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SQ vs. VXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SQ and VXX is -0.46. 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.


-0.50.00.51.0-0.5

Performance

SQ vs. VXX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
36.94%
-9.51%
SQ
VXX

Key characteristics

Returns By Period


SQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VXX

YTD

-9.41%

1M

-1.47%

6M

-15.09%

1Y

-29.63%

5Y*

-46.69%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SQ vs. VXX — Risk-Adjusted Performance Rank

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

SQ
The Risk-Adjusted Performance Rank of SQ is 6868
Overall Rank
The Sharpe Ratio Rank of SQ is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SQ is 6767
Martin Ratio Rank

VXX
The Risk-Adjusted Performance Rank of VXX is 44
Overall Rank
The Sharpe Ratio Rank of VXX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of VXX is 55
Sortino Ratio Rank
The Omega Ratio Rank of VXX is 55
Omega Ratio Rank
The Calmar Ratio Rank of VXX is 33
Calmar Ratio Rank
The Martin Ratio Rank of VXX is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SQ vs. VXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Square, Inc. (SQ) 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.


Sharpe ratio
The chart of Sharpe ratio for SQ, currently valued at 0.80, compared to the broader market-2.000.002.000.80-0.35
The chart of Sortino ratio for SQ, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.006.001.43-0.08
The chart of Omega ratio for SQ, currently valued at 1.18, compared to the broader market0.501.001.502.001.180.99
The chart of Calmar ratio for SQ, currently valued at 0.46, compared to the broader market0.002.004.006.000.46-0.28
The chart of Martin ratio for SQ, currently valued at 2.07, compared to the broader market-10.000.0010.0020.0030.002.07-0.77
SQ
VXX


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.80
-0.35
SQ
VXX

Dividends

SQ vs. VXX - Dividend Comparison

Neither SQ nor VXX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SQ vs. VXX - Drawdown Comparison


-100.00%-90.00%-80.00%-70.00%-60.00%SeptemberOctoberNovemberDecember2025February
-68.24%
-99.06%
SQ
VXX

Volatility

SQ vs. VXX - Volatility Comparison

The current volatility for Square, Inc. (SQ) is 0.00%, while iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a volatility of 10.83%. This indicates that SQ 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.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February0
10.83%
SQ
VXX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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