VXX vs. META
VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) is Volatility fund tracking the S&P 500 VIX Short-Term Futures Index Total Return, while META (Meta Platforms, Inc.) is a stock. Over the past 10 years, VXX returned -47.94%/yr vs 17.39%/yr for META. At a correlation of -0.45, they often move in opposite directions.
Performance
VXX vs. META - Performance Comparison
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Returns By Period
In the year-to-date period, VXX achieves a -8.58% return, which is significantly higher than META's -14.03% return. Over the past 10 years, VXX has underperformed META with an annualized return of -47.94%, while META has yielded a comparatively higher 17.39% annualized return.
VXX
- 1D
- -4.42%
- 1M
- -14.70%
- YTD
- -8.58%
- 6M
- -18.05%
- 1Y
- -52.70%
- 3Y*
- -40.29%
- 5Y*
- -45.28%
- 10Y*
- -47.94%
META
- 1D
- -0.26%
- 1M
- -8.05%
- YTD
- -14.03%
- 6M
- -11.84%
- 1Y
- -17.97%
- 3Y*
- 28.18%
- 5Y*
- 11.52%
- 10Y*
- 17.39%
VXX vs. META - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | -8.58% | -42.21% | -26.22% | -72.52% | -23.80% | -72.41% | 11.04% | -67.75% | 67.91% | -72.64% |
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
Correlation
The correlation between VXX and META is -0.51, 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 | -0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.48 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | -0.45 |
The correlation between VXX and META has been stable across timeframes, ranging from -0.51 to -0.45 - a consistent structural relationship.
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Return for Risk
VXX vs. META — Risk / Return Rank
VXX
META
VXX vs. META - 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 Meta Platforms, Inc. (META). 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.
| VXX | META | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.93 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.54 | -0.38 |
| Martin ratioReturn relative to average drawdown | -1.29 | -1.12 | -0.17 |
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Drawdowns
VXX vs. META - Drawdown Comparison
The maximum VXX drawdown since its inception was -100.00%, which is greater than META's maximum drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for VXX and META.
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Drawdown Indicators
| VXX | META | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -76.74% | -23.26% |
Max Drawdown (1Y)Largest decline over 1 year | -57.39% | -33.30% | -24.09% |
Max Drawdown (3Y)Largest decline over 3 years | -79.24% | -34.15% | -45.09% |
Max Drawdown (5Y)Largest decline over 5 years | -95.79% | -76.74% | -19.05% |
Max Drawdown (10Y)Largest decline over 10 years | -99.86% | -76.74% | -23.12% |
Current DrawdownCurrent decline from peak | -100.00% | -28.06% | -71.94% |
Average DrawdownAverage peak-to-trough decline | -95.07% | -15.83% | -79.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.90% | 16.06% | +24.84% |
Volatility
VXX vs. META - Volatility Comparison
iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a higher volatility of 14.13% compared to Meta Platforms, Inc. (META) at 10.17%. This indicates that VXX's price experiences larger fluctuations and is considered to be riskier than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VXX | META | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.13% | 10.17% | +3.96% |
Volatility (6M)Calculated over the trailing 6-month period | 42.36% | 26.91% | +15.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.64% | 35.52% | +21.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.04% | 44.04% | +24.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.83% | 38.67% | +32.16% |
Dividends
VXX vs. META - Dividend Comparison
VXX has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.37%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% |
VXX iPath Series B S&P 500 VIX Short-Term Futures ETN | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VXX and META have a correlation of -0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXX has higher volatility (14.13%) compared to META (10.17%). In terms of maximum drawdown, VXX dropped -100.00% vs META's -76.74%.
META currently has the higher Sharpe Ratio (-0.51 vs -0.93), 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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