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VXX vs. SBERP.ME
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VXX vs. SBERP.ME - 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 Sberbank of Russia (SBERP.ME). The values are adjusted to include any dividend payments, if applicable.

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VXX vs. SBERP.ME - 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%
SBERP.ME
Sberbank of Russia
4.57%49.18%-17.09%80.22%-48.85%22.87%-2.91%68.55%-22.44%63.05%
Different Trading Currencies

VXX is traded in USD, while SBERP.ME is traded in RUB. To make them comparable, the SBERP.ME values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VXX achieves a 31.21% return, which is significantly higher than SBERP.ME's 4.57% return. Over the past 10 years, VXX has underperformed SBERP.ME with an annualized return of -46.34%, while SBERP.ME has yielded a comparatively higher 19.04% 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%

SBERP.ME

1D
2.06%
1M
-2.58%
YTD
4.57%
6M
13.78%
1Y
9.07%
3Y*
17.23%
5Y*
6.03%
10Y*
19.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VXX vs. SBERP.ME — 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

SBERP.ME
SBERP.ME Risk / Return Rank: 4444
Overall Rank
SBERP.ME Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SBERP.ME Sortino Ratio Rank: 3838
Sortino Ratio Rank
SBERP.ME Omega Ratio Rank: 3838
Omega Ratio Rank
SBERP.ME Calmar Ratio Rank: 4949
Calmar Ratio Rank
SBERP.ME Martin Ratio Rank: 4949
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. SBERP.ME - 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 Sberbank of Russia (SBERP.ME). 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.


VXXSBERP.MEDifference

Sharpe ratio

Return per unit of total volatility

-0.44

0.34

-0.78

Sortino ratio

Return per unit of downside risk

-0.25

0.67

-0.92

Omega ratio

Gain probability vs. loss probability

0.97

1.09

-0.12

Calmar ratio

Return relative to maximum drawdown

-0.47

0.52

-0.98

Martin ratio

Return relative to average drawdown

-0.59

1.04

-1.64

VXX vs. SBERP.ME - Sharpe Ratio Comparison

The current VXX Sharpe Ratio is -0.44, which is lower than the SBERP.ME Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of VXX and SBERP.ME, 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


VXXSBERP.MEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.44

0.34

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.66

0.11

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.65

0.41

-1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.75

0.10

-0.85

Correlation

The correlation between VXX and SBERP.ME is -0.27. 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. SBERP.ME - Dividend Comparison

Neither VXX nor SBERP.ME has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBERP.ME
Sberbank of Russia
0.00%0.00%0.00%9.17%0.00%6.72%7.77%7.01%7.22%3.17%1.52%0.59%

Drawdowns

VXX vs. SBERP.ME - Drawdown Comparison

The maximum VXX drawdown since its inception was -100.00%, which is greater than SBERP.ME's maximum drawdown of -93.56%. Use the drawdown chart below to compare losses from any high point for VXX and SBERP.ME.


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Drawdown Indicators


VXXSBERP.MEDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-91.05%

-8.95%

Max Drawdown (1Y)

Largest decline over 1 year

-69.85%

-13.46%

-56.39%

Max Drawdown (5Y)

Largest decline over 5 years

-96.67%

-71.72%

-24.95%

Max Drawdown (10Y)

Largest decline over 10 years

-99.87%

-71.72%

-28.15%

Current Drawdown

Current decline from peak

-100.00%

-3.89%

-96.11%

Average Drawdown

Average peak-to-trough decline

-95.03%

-20.30%

-74.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

54.84%

6.05%

+48.79%

Volatility

VXX vs. SBERP.ME - Volatility Comparison

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a higher volatility of 28.80% compared to Sberbank of Russia (SBERP.ME) at 6.85%. This indicates that VXX's price experiences larger fluctuations and is considered to be riskier than SBERP.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VXXSBERP.MEDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.80%

6.85%

+21.95%

Volatility (6M)

Calculated over the trailing 6-month period

46.98%

15.26%

+31.72%

Volatility (1Y)

Calculated over the trailing 1-year period

74.80%

26.38%

+48.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.04%

55.39%

+13.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.15%

46.30%

+24.85%