^VXN vs. ^VVIX
Compare and contrast key facts about CBOE NASDAQ 100 Voltility Index (^VXN) and CBOE VIX Volatility Index (^VVIX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^VXN or ^VVIX.
Correlation
The correlation between ^VXN and ^VVIX is -0.60. 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.
Performance
^VXN vs. ^VVIX - Performance Comparison
Key characteristics
^VXN:
0.49
^VVIX:
0.25
^VXN:
1.59
^VVIX:
1.28
^VXN:
1.18
^VVIX:
1.15
^VXN:
0.59
^VVIX:
0.41
^VXN:
1.45
^VVIX:
0.76
^VXN:
33.83%
^VVIX:
34.60%
^VXN:
113.12%
^VVIX:
113.31%
^VXN:
-87.21%
^VVIX:
-78.10%
^VXN:
-67.80%
^VVIX:
-53.62%
Returns By Period
In the year-to-date period, ^VXN achieves a 30.37% return, which is significantly higher than ^VVIX's -7.71% return. Over the past 10 years, ^VXN has outperformed ^VVIX with an annualized return of 5.25%, while ^VVIX has yielded a comparatively lower 1.48% annualized return.
^VXN
30.37%
-34.35%
41.53%
54.58%
-3.24%
5.25%
^VVIX
-7.71%
-43.66%
8.68%
29.25%
-3.58%
1.48%
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Risk-Adjusted Performance
^VXN vs. ^VVIX — Risk-Adjusted Performance Rank
^VXN
^VVIX
^VXN vs. ^VVIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CBOE NASDAQ 100 Voltility Index (^VXN) and CBOE VIX Volatility Index (^VVIX). 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.
Drawdowns
^VXN vs. ^VVIX - Drawdown Comparison
The maximum ^VXN drawdown since its inception was -87.21%, which is greater than ^VVIX's maximum drawdown of -78.10%. Use the drawdown chart below to compare losses from any high point for ^VXN and ^VVIX. For additional features, visit the drawdowns tool.
Volatility
^VXN vs. ^VVIX - Volatility Comparison
CBOE NASDAQ 100 Voltility Index (^VXN) has a higher volatility of 38.15% compared to CBOE VIX Volatility Index (^VVIX) at 33.27%. This indicates that ^VXN's price experiences larger fluctuations and is considered to be riskier than ^VVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.