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GRN vs. VXX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GRN vs. VXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iPath Series B Carbon ETN (GRN) 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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GRN vs. VXX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GRN
iPath Series B Carbon ETN
-14.32%20.33%-7.34%-2.99%-0.07%147.21%30.47%-8.41%
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
31.21%-42.21%-26.22%-72.52%-23.80%-72.41%11.04%-38.03%

Returns By Period

In the year-to-date period, GRN achieves a -14.32% return, which is significantly lower than VXX's 31.21% return.


GRN

1D
2.15%
1M
6.21%
YTD
-14.32%
6M
-3.77%
1Y
6.98%
3Y*
-6.38%
5Y*
11.84%
10Y*

VXX

1D
-2.72%
1M
18.69%
YTD
31.21%
6M
5.34%
1Y
-32.54%
3Y*
-42.18%
5Y*
-45.27%
10Y*
-46.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GRN vs. VXX - Expense Ratio Comparison

GRN has a 0.75% expense ratio, which is lower than VXX's 0.89% expense ratio.


Return for Risk

GRN vs. VXX — Risk / Return Rank

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

GRN
GRN Risk / Return Rank: 1818
Overall Rank
GRN Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GRN Sortino Ratio Rank: 1818
Sortino Ratio Rank
GRN Omega Ratio Rank: 1818
Omega Ratio Rank
GRN Calmar Ratio Rank: 1818
Calmar Ratio Rank
GRN Martin Ratio Rank: 1919
Martin Ratio Rank

VXX
VXX Risk / Return Rank: 66
Overall Rank
VXX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VXX Sortino Ratio Rank: 66
Sortino Ratio Rank
VXX Omega Ratio Rank: 77
Omega Ratio Rank
VXX Calmar Ratio Rank: 55
Calmar Ratio Rank
VXX Martin Ratio Rank: 77
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.

GRN vs. VXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Series B Carbon ETN (GRN) 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.


GRNVXXDifference

Sharpe ratio

Return per unit of total volatility

0.24

-0.44

+0.67

Sortino ratio

Return per unit of downside risk

0.52

-0.25

+0.77

Omega ratio

Gain probability vs. loss probability

1.07

0.97

+0.10

Calmar ratio

Return relative to maximum drawdown

0.32

-0.47

+0.79

Martin ratio

Return relative to average drawdown

1.02

-0.59

+1.61

GRN vs. VXX - Sharpe Ratio Comparison

The current GRN Sharpe Ratio is 0.24, which is higher than the VXX Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of GRN and VXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GRNVXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

-0.44

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

-0.66

+0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

-0.75

+1.15

Correlation

The correlation between GRN and VXX is -0.14. 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.


Dividends

GRN vs. VXX - Dividend Comparison

Neither GRN nor VXX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GRN vs. VXX - Drawdown Comparison

The maximum GRN drawdown since its inception was -47.96%, smaller than the maximum VXX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for GRN and VXX.


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Drawdown Indicators


GRNVXXDifference

Max Drawdown

Largest peak-to-trough decline

-47.96%

-100.00%

+52.04%

Max Drawdown (1Y)

Largest decline over 1 year

-30.39%

-69.85%

+39.46%

Max Drawdown (5Y)

Largest decline over 5 years

-47.96%

-96.67%

+48.71%

Max Drawdown (10Y)

Largest decline over 10 years

-99.87%

Current Drawdown

Current decline from peak

-24.75%

-100.00%

+75.25%

Average Drawdown

Average peak-to-trough decline

-17.38%

-95.03%

+77.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.53%

54.84%

-45.31%

Volatility

GRN vs. VXX - Volatility Comparison

The current volatility for iPath Series B Carbon ETN (GRN) is 12.15%, while iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a volatility of 28.80%. This indicates that GRN 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


GRNVXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.15%

28.80%

-16.65%

Volatility (6M)

Calculated over the trailing 6-month period

23.75%

46.98%

-23.23%

Volatility (1Y)

Calculated over the trailing 1-year period

29.70%

74.80%

-45.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.23%

69.04%

-28.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.32%

71.15%

-28.83%