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TOST vs. ^VIX
Performance
Return for Risk
Drawdowns
Volatility

Performance

TOST vs. ^VIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toast, Inc. (TOST) 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, TOST achieves a -25.80% return, which is significantly lower than ^VIX's 5.48% return.


TOST

1D
-5.01%
1M
-9.48%
YTD
-25.80%
6M
-22.11%
1Y
-38.71%
3Y*
7.74%
5Y*
10Y*

^VIX

1D
-1.74%
1M
-7.18%
YTD
5.48%
6M
-4.94%
1Y
-14.11%
3Y*
2.60%
5Y*
-2.65%
10Y*
1.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOST vs. ^VIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TOST
Toast, Inc.
-25.80%-2.58%99.62%1.28%-48.06%-44.47%
^VIX
CBOE Volatility Index
5.48%-13.83%39.36%-42.55%25.84%-17.49%

Correlation

The correlation between TOST and ^VIX is -0.29, 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

-0.29

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

-0.41

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2021

-0.44

The correlation between TOST and ^VIX shifts across timeframes, from -0.44 (all time) to -0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TOST vs. ^VIX — Risk / Return Rank

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

TOST
TOST Risk / Return Rank: 1111
Overall Rank
TOST Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TOST Sortino Ratio Rank: 1010
Sortino Ratio Rank
TOST Omega Ratio Rank: 1010
Omega Ratio Rank
TOST Calmar Ratio Rank: 1515
Calmar Ratio Rank
TOST Martin Ratio Rank: 1414
Martin Ratio Rank

^VIX
^VIX Risk / Return Rank: 1212
Overall Rank
^VIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
^VIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
^VIX Omega Ratio Rank: 2424
Omega Ratio Rank
^VIX Calmar Ratio Rank: 22
Calmar Ratio Rank
^VIX 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.

TOST vs. ^VIX - Risk-Adjusted Trends Comparison

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


TOST^VIXDifference

Sharpe ratio

Return per unit of total volatility

-0.85

-0.12

-0.73

Sortino ratio

Return per unit of downside risk

-1.09

0.66

-1.74

Omega ratio

Gain probability vs. loss probability

0.87

1.08

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.69

-0.48

-0.21

Martin ratio

Return relative to average drawdown

-1.19

-0.76

-0.43

TOST vs. ^VIX - Sharpe Ratio Comparison

The current TOST Sharpe Ratio is -0.85, which is lower than the ^VIX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of TOST 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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Sharpe Ratios by Period


TOST^VIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

-0.12

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

-0.00

-0.27

Drawdowns

TOST vs. ^VIX - Drawdown Comparison

The maximum TOST drawdown since its inception was -80.56%, smaller than the maximum ^VIX drawdown of -88.70%. Use the drawdown chart below to compare losses from any high point for TOST and ^VIX.


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Drawdown Indicators


TOST^VIXDifference

Max Drawdown

Largest peak-to-trough decline

-80.56%

-88.70%

+8.14%

Max Drawdown (1Y)

Largest decline over 1 year

-54.71%

-50.66%

-4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-54.71%

-74.26%

+19.55%

Max Drawdown (5Y)

Largest decline over 5 years

-74.26%

Max Drawdown (10Y)

Largest decline over 10 years

-85.66%

Current Drawdown

Current decline from peak

-59.60%

-80.93%

+21.33%

Average Drawdown

Average peak-to-trough decline

-57.91%

-64.10%

+6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.43%

31.73%

-0.30%

Volatility

TOST vs. ^VIX - Volatility Comparison

Toast, Inc. (TOST) has a higher volatility of 21.81% compared to CBOE Volatility Index (^VIX) at 15.70%. This indicates that TOST's price experiences larger fluctuations and is considered to be riskier 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


TOST^VIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.81%

15.70%

+6.11%

Volatility (6M)

Calculated over the trailing 6-month period

36.36%

78.84%

-42.48%

Volatility (1Y)

Calculated over the trailing 1-year period

45.83%

112.67%

-66.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.36%

123.93%

-62.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.36%

135.84%

-74.48%

Frequently Asked Questions


TOST and ^VIX have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TOST has higher volatility (21.81%) compared to ^VIX (15.70%). In terms of maximum drawdown, TOST dropped -80.56% vs ^VIX's -88.70%.

^VIX currently has the higher Sharpe Ratio (-0.12 vs -0.85), 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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