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VXX vs. SQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VXX and SQ is -0.45. 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.


-0.50.00.51.0
Correlation: -0.5

Performance

VXX vs. SQ - 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 Square, Inc. (SQ). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
-95.71%
122.25%
VXX
SQ

Key characteristics

Returns By Period


VXX

YTD

63.43%

1M

54.49%

6M

41.23%

1Y

33.71%

5Y*

-51.99%

10Y*

N/A

SQ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

VXX vs. SQ — Risk-Adjusted Performance Rank

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

VXX
The Risk-Adjusted Performance Rank of VXX is 6565
Overall Rank
The Sharpe Ratio Rank of VXX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VXX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VXX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VXX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VXX is 4848
Martin Ratio Rank

SQ
The Risk-Adjusted Performance Rank of SQ is 6868
Overall Rank
The Sharpe Ratio Rank of SQ is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SQ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SQ is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VXX vs. SQ - Risk-Adjusted Performance 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 Square, Inc. (SQ). 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.


The chart of Sharpe ratio for VXX, currently valued at 0.45, compared to the broader market-1.000.001.002.003.004.005.00
VXX: 0.45
SQ: 0.31
The chart of Sortino ratio for VXX, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.0010.00
VXX: 1.50
SQ: 0.73
The chart of Omega ratio for VXX, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
VXX: 1.18
SQ: 1.10
The chart of Calmar ratio for VXX, currently valued at 0.40, compared to the broader market0.005.0010.0015.00
VXX: 0.40
SQ: 0.16
The chart of Martin ratio for VXX, currently valued at 1.02, compared to the broader market0.0020.0040.0060.0080.00
VXX: 1.02
SQ: 0.88


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.45
0.31
VXX
SQ

Dividends

VXX vs. SQ - Dividend Comparison

Neither VXX nor SQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VXX vs. SQ - Drawdown Comparison


-100.00%-90.00%-80.00%-70.00%-60.00%NovemberDecember2025FebruaryMarchApril
-98.31%
-68.24%
VXX
SQ

Volatility

VXX vs. SQ - Volatility Comparison

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) has a higher volatility of 34.93% compared to Square, Inc. (SQ) at 0.00%. This indicates that VXX's price experiences larger fluctuations and is considered to be riskier than SQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
34.93%
0
VXX
SQ