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VXX vs. COFF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VXX vs. COFF.L - Performance Comparison

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

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VXX vs. COFF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
31.21%-42.21%-26.22%-72.52%-23.80%-72.41%11.04%-67.75%67.91%-72.64%
COFF.L
WisdomTree Coffee
-13.89%29.87%74.91%24.52%-20.98%63.12%-12.25%13.69%-27.12%-17.66%

Returns By Period

In the year-to-date period, VXX achieves a 31.21% return, which is significantly higher than COFF.L's -13.89% return. Over the past 10 years, VXX has underperformed COFF.L with an annualized return of -46.34%, while COFF.L has yielded a comparatively higher 6.53% annualized return.


VXX

1D
-2.72%
1M
18.69%
YTD
31.21%
6M
5.34%
1Y
-32.54%
3Y*
-42.18%
5Y*
-45.27%
10Y*
-46.34%

COFF.L

1D
-0.08%
1M
4.64%
YTD
-13.89%
6M
-15.23%
1Y
-12.31%
3Y*
34.44%
5Y*
27.42%
10Y*
6.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VXX vs. COFF.L - Expense Ratio Comparison

VXX has a 0.89% expense ratio, which is higher than COFF.L's 0.49% expense ratio.


Return for Risk

VXX vs. COFF.L — Risk / Return Rank

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

VXX
VXX Risk / Return Rank: 66
Overall Rank
VXX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VXX Sortino Ratio Rank: 66
Sortino Ratio Rank
VXX Omega Ratio Rank: 77
Omega Ratio Rank
VXX Calmar Ratio Rank: 55
Calmar Ratio Rank
VXX Martin Ratio Rank: 77
Martin Ratio Rank

COFF.L
COFF.L Risk / Return Rank: 66
Overall Rank
COFF.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
COFF.L Sortino Ratio Rank: 66
Sortino Ratio Rank
COFF.L Omega Ratio Rank: 77
Omega Ratio Rank
COFF.L Calmar Ratio Rank: 66
Calmar Ratio Rank
COFF.L Martin Ratio Rank: 66
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.

VXX vs. COFF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) and WisdomTree Coffee (COFF.L). 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.


VXXCOFF.LDifference

Sharpe ratio

Return per unit of total volatility

-0.44

-0.35

-0.09

Sortino ratio

Return per unit of downside risk

-0.25

-0.27

+0.02

Omega ratio

Gain probability vs. loss probability

0.97

0.97

0.00

Calmar ratio

Return relative to maximum drawdown

-0.47

-0.41

-0.05

Martin ratio

Return relative to average drawdown

-0.59

-0.77

+0.18

VXX vs. COFF.L - Sharpe Ratio Comparison

The current VXX Sharpe Ratio is -0.44, which is comparable to the COFF.L Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of VXX and COFF.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VXXCOFF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

-0.35

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

0.80

-1.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.65

0.21

-0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.75

-0.02

-0.73

Correlation

The correlation between VXX and COFF.L is -0.08. 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.


Dividends

VXX vs. COFF.L - Dividend Comparison

Neither VXX nor COFF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VXX vs. COFF.L - Drawdown Comparison

The maximum VXX drawdown since its inception was -100.00%, which is greater than COFF.L's maximum drawdown of -88.11%. Use the drawdown chart below to compare losses from any high point for VXX and COFF.L.


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Drawdown Indicators


VXXCOFF.LDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-88.11%

-11.89%

Max Drawdown (1Y)

Largest decline over 1 year

-69.85%

-30.35%

-39.50%

Max Drawdown (5Y)

Largest decline over 5 years

-96.67%

-41.94%

-54.73%

Max Drawdown (10Y)

Largest decline over 10 years

-99.87%

-64.13%

-35.74%

Current Drawdown

Current decline from peak

-100.00%

-52.50%

-47.50%

Average Drawdown

Average peak-to-trough decline

-95.03%

-58.95%

-36.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.84%

16.23%

+38.61%

Volatility

VXX vs. COFF.L - Volatility Comparison

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a higher volatility of 28.80% compared to WisdomTree Coffee (COFF.L) at 9.89%. This indicates that VXX's price experiences larger fluctuations and is considered to be riskier than COFF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VXXCOFF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.80%

9.89%

+18.91%

Volatility (6M)

Calculated over the trailing 6-month period

46.98%

23.23%

+23.75%

Volatility (1Y)

Calculated over the trailing 1-year period

74.80%

35.00%

+39.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.04%

34.84%

+34.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.15%

31.42%

+39.73%