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AAPL vs. VXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAPL vs. VXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apple Inc (AAPL) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAPL achieves a 7.29% return, which is significantly higher than VXX's -8.58% return. Over the past 10 years, AAPL has outperformed VXX with an annualized return of 29.36%, while VXX has yielded a comparatively lower -47.94% annualized return.


AAPL

1D
-1.52%
1M
-2.59%
YTD
7.29%
6M
4.81%
1Y
46.73%
3Y*
17.21%
5Y*
18.59%
10Y*
29.36%

VXX

1D
-4.42%
1M
-14.70%
YTD
-8.58%
6M
-18.05%
1Y
-52.70%
3Y*
-40.29%
5Y*
-45.28%
10Y*
-47.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPL vs. VXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAPL
Apple Inc
7.29%9.05%30.71%49.01%-26.40%34.65%82.31%88.96%-5.39%48.46%
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
-8.58%-42.21%-26.22%-72.52%-23.80%-72.41%11.04%-67.75%67.91%-72.64%

Correlation

The correlation between AAPL and VXX is -0.40, 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

-0.40

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

-0.45

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

-0.50

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

-0.53

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2009

-0.50

The correlation between AAPL and VXX shifts across timeframes, from -0.53 (10 years) to -0.40 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AAPL vs. VXX — Risk / Return Rank

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

AAPL
AAPL Risk / Return Rank: 8888
Overall Rank
AAPL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AAPL Sortino Ratio Rank: 8989
Sortino Ratio Rank
AAPL Omega Ratio Rank: 8888
Omega Ratio Rank
AAPL Calmar Ratio Rank: 8686
Calmar Ratio Rank
AAPL Martin Ratio Rank: 8686
Martin Ratio Rank

VXX
VXX Risk / Return Rank: 22
Overall Rank
VXX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
VXX Sortino Ratio Rank: 22
Sortino Ratio Rank
VXX Omega Ratio Rank: 22
Omega Ratio Rank
VXX Calmar Ratio Rank: 11
Calmar Ratio Rank
VXX Martin Ratio Rank: 33
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.

AAPL vs. VXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). 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.


AAPLVXXDifference
Sharpe ratioReturn per unit of total volatility

+3.01

Sortino ratioReturn per unit of downside risk

+4.42

Omega ratioGain probability vs. loss probability

1.38

0.83

+0.54

Calmar ratioReturn relative to maximum drawdown

3.40

-0.92

+4.32

Martin ratioReturn relative to average drawdown

8.47

-1.29

+9.76

AAPL vs. VXX - Sharpe Ratio Comparison

The current AAPL Sharpe Ratio is 2.07, which is higher than the VXX Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of AAPL and VXX, 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

AAPL vs. VXX - Drawdown Comparison

The maximum AAPL drawdown since its inception was -81.80%, smaller than the maximum VXX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for AAPL and VXX.


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Drawdown Indicators


AAPLVXXDifference

Max Drawdown

Largest peak-to-trough decline

-81.80%

-100.00%

+18.20%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-57.39%

+43.59%

Max Drawdown (3Y)

Largest decline over 3 years

-33.36%

-79.24%

+45.88%

Max Drawdown (5Y)

Largest decline over 5 years

-33.36%

-95.79%

+62.43%

Max Drawdown (10Y)

Largest decline over 10 years

-38.52%

-99.86%

+61.34%

Current Drawdown

Current decline from peak

-7.64%

-100.00%

+92.36%

Average Drawdown

Average peak-to-trough decline

-29.59%

-95.07%

+65.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

40.90%

-35.37%

Volatility

AAPL vs. VXX - Volatility Comparison

The current volatility for Apple Inc (AAPL) is 6.73%, while iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a volatility of 14.13%. This indicates that AAPL experiences smaller price fluctuations and is considered to be less risky than VXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAPLVXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

14.13%

-7.40%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

42.36%

-25.83%

Volatility (1Y)

Calculated over the trailing 1-year period

22.64%

56.64%

-34.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.52%

68.04%

-40.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.92%

70.83%

-41.91%

Dividends

AAPL vs. VXX - Dividend Comparison

AAPL's dividend yield for the trailing twelve months is around 0.36%, while VXX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AAPL
Apple Inc
0.36%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AAPL and VXX have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXX has higher volatility (14.13%) compared to AAPL (6.73%). In terms of maximum drawdown, AAPL dropped -81.80% vs VXX's -100.00%.

AAPL currently has the higher Sharpe Ratio (2.07 vs -0.93), 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

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