VIXM vs. D
VIXM (ProShares VIX Mid-Term Futures ETF) is Volatility fund tracking the S&P 500 VIX Mid-Term Futures Index, while D (Dominion Energy, Inc.) is a stock. Over the past 10 years, VIXM returned -11.17%/yr vs 3.29%/yr for D. At a correlation of -0.23, they often move in opposite directions.
Performance
VIXM vs. D - Performance Comparison
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Returns By Period
In the year-to-date period, VIXM achieves a 1.31% return, which is significantly lower than D's 14.05% return. Over the past 10 years, VIXM has underperformed D with an annualized return of -11.17%, while D has yielded a comparatively higher 3.29% annualized return.
VIXM
- 1D
- 0.39%
- 1M
- -2.34%
- YTD
- 1.31%
- 6M
- -2.83%
- 1Y
- -8.35%
- 3Y*
- -13.22%
- 5Y*
- -13.49%
- 10Y*
- -11.17%
D
- 1D
- -1.52%
- 1M
- 5.03%
- YTD
- 14.05%
- 6M
- 12.57%
- 1Y
- 20.57%
- 3Y*
- 14.91%
- 5Y*
- 1.34%
- 10Y*
- 3.29%
VIXM vs. D - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIXM ProShares VIX Mid-Term Futures ETF | 1.31% | 5.60% | -13.67% | -44.83% | -0.69% | -16.70% | 72.38% | -20.38% | 26.43% | -50.05% |
D Dominion Energy, Inc. | 14.05% | 13.96% | 20.43% | -19.13% | -19.12% | 8.12% | -5.35% | 21.50% | -7.59% | 9.91% |
Correlation
The correlation between VIXM and D is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2011 | -0.23 |
The correlation between VIXM and D shifts across timeframes, from -0.23 (all time) to 0.03 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VIXM vs. D — Risk / Return Rank
VIXM
D
VIXM vs. D - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Mid-Term Futures ETF (VIXM) and Dominion Energy, Inc. (D). 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.
| VIXM | D | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.20 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 2.11 | -2.67 |
| Martin ratioReturn relative to average drawdown | -0.96 | 5.75 | -6.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VIXM | D | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 1.00 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.44 | 0.06 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.34 | 0.14 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.55 | 0.49 | -1.04 |
Drawdowns
VIXM vs. D - Drawdown Comparison
The maximum VIXM drawdown since its inception was -96.23%, which is greater than D's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for VIXM and D.
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Drawdown Indicators
| VIXM | D | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.23% | -52.20% | -44.03% |
Max Drawdown (1Y)Largest decline over 1 year | -15.22% | -9.77% | -5.45% |
Max Drawdown (3Y)Largest decline over 3 years | -41.41% | -26.41% | -15.00% |
Max Drawdown (5Y)Largest decline over 5 years | -63.40% | -52.20% | -11.20% |
Max Drawdown (10Y)Largest decline over 10 years | -75.72% | -52.20% | -23.52% |
Current DrawdownCurrent decline from peak | -95.75% | -9.76% | -85.99% |
Average DrawdownAverage peak-to-trough decline | -81.52% | -9.58% | -71.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.74% | 3.62% | +5.12% |
Volatility
VIXM vs. D - Volatility Comparison
The current volatility for ProShares VIX Mid-Term Futures ETF (VIXM) is 3.19%, while Dominion Energy, Inc. (D) has a volatility of 11.08%. This indicates that VIXM experiences smaller price fluctuations and is considered to be less risky than D based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VIXM | D | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 11.08% | -7.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.91% | 16.48% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 20.73% | -1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.68% | 22.82% | +7.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.90% | 23.72% | +9.18% |
Dividends
VIXM vs. D - Dividend Comparison
VIXM has not paid dividends to shareholders, while D's dividend yield for the trailing twelve months is around 4.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D Dominion Energy, Inc. | 4.08% | 4.56% | 4.96% | 5.68% | 4.35% | 3.21% | 4.59% | 4.43% | 4.67% | 3.74% | 3.66% | 3.83% |
VIXM ProShares VIX Mid-Term Futures ETF | 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
VIXM and D have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
D has higher volatility (11.08%) compared to VIXM (3.19%). In terms of maximum drawdown, VIXM dropped -96.23% vs D's -52.20%.
D currently has the higher Sharpe Ratio (1.00 vs -0.44), 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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