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VVX vs. VIXM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VVX vs. VIXM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in V2X Inc (VVX) and ProShares VIX Mid-Term Futures ETF (VIXM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VVX achieves a 52.69% return, which is significantly higher than VIXM's -1.77% return.


VVX

1D
1.57%
1M
12.60%
YTD
52.69%
6M
50.86%
1Y
82.09%
3Y*
20.33%
5Y*
10Y*

VIXM

1D
0.67%
1M
-4.64%
YTD
-1.77%
6M
0.07%
1Y
-12.74%
3Y*
-11.89%
5Y*
-13.09%
10Y*
-12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VVX vs. VIXM - Yearly Performance Comparison


2026 (YTD)2025202420232022
VVX
V2X Inc
52.69%14.05%2.99%12.47%23.51%
VIXM
ProShares VIX Mid-Term Futures ETF
-1.77%5.60%-13.67%-44.83%-12.36%

Correlation

The correlation between VVX and VIXM is -0.20, 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

-0.20

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

-0.27

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2022

-0.30

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Return for Risk

VVX vs. VIXM — Risk / Return Rank

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

VVX
VVX Risk / Return Rank: 8989
Overall Rank
VVX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VVX Sortino Ratio Rank: 8888
Sortino Ratio Rank
VVX Omega Ratio Rank: 8585
Omega Ratio Rank
VVX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VVX Martin Ratio Rank: 9090
Martin Ratio Rank

VIXM
VIXM Risk / Return Rank: 33
Overall Rank
VIXM Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VIXM Sortino Ratio Rank: 44
Sortino Ratio Rank
VIXM Omega Ratio Rank: 44
Omega Ratio Rank
VIXM Calmar Ratio Rank: 22
Calmar Ratio Rank
VIXM Martin Ratio Rank: 11
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.

VVX vs. VIXM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for V2X Inc (VVX) and ProShares VIX Mid-Term Futures ETF (VIXM). 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.


VVXVIXMDifference
Sharpe ratioReturn per unit of total volatility

+2.68

Sortino ratioReturn per unit of downside risk

+3.67

Omega ratioGain probability vs. loss probability

1.35

0.90

+0.45

Calmar ratioReturn relative to maximum drawdown

5.34

-0.82

+6.17

Martin ratioReturn relative to average drawdown

11.57

-1.55

+13.12

VVX vs. VIXM - Sharpe Ratio Comparison

The current VVX Sharpe Ratio is 2.00, which is higher than the VIXM Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of VVX and VIXM, 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

VVX vs. VIXM - Drawdown Comparison

The maximum VVX drawdown since its inception was -38.90%, smaller than the maximum VIXM drawdown of -96.23%. Use the drawdown chart below to compare losses from any high point for VVX and VIXM.


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Drawdown Indicators


VVXVIXMDifference

Max Drawdown

Largest peak-to-trough decline

-38.90%

-96.23%

+57.33%

Max Drawdown (1Y)

Largest decline over 1 year

-15.61%

-15.53%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-38.90%

-37.35%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-63.40%

Max Drawdown (10Y)

Largest decline over 10 years

-75.56%

Current Drawdown

Current decline from peak

-8.28%

-95.88%

+87.60%

Average Drawdown

Average peak-to-trough decline

-13.96%

-81.54%

+67.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.16%

8.43%

-1.27%

Volatility

VVX vs. VIXM - Volatility Comparison

V2X Inc (VVX) has a higher volatility of 11.07% compared to ProShares VIX Mid-Term Futures ETF (VIXM) at 4.20%. This indicates that VVX's price experiences larger fluctuations and is considered to be riskier than VIXM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVXVIXMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.07%

4.20%

+6.87%

Volatility (6M)

Calculated over the trailing 6-month period

28.25%

14.13%

+14.12%

Volatility (1Y)

Calculated over the trailing 1-year period

41.83%

18.70%

+23.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.05%

30.62%

+13.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.05%

32.68%

+11.37%

Dividends

VVX vs. VIXM - Dividend Comparison

Neither VVX nor VIXM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VVX and VIXM have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VVX has higher volatility (11.07%) compared to VIXM (4.20%). In terms of maximum drawdown, VVX dropped -38.90% vs VIXM's -96.23%.

VVX currently has the higher Sharpe Ratio (2.00 vs -0.68), 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 VVX and VIXM

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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