FICO vs VXX: Correlation
Measured on weekly returns over the past three years, Fair Isaac (FICO) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) carry a correlation of -0.27, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are FICO and VXX?
On 3 years of weekly data the FICO/VXX correlation comes out at -0.27, negative, meaning they tend to move in opposite directions. The link has tightened recently: the 1-year correlation (-0.08) runs above the 3-year figure (-0.27). The 5-year figure is -0.25, and annualized covariance runs at -737.7 %².
Among the 30 assets we track against FICO, VXX sits near the bottom by co-movement, at rank #28. Their recent paths diverged sharply: over the last 12 months FICO outperformed by 31.2 percentage points (-18.5% for FICO 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.
FICO vs VXX: side by side
| FICO (Fair Isaac) | VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) | |
|---|---|---|
| 1-year return | -18.5% | -49.7% |
| 5-year return | +154.2% | -95.6% |
| Volatility (ann.) | 45.1% | 60.9% |
| Beta vs S&P 500 | 1.27 | -3.31 |
| Max drawdown (3Y) | -61.3% | -83.3% |
| Market cap | $25.0B | – |
| P/E (trailing) | 32.8 | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | Information Technology | US Listed |
Year-by-year returns
| Year | FICO | VXX |
|---|---|---|
| 2022 | +38.0% | -23.8% |
| 2023 | +94.5% | -72.5% |
| 2024 | +71.0% | -26.2% |
| 2025 | -15.1% | -42.2% |
| 2026 | -31.6% | -31.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are FICO and VXX good diversifiers for each other?
Yes. With a correlation of -0.27, FICO and VXX have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between FICO and VXX?
As of 2026-08-27, the correlation of weekly returns between FICO and VXX is -0.27 over 3 years, -0.08 over 1 year and -0.25 over 5 years.
Is VXX a good diversifier for FICO?
Yes. With a correlation of -0.27, FICO and VXX have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.27 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/fico-vs-vxx.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/fico-vs-vxx/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: FICO correlations · VXX correlations
