DCH vs VXX: Correlation
Dauch Corporation (DCH) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) show a negative relationship: their 3-year correlation of weekly returns is -0.51.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DCH and VXX?
Over the past 3 years, DCH and VXX moved with a correlation of -0.51, which is negative, meaning they tend to move in opposite directions. Recent behaviour matches the longer record: -0.44 over 1 year against -0.51 over 3. Over 5 years the correlation is -0.49, and the annualized covariance of weekly returns is -1520.5 %².
Among the 16 assets we track against DCH, VXX sits near the bottom by co-movement, at rank #16. The last year tells two different stories: DCH led by 54.9 percentage points, +5.2% for DCH against -49.7% for VXX.
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.
DCH vs VXX: side by side
| DCH (Dauch Corporation) | VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) | |
|---|---|---|
| 1-year return | +5.2% | -49.7% |
| 5-year return | -28.5% | -95.6% |
| Volatility (ann.) | 48.5% | 60.9% |
| Beta vs S&P 500 | 1.58 | -3.31 |
| Max drawdown (3Y) | -65.3% | -83.3% |
| Market cap | $1.5B | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DCH | VXX |
|---|---|---|
| 2022 | -16.2% | -23.8% |
| 2023 | +12.7% | -72.5% |
| 2024 | -33.8% | -26.2% |
| 2025 | +9.9% | -42.2% |
| 2026 | -1.4% | -31.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DCH and VXX good diversifiers for each other?
Yes. With a correlation of -0.51, DCH and VXX have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between DCH and VXX?
The DCH/VXX correlation stands at -0.51 on a 3-year window (1 year: -0.44, 5 years: -0.49), computed from weekly returns as of 2026-08-27.
Is VXX a good diversifier for DCH?
Yes. With a correlation of -0.51, DCH and VXX have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.51 mean?
On the −1 to +1 scale, -0.51 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/dch-vs-vxx.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/dch-vs-vxx/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: DCH correlations · VXX correlations
