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

Correlation

The correlation between VIXY and VXX is -0.75. 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
Correlation: -0.7

Performance

VIXY vs. VXX - Performance Comparison

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

-97.50%-97.00%-96.50%-96.00%-95.50%-95.00%NovemberDecember2025FebruaryMarchApril
-96.37%
-96.23%
VIXY
VXX

Key characteristics

Sharpe Ratio

VIXY:

0.15

VXX:

0.16

Sortino Ratio

VIXY:

1.07

VXX:

1.07

Omega Ratio

VIXY:

1.13

VXX:

1.13

Calmar Ratio

VIXY:

0.14

VXX:

0.16

Martin Ratio

VIXY:

0.36

VXX:

0.40

Ulcer Index

VIXY:

39.40%

VXX:

38.07%

Daily Std Dev

VIXY:

96.57%

VXX:

94.13%

Max Drawdown

VIXY:

-100.00%

VXX:

-99.08%

Current Drawdown

VIXY:

-99.99%

VXX:

-98.51%

Returns By Period

The year-to-date returns for both stocks are quite close, with VIXY having a 44.02% return and VXX slightly lower at 43.80%.


VIXY

YTD

44.02%

1M

45.15%

6M

24.41%

1Y

20.07%

5Y*

-52.82%

10Y*

-44.46%

VXX

YTD

43.80%

1M

43.80%

6M

24.71%

1Y

21.33%

5Y*

-52.38%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VIXY vs. VXX - Expense Ratio Comparison

VIXY has a 0.85% expense ratio, which is lower than VXX's 0.89% expense ratio.


Expense ratio chart for VXX: current value is 0.89%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXX: 0.89%
Expense ratio chart for VIXY: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIXY: 0.85%

Risk-Adjusted Performance

VIXY vs. VXX — Risk-Adjusted Performance Rank

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

VIXY
The Risk-Adjusted Performance Rank of VIXY is 4848
Overall Rank
The Sharpe Ratio Rank of VIXY is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VIXY is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VIXY is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VIXY is 3636
Calmar Ratio Rank
The Martin Ratio Rank of VIXY is 3131
Martin Ratio Rank

VXX
The Risk-Adjusted Performance Rank of VXX is 4848
Overall Rank
The Sharpe Ratio Rank of VXX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of VXX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VXX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VXX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of VXX is 3232
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.

VIXY vs. VXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Short-Term Futures ETF (VIXY) 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.


The chart of Sharpe ratio for VIXY, currently valued at 0.15, compared to the broader market-1.000.001.002.003.004.00
VIXY: 0.15
VXX: 0.16
The chart of Sortino ratio for VIXY, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.00
VIXY: 1.07
VXX: 1.07
The chart of Omega ratio for VIXY, currently valued at 1.13, compared to the broader market0.501.001.502.00
VIXY: 1.13
VXX: 1.13
The chart of Calmar ratio for VIXY, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.0012.00
VIXY: 0.14
VXX: 0.16
The chart of Martin ratio for VIXY, currently valued at 0.36, compared to the broader market0.0020.0040.0060.00
VIXY: 0.36
VXX: 0.40

The current VIXY Sharpe Ratio is 0.15, which is comparable to the VXX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of VIXY and VXX, 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-0.60-0.40-0.200.000.200.400.60NovemberDecember2025FebruaryMarchApril
0.15
0.16
VIXY
VXX

Dividends

VIXY vs. VXX - Dividend Comparison

Neither VIXY nor VXX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VIXY vs. VXX - Drawdown Comparison

The maximum VIXY drawdown since its inception was -100.00%, roughly equal to the maximum VXX drawdown of -99.08%. Use the drawdown chart below to compare losses from any high point for VIXY and VXX. For additional features, visit the drawdowns tool.


-99.00%-98.80%-98.60%-98.40%-98.20%-98.00%NovemberDecember2025FebruaryMarchApril
-98.56%
-98.51%
VIXY
VXX

Volatility

VIXY vs. VXX - Volatility Comparison

ProShares VIX Short-Term Futures ETF (VIXY) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) have volatilities of 47.62% and 47.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
47.62%
47.70%
VIXY
VXX