DDD vs VXX: Correlation
How closely do 3D Systems Corporation (DDD) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) trade together? Their weekly returns over three years give a correlation of -0.28, which is negative.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DDD and VXX?
Across a 3-year window, the weekly returns of DDD and VXX correlate at -0.28, negative, meaning they tend to move in opposite directions. Little has changed lately, as the 1-year reading of -0.29 lands near the 3-year figure. Stretching to 5 years gives -0.32, with an annualized covariance of -1496.2 %².
VXX is close to the least connected end of DDD's tracked universe, ranking #11 of 12. Correlation aside, the last 12 months split them widely, with DDD ahead by 83.7 points (+34.0% versus -49.7%).
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.
DDD vs VXX: side by side
| DDD (3D Systems Corporation) | VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) | |
|---|---|---|
| 1-year return | +34.0% | -49.7% |
| 5-year return | -88.6% | -95.6% |
| Volatility (ann.) | 88.0% | 60.9% |
| Beta vs S&P 500 | 2.29 | -3.31 |
| Max drawdown (3Y) | -79.8% | -83.3% |
| Market cap | $0.6B | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DDD | VXX |
|---|---|---|
| 2022 | -65.6% | -23.8% |
| 2023 | -14.2% | -72.5% |
| 2024 | -48.3% | -26.2% |
| 2025 | -46.0% | -42.2% |
| 2026 | +93.8% | -31.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DDD and VXX good diversifiers for each other?
Yes. With a correlation of -0.28, DDD and VXX have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between DDD and VXX?
As of 2026-08-27, the correlation of weekly returns between DDD and VXX is -0.28 over 3 years, -0.29 over 1 year and -0.32 over 5 years.
Is VXX a good diversifier for DDD?
Yes. With a correlation of -0.28, DDD and VXX have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.28 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/ddd-vs-vxx.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/ddd-vs-vxx/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: DDD correlations · VXX correlations
