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^VIX vs. ANGL
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^VIX and ANGL is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

^VIX vs. ANGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBOE Volatility Index (^VIX) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
32.22%
131.16%
^VIX
ANGL

Key characteristics

Sharpe Ratio

^VIX:

0.58

ANGL:

0.98

Sortino Ratio

^VIX:

2.28

ANGL:

1.39

Omega Ratio

^VIX:

1.28

ANGL:

1.21

Calmar Ratio

^VIX:

1.17

ANGL:

1.18

Martin Ratio

^VIX:

2.18

ANGL:

5.92

Ulcer Index

^VIX:

45.88%

ANGL:

1.09%

Daily Std Dev

^VIX:

171.20%

ANGL:

6.60%

Max Drawdown

^VIX:

-88.70%

ANGL:

-35.07%

Current Drawdown

^VIX:

-67.99%

ANGL:

-2.01%

Returns By Period

In the year-to-date period, ^VIX achieves a 52.56% return, which is significantly higher than ANGL's 0.22% return. Over the past 10 years, ^VIX has outperformed ANGL with an annualized return of 7.02%, while ANGL has yielded a comparatively lower 5.68% annualized return.


^VIX

YTD

52.56%

1M

54.34%

6M

38.73%

1Y

65.75%

5Y*

-5.73%

10Y*

7.02%

ANGL

YTD

0.22%

1M

-1.88%

6M

0.60%

1Y

6.45%

5Y*

6.54%

10Y*

5.68%

*Annualized

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Risk-Adjusted Performance

^VIX vs. ANGL — Risk-Adjusted Performance Rank

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

^VIX
The Risk-Adjusted Performance Rank of ^VIX is 9090
Overall Rank
The Sharpe Ratio Rank of ^VIX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^VIX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ^VIX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of ^VIX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ^VIX is 7979
Martin Ratio Rank

ANGL
The Risk-Adjusted Performance Rank of ANGL is 8383
Overall Rank
The Sharpe Ratio Rank of ANGL is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ANGL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ANGL is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ANGL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ANGL is 8787
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.

^VIX vs. ANGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CBOE Volatility Index (^VIX) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). 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 ^VIX, currently valued at 0.58, compared to the broader market-0.500.000.501.001.50
^VIX: 0.58
ANGL: 0.72
The chart of Sortino ratio for ^VIX, currently valued at 2.28, compared to the broader market-1.000.001.002.00
^VIX: 2.28
ANGL: 1.04
The chart of Omega ratio for ^VIX, currently valued at 1.28, compared to the broader market0.901.001.101.201.30
^VIX: 1.28
ANGL: 1.16
The chart of Calmar ratio for ^VIX, currently valued at 1.17, compared to the broader market-0.500.000.501.00
^VIX: 1.17
ANGL: 0.86
The chart of Martin ratio for ^VIX, currently valued at 2.18, compared to the broader market-2.000.002.004.006.00
^VIX: 2.18
ANGL: 4.20

The current ^VIX Sharpe Ratio is 0.58, which is lower than the ANGL Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of ^VIX and ANGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.58
0.72
^VIX
ANGL

Drawdowns

^VIX vs. ANGL - Drawdown Comparison

The maximum ^VIX drawdown since its inception was -88.70%, which is greater than ANGL's maximum drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for ^VIX and ANGL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-67.99%
-2.01%
^VIX
ANGL

Volatility

^VIX vs. ANGL - Volatility Comparison

CBOE Volatility Index (^VIX) has a higher volatility of 82.11% compared to VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) at 5.02%. This indicates that ^VIX's price experiences larger fluctuations and is considered to be riskier than ANGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
82.11%
5.02%
^VIX
ANGL