EPRT vs VXX: Correlation
Essential Properties Realty Trust, Inc. (EPRT) 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 -0.30.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EPRT and VXX?
Across a 3-year window, the weekly returns of EPRT and VXX correlate at -0.30, negative, meaning they tend to move in opposite directions. The link has tightened recently: the 1-year correlation (-0.03) runs above the 3-year figure (-0.30). Stretching to 5 years gives -0.36, with an annualized covariance of -372.1 %².
VXX is close to the least connected end of EPRT's tracked universe, ranking #16 of 17. Correlation aside, the last 12 months split them widely, with EPRT ahead by 50.9 points (+1.2% versus -49.7%). Risk is not evenly split, since VXX carries 3.0 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.
EPRT vs VXX: side by side
| EPRT (Essential Properties Realty Trust, Inc.) | VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) | |
|---|---|---|
| 1-year return | +1.2% | -49.7% |
| 5-year return | +16.4% | -95.6% |
| Volatility (ann.) | 20.1% | 60.9% |
| Beta vs S&P 500 | 0.40 | -3.31 |
| Max drawdown (3Y) | -15.5% | -83.3% |
| Market cap | $6.6B | – |
| P/E (trailing) | 23.7 | – |
| Dividend yield | 4.04% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | EPRT | VXX |
|---|---|---|
| 2022 | -14.6% | -23.8% |
| 2023 | +14.2% | -72.5% |
| 2024 | +27.3% | -26.2% |
| 2025 | -1.4% | -42.2% |
| 2026 | +4.5% | -31.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EPRT and VXX good diversifiers for each other?
Yes: at -0.30, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between EPRT and VXX?
The EPRT/VXX correlation stands at -0.30 on a 3-year window (1 year: -0.03, 5 years: -0.36), computed from weekly returns as of 2026-08-27.
Is VXX a good diversifier for EPRT?
Yes: at -0.30, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.30 mean?
On the −1 to +1 scale, -0.30 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/eprt-vs-vxx.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/eprt-vs-vxx/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: EPRT correlations · VXX correlations
