VXX vs. TSLA
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 TSLA (Tesla, Inc.) is a stock. Over the past 10 years, VXX returned -47.94%/yr vs 39.72%/yr for TSLA. At a correlation of -0.38, they often move in opposite directions.
Performance
VXX vs. TSLA - 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 TSLA's -9.63% return. Over the past 10 years, VXX has underperformed TSLA with an annualized return of -47.94%, while TSLA has yielded a comparatively higher 39.72% 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%
TSLA
- 1D
- 1.82%
- 1M
- -8.72%
- YTD
- -9.63%
- 6M
- -11.45%
- 1Y
- 27.36%
- 3Y*
- 16.25%
- 5Y*
- 14.86%
- 10Y*
- 39.72%
VXX vs. TSLA - 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% |
TSLA Tesla, Inc. | -9.63% | 11.36% | 62.52% | 101.72% | -65.03% | 49.76% | 743.44% | 25.70% | 6.89% | 45.70% |
Correlation
The correlation between VXX and TSLA is -0.45, 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 | -0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2010 | -0.38 |
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Return for Risk
VXX vs. TSLA — Risk / Return Rank
VXX
TSLA
VXX vs. TSLA - 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 Tesla, Inc. (TSLA). 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 | TSLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.13 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 0.92 | -1.84 |
| Martin ratioReturn relative to average drawdown | -1.29 | 2.10 | -3.39 |
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Drawdowns
VXX vs. TSLA - Drawdown Comparison
The maximum VXX drawdown since its inception was -100.00%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for VXX and TSLA.
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Drawdown Indicators
| VXX | TSLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -73.63% | -26.37% |
Max Drawdown (1Y)Largest decline over 1 year | -57.39% | -29.93% | -27.46% |
Max Drawdown (3Y)Largest decline over 3 years | -79.24% | -53.77% | -25.47% |
Max Drawdown (5Y)Largest decline over 5 years | -95.79% | -73.63% | -22.16% |
Max Drawdown (10Y)Largest decline over 10 years | -99.86% | -73.63% | -26.23% |
Current DrawdownCurrent decline from peak | -100.00% | -17.03% | -82.97% |
Average DrawdownAverage peak-to-trough decline | -95.07% | -22.72% | -72.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.90% | 13.06% | +27.84% |
Volatility
VXX vs. TSLA - Volatility Comparison
iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) and Tesla, Inc. (TSLA) have volatilities of 14.13% and 14.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VXX | TSLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.13% | 14.25% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 42.36% | 28.73% | +13.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.64% | 44.49% | +12.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.04% | 58.98% | +9.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.83% | 59.14% | +11.69% |
Dividends
VXX vs. TSLA - Dividend Comparison
Neither VXX nor TSLA has paid dividends to shareholders.
Frequently Asked Questions
VXX and TSLA have a correlation of -0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLA has higher volatility (14.25%) compared to VXX (14.13%). In terms of maximum drawdown, VXX dropped -100.00% vs TSLA's -73.63%.
TSLA currently has the higher Sharpe Ratio (0.62 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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