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DOG vs. ^VIX
Performance
Return for Risk
Drawdowns
Volatility

Performance

DOG vs. ^VIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Dow30 (DOG) and CBOE Volatility Index (^VIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DOG achieves a -6.75% return, which is significantly lower than ^VIX's 6.96% return. Over the past 10 years, DOG has underperformed ^VIX with an annualized return of -11.12%, while ^VIX has yielded a comparatively higher 1.81% annualized return.


DOG

1D
-0.51%
1M
1.03%
6M
-5.42%
YTD
-6.75%
1Y
-13.86%
3Y*
-7.85%
5Y*
-5.65%
10Y*
-11.12%
ALL TIME*
-10.34%

^VIX

1D
-6.44%
1M
-0.99%
6M
-8.31%
YTD
6.96%
1Y
-21.54%
3Y*
4.70%
5Y*
-2.60%
10Y*
1.81%
ALL TIME*
-0.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$40.27M$36.96M$41.35M

DOG vs. ^VIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DOG
ProShares Short Dow30
-6.75%-8.40%-5.62%-7.05%5.67%-19.21%-20.45%-18.43%3.55%-21.51%
^VIX
CBOE Volatility Index
6.96%-13.83%39.36%-42.55%25.84%-24.31%65.09%-45.79%130.25%-21.37%

Correlation

The correlation between DOG and ^VIX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.68

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.69

Correlation (10Y)
Provides a long-term view across more market conditions.

0.68

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2006

0.73

The correlation between DOG and ^VIX has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.

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Return for Risk

DOG vs. ^VIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DOG
DOG Risk / Return Rank: 22
Overall Rank
DOG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
DOG Sortino Ratio Rank: 22
Sortino Ratio Rank
DOG Omega Ratio Rank: 22
Omega Ratio Rank
DOG Calmar Ratio Rank: 22
Calmar Ratio Rank
DOG Martin Ratio Rank: 00
Martin Ratio Rank

^VIX
^VIX Risk / Return Rank: 1111
Overall Rank
^VIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
^VIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
^VIX Omega Ratio Rank: 2222
Omega Ratio Rank
^VIX Calmar Ratio Rank: 33
Calmar Ratio Rank
^VIX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DOG vs. ^VIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Dow30 (DOG) and CBOE Volatility Index (^VIX). 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.


DOG^VIXDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-2.32

Omega ratioGain probability vs. loss probability

0.85

1.11

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.85

-0.08

-0.76

Martin ratioReturn relative to average drawdown

-1.48

-0.13

-1.35

DOG vs. ^VIX - Sharpe Ratio Comparison

The current DOG Sharpe Ratio is -1.01, which is lower than the ^VIX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of DOG and ^VIX, 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

DOG vs. ^VIX - Drawdown Comparison

The maximum DOG drawdown since its inception was -92.90%, roughly equal to the maximum ^VIX drawdown of -88.70%. Use the drawdown chart below to compare losses from any high point for DOG and ^VIX.


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Drawdown Indicators


DOG^VIXDifference

Max Drawdown

Largest peak-to-trough decline

-92.90%

-88.70%

-4.20%

Max Drawdown (1Y)

Largest decline over 1 year

-15.02%

-51.59%

+36.57%

Max Drawdown (3Y)

Largest decline over 3 years

-30.86%

-74.26%

+43.40%

Max Drawdown (5Y)

Largest decline over 5 years

-35.93%

-74.26%

+38.33%

Max Drawdown (10Y)

Largest decline over 10 years

-70.07%

-85.66%

+15.59%

Current Drawdown

Current decline from peak

-92.81%

-80.66%

-12.15%

Average Drawdown

Average peak-to-trough decline

-66.59%

-64.12%

-2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.60%

33.86%

-25.26%

Volatility

DOG vs. ^VIX - Volatility Comparison

The current volatility for ProShares Short Dow30 (DOG) is 3.74%, while CBOE Volatility Index (^VIX) has a volatility of 37.09%. This indicates that DOG experiences smaller price fluctuations and is considered to be less risky than ^VIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOG^VIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

37.09%

-33.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

92.23%

-82.29%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

127.66%

-115.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

127.54%

-112.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

136.71%

-119.22%

Frequently Asked Questions


DOG and ^VIX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^VIX has higher volatility (37.09%) compared to DOG (3.74%). In terms of maximum drawdown, DOG dropped -92.90% vs ^VIX's -88.70%.

^VIX currently has the higher Sharpe Ratio (-0.03 vs -1.01), 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 DOG and ^VIX

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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