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TWM vs. ^VIX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TWM and ^VIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

TWM vs. ^VIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Russell2000 (TWM) and CBOE Volatility Index (^VIX). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
4.35%
14.82%
TWM
^VIX

Key characteristics

Sharpe Ratio

TWM:

-0.48

^VIX:

0.17

Sortino Ratio

TWM:

-0.46

^VIX:

1.58

Omega Ratio

TWM:

0.95

^VIX:

1.19

Calmar Ratio

TWM:

-0.19

^VIX:

0.30

Martin Ratio

TWM:

-0.88

^VIX:

0.56

Ulcer Index

TWM:

21.73%

^VIX:

45.32%

Daily Std Dev

TWM:

39.75%

^VIX:

148.56%

Max Drawdown

TWM:

-99.92%

^VIX:

-88.70%

Current Drawdown

TWM:

-99.90%

^VIX:

-77.98%

Returns By Period

In the year-to-date period, TWM achieves a 3.44% return, which is significantly lower than ^VIX's 4.96% return. Over the past 10 years, TWM has underperformed ^VIX with an annualized return of -23.77%, while ^VIX has yielded a comparatively higher 2.80% annualized return.


TWM

YTD

3.44%

1M

10.32%

6M

1.52%

1Y

-18.49%

5Y*

-27.70%

10Y*

-23.77%

^VIX

YTD

4.96%

1M

20.60%

6M

14.82%

1Y

25.24%

5Y*

1.24%

10Y*

2.80%

*Annualized

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Risk-Adjusted Performance

TWM vs. ^VIX — Risk-Adjusted Performance Rank

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

TWM
The Risk-Adjusted Performance Rank of TWM is 33
Overall Rank
The Sharpe Ratio Rank of TWM is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of TWM is 33
Sortino Ratio Rank
The Omega Ratio Rank of TWM is 33
Omega Ratio Rank
The Calmar Ratio Rank of TWM is 44
Calmar Ratio Rank
The Martin Ratio Rank of TWM is 33
Martin Ratio Rank

^VIX
The Risk-Adjusted Performance Rank of ^VIX is 3636
Overall Rank
The Sharpe Ratio Rank of ^VIX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of ^VIX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ^VIX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ^VIX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of ^VIX is 2424
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.

TWM vs. ^VIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Russell2000 (TWM) 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.


Sharpe ratio
The chart of Sharpe ratio for TWM, currently valued at -0.36, compared to the broader market0.002.004.00-0.360.17
The chart of Sortino ratio for TWM, currently valued at -0.26, compared to the broader market0.005.0010.00-0.261.58
The chart of Omega ratio for TWM, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.19
The chart of Calmar ratio for TWM, currently valued at -0.14, compared to the broader market0.005.0010.0015.00-0.140.30
The chart of Martin ratio for TWM, currently valued at -0.63, compared to the broader market0.0020.0040.0060.0080.00100.00-0.630.56
TWM
^VIX

The current TWM Sharpe Ratio is -0.48, which is lower than the ^VIX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of TWM and ^VIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.36
0.17
TWM
^VIX

Drawdowns

TWM vs. ^VIX - Drawdown Comparison

The maximum TWM drawdown since its inception was -99.92%, which is greater than ^VIX's maximum drawdown of -88.70%. Use the drawdown chart below to compare losses from any high point for TWM and ^VIX. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%SeptemberOctoberNovemberDecember2025February
-99.90%
-77.98%
TWM
^VIX

Volatility

TWM vs. ^VIX - Volatility Comparison

The current volatility for ProShares UltraShort Russell2000 (TWM) is 9.23%, while CBOE Volatility Index (^VIX) has a volatility of 33.77%. This indicates that TWM 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.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
9.23%
33.77%
TWM
^VIX
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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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