(VXX) iPath Series SP500 VIX - Ratings and Ratios
Volatility, Futures, ETN, VIX
| Risk via 10d forecast | |
|---|---|
| Volatility | 95.8% |
| Value at Risk 5%th | 120% |
| Relative Tail Risk | -24.04% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.01 |
| Alpha | 6.05 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.314 |
| Beta | -3.384 |
| Beta Downside | -4.432 |
| Drawdowns 3y | |
|---|---|
| Max DD | 87.28% |
| Mean DD | 67.91% |
| Median DD | 78.07% |
Description: VXX iPath Series SP500 VIX October 26, 2025
The iPath® Series B S&P 500® VIX Short-Term Futures ETN (ticker VXX) provides investors with exposure to a basket of CBOE VIX futures contracts of specified maturities, rather than to the VIX spot index itself. It is structured as an exchange-traded note (ETN) issued in the United States and classified under the “Trading-Miscellaneous” ETF category.
Key market metrics to watch include its expense ratio of roughly 0.83 % (as of 2025), an average daily trading volume of about 30 million shares, and a typical negative roll yield of -0.5 % to -0.7 % per month caused by the VIX futures term structure often being in contango. VXX’s price tends to move inversely to the S&P 500 during periods of heightened equity market stress, and its performance is highly sensitive to macro-economic drivers such as Federal Reserve policy shifts, earnings volatility, and geopolitical events that spike implied volatility.
If you want a granular, data-driven analysis of VXX’s roll dynamics and scenario-based risk metrics, the ValueRay platform offers interactive tools that can help you dig deeper.
VXX ETF Overview
| Market Cap in USD | 896m |
| Category | Trading--Miscellaneous |
| TER | 0.89% |
| IPO / Inception | 2018-01-17 |
| Return 12m vs S&P 500 | -30.3% |
| Analyst Rating | - |
VXX Dividends
Currently no dividends paidVXX Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | -47.37% |
| CAGR/Max DD Calmar Ratio | -0.54 |
| CAGR/Mean DD Pain Ratio | -0.70 |
| Current Volume | 20115.9k |
| Average Volume | 7636.5k |
What is the price of VXX shares?
Over the past week, the price has changed by +7.95%, over one month by +10.68%, over three months by -4.97% and over the past year by -21.68%.
Is VXX a buy, sell or hold?
What are the forecasts/targets for the VXX price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 22.9 | -38.8% |
VXX Fundamental Data Overview November 21, 2025
Beta = 83.87
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 896.0m USD (896.0m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 896.0m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 896.0m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = -6.45% (negative - check inputs) (E(896.0m)/V(896.0m) * Re(-6.45%) + (debt-free company))
Discount Rate = 9.70% (= Risk Free + ERP)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for VXX ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle