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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 52.56% return, which is significantly higher than VIXM's 0.92% return.


VVX

1D
-0.54%
1M
22.85%
YTD
52.56%
6M
51.25%
1Y
90.17%
3Y*
24.60%
5Y*
10Y*

VIXM

1D
-0.58%
1M
-1.91%
YTD
0.92%
6M
-3.39%
1Y
-9.09%
3Y*
-13.33%
5Y*
-14.02%
10Y*
-11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VVX vs. VIXM - Yearly Performance Comparison


2026 (YTD)2025202420232022
VVX
V2X Inc
52.56%14.05%2.99%12.47%31.00%
VIXM
ProShares VIX Mid-Term Futures ETF
0.92%5.60%-13.67%-44.83%-11.77%

Correlation

The correlation between VVX and VIXM is -0.24, 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

-0.24

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

-0.27

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2022

-0.31

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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: 8686
Omega Ratio Rank
VVX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VVX Martin Ratio Rank: 8989
Martin Ratio Rank

VIXM
VIXM Risk / Return Rank: 44
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: 33
Calmar Ratio Rank
VIXM Martin Ratio Rank: 33
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.


VVXVIXMDifference

Sharpe ratio

Return per unit of total volatility

2.24

-0.48

+2.72

Sortino ratio

Return per unit of downside risk

3.09

-0.55

+3.64

Omega ratio

Gain probability vs. loss probability

1.38

0.93

+0.45

Calmar ratio

Return relative to maximum drawdown

5.33

-0.63

+5.95

Martin ratio

Return relative to average drawdown

11.70

-1.10

+12.80

VVX vs. VIXM - Sharpe Ratio Comparison

The current VVX Sharpe Ratio is 2.24, which is higher than the VIXM Sharpe Ratio of -0.48. 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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Sharpe Ratios by Period


VVXVIXMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

-0.48

+2.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

-0.55

+1.20

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%

-15.22%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-38.90%

-41.95%

+3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-63.40%

Max Drawdown (10Y)

Largest decline over 10 years

-75.72%

Current Drawdown

Current decline from peak

-0.54%

-95.77%

+95.23%

Average Drawdown

Average peak-to-trough decline

-14.07%

-81.51%

+67.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.11%

8.71%

-1.60%

Volatility

VVX vs. VIXM - Volatility Comparison

V2X Inc (VVX) has a higher volatility of 16.16% compared to ProShares VIX Mid-Term Futures ETF (VIXM) at 3.29%. 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

16.16%

3.29%

+12.87%

Volatility (6M)

Calculated over the trailing 6-month period

27.82%

13.90%

+13.92%

Volatility (1Y)

Calculated over the trailing 1-year period

41.16%

18.98%

+22.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.05%

30.68%

+13.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.05%

32.90%

+11.15%

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 -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VVX has higher volatility (16.16%) compared to VIXM (3.29%). In terms of maximum drawdown, VVX dropped -38.90% vs VIXM's -96.23%.

VVX currently has the higher Sharpe Ratio (2.24 vs -0.48), 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

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