CRIS vs VXX: Correlation
Measured on weekly returns over the past three years, Curis, Inc. (CRIS) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) carry a correlation of -0.31, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CRIS and VXX?
Across a 3-year window, the weekly returns of CRIS and VXX correlate at -0.31, negative, meaning they tend to move in opposite directions. Recent behaviour matches the longer record: -0.24 over 1 year against -0.31 over 3. Stretching to 5 years gives -0.28, with an annualized covariance of -1961.4 %².
Out of 15 assets tracked against CRIS, VXX lands near the bottom at #15. The last year tells two different stories: VXX led by 45.7 percentage points, -95.4% for CRIS against -49.7% for VXX. Risk is not evenly split, since CRIS carries 1.7 times the volatility of the other side.
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.
CRIS vs VXX: side by side
| CRIS (Curis, Inc.) | VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) | |
|---|---|---|
| 1-year return | -95.4% | -49.7% |
| 5-year return | -100.0% | -95.6% |
| Volatility (ann.) | 104.6% | 60.9% |
| Beta vs S&P 500 | 2.80 | -3.31 |
| Max drawdown (3Y) | -99.6% | -83.3% |
| Market cap | – | – |
| P/E (trailing) | 0.4 | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | CRIS | VXX |
|---|---|---|
| 2022 | -88.4% | -23.8% |
| 2023 | +15.9% | -72.5% |
| 2024 | -76.0% | -26.2% |
| 2025 | -67.6% | -42.2% |
| 2026 | -92.4% | -31.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CRIS and VXX good diversifiers for each other?
By historical standards, yes. A correlation of -0.31 means the two rarely move for the same reasons.
FAQ
What is the correlation between CRIS and VXX?
As of 2026-08-27, the correlation of weekly returns between CRIS and VXX is -0.31 over 3 years, -0.24 over 1 year and -0.28 over 5 years.
Is VXX a good diversifier for CRIS?
By historical standards, yes. A correlation of -0.31 means the two rarely move for the same reasons.
What does a correlation of -0.31 mean?
On the −1 to +1 scale, -0.31 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/cris-vs-vxx.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/cris-vs-vxx/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: CRIS correlations · VXX correlations
