NVDA vs. VXX
NVDA (NVIDIA Corporation) is a stock, while VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) is Volatility fund tracking the S&P 500 VIX Short-Term Futures Index Total Return. Over the past 10 years, NVDA returned 65.55%/yr vs -46.65%/yr for VXX. At a correlation of -0.50, they often move in opposite directions.
Performance
NVDA vs. VXX - Performance Comparison
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Returns By Period
In the year-to-date period, NVDA achieves a 11.28% return, which is significantly higher than VXX's -19.27% return. Over the past 10 years, NVDA has outperformed VXX with an annualized return of 65.55%, while VXX has yielded a comparatively lower -46.65% annualized return.
NVDA
- 1D
- 1.97%
- 1M
- -1.61%
- 6M
- 16.55%
- YTD
- 11.28%
- 1Y
- 21.11%
- 3Y*
- 67.36%
- 5Y*
- 60.40%
- 10Y*
- 65.55%
- ALL TIME*
- 36.48%
VXX
- 1D
- -3.39%
- 1M
- -6.27%
- 6M
- -27.26%
- YTD
- -19.27%
- 1Y
- -52.36%
- 3Y*
- -39.14%
- 5Y*
- -46.50%
- 10Y*
- -46.65%
- ALL TIME*
- -51.48%
NVDA vs. VXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 11.28% | 38.92% | 171.25% | 239.02% | -50.26% | 125.48% | 122.30% | 76.94% | -30.82% | 81.99% |
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | -19.27% | -42.21% | -26.22% | -72.52% | -23.80% | -72.41% | 11.04% | -67.75% | 67.91% | -72.64% |
Correlation
The correlation between NVDA and VXX is -0.44, 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 | -0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2009 | -0.50 |
The correlation between NVDA and VXX has been stable across timeframes, ranging from -0.51 to -0.44 - a consistent structural relationship.
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Return for Risk
NVDA vs. VXX — Risk / Return Rank
NVDA
VXX
NVDA vs. VXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) 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.
| NVDA | VXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.84 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | -0.96 | +2.01 |
| Martin ratioReturn relative to average drawdown | 2.22 | -1.52 | +3.74 |
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Drawdowns
NVDA vs. VXX - Drawdown Comparison
The maximum NVDA drawdown since its inception was -89.72%, smaller than the maximum VXX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for NVDA and VXX.
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Drawdown Indicators
| NVDA | VXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.72% | -100.00% | +10.28% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -54.59% | +34.38% |
Max Drawdown (3Y)Largest decline over 3 years | -36.88% | -80.75% | +43.87% |
Max Drawdown (5Y)Largest decline over 5 years | -66.34% | -95.85% | +29.51% |
Max Drawdown (10Y)Largest decline over 10 years | -66.34% | -99.82% | +33.48% |
Current DrawdownCurrent decline from peak | -11.97% | -100.00% | +88.03% |
Average DrawdownAverage peak-to-trough decline | -36.10% | -95.10% | +59.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.53% | 34.50% | -24.97% |
Volatility
NVDA vs. VXX - Volatility Comparison
The current volatility for NVIDIA Corporation (NVDA) is 10.72%, while iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a volatility of 12.47%. This indicates that NVDA 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
| NVDA | VXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.72% | 12.47% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 27.80% | 44.07% | -16.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.86% | 56.60% | -20.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.78% | 67.53% | -15.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.92% | 70.33% | -20.41% |
Dividends
NVDA vs. VXX - Dividend Comparison
NVDA's dividend yield for the trailing twelve months is around 0.14%, while VXX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.14% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
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
NVDA and VXX have a correlation of -0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXX has higher volatility (12.47%) compared to NVDA (10.72%). In terms of maximum drawdown, NVDA dropped -89.72% vs VXX's -100.00%.
NVDA currently has the higher Sharpe Ratio (0.59 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.
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