX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of ^VVIX and XXXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00Wed 27Fri 29DecemberTue 03Thu 05Sat 07Mon 09Wed 11Fri 13Dec 15Tue 17Thu 19Sat 21Mon 23
0.14
1.70
^VVIX
XXXX

Drawdowns

^VVIX vs. XXXX - Drawdown Comparison

The maximum ^VVIX drawdown since its inception was -78.10%, which is greater than XXXX's maximum drawdown of -31.99%. Use the drawdown chart below to compare losses from any high point for ^VVIX and XXXX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.95%
-9.03%
^VVIX
XXXX

Volatility

^VVIX vs. XXXX - Volatility Comparison

CBOE VIX Volatility Index (^VVIX) has a higher volatility of 36.73% compared to MAX S&P 500 4X Leveraged ETN (XXXX) at 15.61%. This indicates that ^VVIX's price experiences larger fluctuations and is considered to be riskier than XXXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
36.73%
15.61%
^VVIX
XXXX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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