(VXX) iPath Series SP500 VIX - Ratings and Ratios
Volatility, Futures, ETN, VIX
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 | 1,227m |
| Category | Trading--Miscellaneous |
| TER | 0.89% |
| IPO / Inception | 2018-01-17 |
VXX ETF Ratings
| Growth Rating | -77.7% |
| Fundamental | - |
| Dividend Rating | - |
| Return 12m vs S&P 500 | -47.1% |
| Analyst Rating | - |
VXX Dividends
Currently no dividends paidVXX Growth Ratios
| Growth Correlation 3m | -72.8% |
| Growth Correlation 12m | -41.4% |
| Growth Correlation 5y | -96.6% |
| CAGR 5y | -51.65% |
| CAGR/Max DD 3y (Calmar Ratio) | -0.58 |
| CAGR/Mean DD 3y (Pain Ratio) | -0.74 |
| Sharpe Ratio 12m | -1.32 |
| Alpha | |
| Beta | 83.870 |
| Volatility | 70.01% |
| Current Volume | 5920.3k |
| Average Volume 20d | 6923.6k |
| Stop Loss | 30.7 (-7.2%) |
| Signal | -0.29 |
What is the price of VXX shares?
Over the past week, the price has changed by -10.47%, over one month by -2.30%, over three months by -22.49% and over the past year by -37.36%.
Is iPath Series SP500 VIX a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of VXX is around 15.75 USD . This means that VXX is currently overvalued and has a potential downside of -52.39%.
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 | 18.9 | -42.9% |
VXX Fundamental Data Overview October 13, 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 = 1.23b USD (1.23b + (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 1.23b)
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 1.23b / 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 = 315.1% (E(1.23b)/V(1.23b) * Re(315.1%) + (debt-free company))
Discount Rate = 315.1% (= CAPM, Blume Beta Adj.) -> capped to 17.95%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for VXX ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle