ADT vs VXX: Correlation
Measured on weekly returns over the past three years, ADT Inc. (ADT) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) carry a correlation of -0.47, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ADT and VXX?
Across a 3-year window, the weekly returns of ADT and VXX correlate at -0.47, negative, meaning they tend to move in opposite directions. The link has loosened recently: the 1-year correlation (-0.59) runs below the 3-year figure (-0.47). Stretching to 5 years gives -0.42, with an annualized covariance of -860.6 %².
Out of 10 assets tracked against ADT, VXX lands near the bottom at #10. The last year tells two different stories: ADT led by 37.4 percentage points, -12.3% for ADT against -49.7% for VXX. Note the risk asymmetry: VXX runs 2.0 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
ADT vs VXX: side by side
| ADT (ADT Inc.) | VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) | |
|---|---|---|
| 1-year return | -12.3% | -49.7% |
| 5-year return | +1.2% | -95.6% |
| Volatility (ann.) | 30.1% | 60.9% |
| Beta vs S&P 500 | 0.85 | -3.31 |
| Max drawdown (3Y) | -27.1% | -83.3% |
| Market cap | $5.4B | – |
| P/E (trailing) | 10.4 | – |
| Dividend yield | 2.96% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | ADT | VXX |
|---|---|---|
| 2022 | +9.8% | -23.8% |
| 2023 | -23.1% | -72.5% |
| 2024 | +4.5% | -26.2% |
| 2025 | +20.0% | -42.2% |
| 2026 | -6.0% | -31.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ADT and VXX good diversifiers for each other?
Yes. With a correlation of -0.47, ADT and VXX have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between ADT and VXX?
Using weekly returns as of 2026-08-27: -0.47 over 3 years, with -0.59 over the last year and -0.42 over 5 years.
Is VXX a good diversifier for ADT?
Yes. With a correlation of -0.47, ADT and VXX have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.47 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/adt-vs-vxx.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/adt-vs-vxx/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: ADT correlations · VXX correlations
