ADT vs VXZ: Correlation
How closely do ADT Inc. (ADT) and iPath Series B S&P 500 VIX Mid-Term Futures ETN (VXZ) trade together? Their weekly returns over three years give a correlation of -0.45, which is negative.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ADT and VXZ?
Across a 3-year window, the weekly returns of ADT and VXZ correlate at -0.45, negative, meaning they tend to move in opposite directions. Recent behaviour matches the longer record: -0.51 over 1 year against -0.45 over 3. Stretching to 5 years gives -0.43, with an annualized covariance of -346.7 %².
VXZ is close to the least connected end of ADT's tracked universe, ranking #9 of 10. Twelve-month performance is nearly a tie, at -12.3% for ADT and -16.1% for VXZ.
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 VXZ: side by side
| ADT (ADT Inc.) | VXZ (iPath Series B S&P 500 VIX Mid-Term Futures ETN) | |
|---|---|---|
| 1-year return | -12.3% | -16.1% |
| 5-year return | +1.2% | -53.1% |
| Volatility (ann.) | 30.1% | 25.6% |
| Beta vs S&P 500 | 0.85 | -1.31 |
| Max drawdown (3Y) | -27.1% | -36.4% |
| Market cap | $5.4B | – |
| P/E (trailing) | 10.4 | – |
| Dividend yield | 2.96% | – |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | ADT | VXZ |
|---|---|---|
| 2022 | +9.8% | +0.5% |
| 2023 | -23.1% | -44.0% |
| 2024 | +4.5% | -12.7% |
| 2025 | +20.0% | +5.7% |
| 2026 | -6.0% | -10.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ADT and VXZ good diversifiers for each other?
Yes. With a correlation of -0.45, ADT and VXZ have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between ADT and VXZ?
Using weekly returns as of 2026-08-27: -0.45 over 3 years, with -0.51 over the last year and -0.43 over 5 years.
Is VXZ a good diversifier for ADT?
Yes. With a correlation of -0.45, ADT and VXZ have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.45 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-vxz.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/adt-vs-vxz/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: ADT correlations · VXZ correlations
