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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 -30.98% return, which is significantly lower than ^VIX's 30.37% return.


TOST

1D
1.03%
1M
5.83%
YTD
-30.98%
6M
-33.18%
1Y
-43.47%
3Y*
4.40%
5Y*
10Y*

^VIX

1D
12.79%
1M
16.71%
YTD
30.37%
6M
39.21%
1Y
-1.71%
3Y*
13.19%
5Y*
4.06%
10Y*
-2.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOST vs. ^VIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TOST
Toast, Inc.
-30.98%-2.58%99.62%1.28%-48.06%-46.81%
^VIX
CBOE Volatility Index
30.37%-13.83%39.36%-42.55%25.84%-29.31%

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

-0.42

Correlation (All Time)
Calculated using the full available price history since Sep 22, 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: 99
Overall Rank
TOST Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TOST Sortino Ratio Rank: 88
Sortino Ratio Rank
TOST Omega Ratio Rank: 99
Omega Ratio Rank
TOST Calmar Ratio Rank: 1212
Calmar Ratio Rank
TOST Martin Ratio Rank: 1212
Martin Ratio Rank

^VIX
^VIX Risk / Return Rank: 1717
Overall Rank
^VIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
^VIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
^VIX Omega Ratio Rank: 2626
Omega Ratio Rank
^VIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
^VIX Martin Ratio Rank: 1111
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.

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.


TOST^VIXDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-2.25

Omega ratioGain probability vs. loss probability

0.85

1.11

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.80

-0.03

-0.76

Martin ratioReturn relative to average drawdown

-1.30

-0.06

-1.24

TOST vs. ^VIX - Sharpe Ratio Comparison

The current TOST Sharpe Ratio is -0.95, which is lower than the ^VIX Sharpe Ratio of -0.01. 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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Drawdowns

TOST vs. ^VIX - Drawdown Comparison

The maximum TOST drawdown since its inception was -80.57%, 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

-80.57%

-88.70%

+8.13%

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

-62.44%

-76.43%

+13.99%

Average Drawdown

Average peak-to-trough decline

-58.02%

-64.07%

+6.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.55%

30.70%

+2.85%

Volatility

TOST vs. ^VIX - Volatility Comparison

The current volatility for Toast, Inc. (TOST) is 13.89%, while CBOE Volatility Index (^VIX) has a volatility of 49.16%. This indicates that TOST 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


TOST^VIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.89%

49.16%

-35.27%

Volatility (6M)

Calculated over the trailing 6-month period

36.49%

91.13%

-54.64%

Volatility (1Y)

Calculated over the trailing 1-year period

46.10%

124.01%

-77.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.12%

127.78%

-66.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.12%

136.67%

-75.55%

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.

^VIX has higher volatility (49.16%) compared to TOST (13.89%). In terms of maximum drawdown, TOST dropped -80.57% vs ^VIX's -88.70%.

^VIX currently has the higher Sharpe Ratio (-0.01 vs -0.95), 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 TOST 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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