JILL vs VXX: Correlation
Measured on weekly returns over the past three years, J. Jill, Inc. (JILL) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) carry a correlation of -0.41, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are JILL and VXX?
Across a 3-year window, the weekly returns of JILL and VXX correlate at -0.41, negative, meaning they tend to move in opposite directions. The link has tightened recently: the 1-year correlation (-0.17) runs above the 3-year figure (-0.41). Stretching to 5 years gives -0.36, with an annualized covariance of -1183.1 %².
VXX is close to the least connected end of JILL's tracked universe, ranking #13 of 14. The last year tells two different stories: JILL led by 68.5 percentage points, +18.8% for JILL 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.
JILL vs VXX: side by side
| JILL (J. Jill, Inc.) | VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) | |
|---|---|---|
| 1-year return | +18.8% | -49.7% |
| 5-year return | -1.2% | -95.6% |
| Volatility (ann.) | 47.4% | 60.9% |
| Beta vs S&P 500 | 1.17 | -3.31 |
| Max drawdown (3Y) | -71.5% | -83.3% |
| Market cap | $0.3B | – |
| P/E (trailing) | 14.5 | – |
| Dividend yield | 1.66% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | JILL | VXX |
|---|---|---|
| 2022 | +29.3% | -23.8% |
| 2023 | +4.0% | -72.5% |
| 2024 | +7.9% | -26.2% |
| 2025 | -49.3% | -42.2% |
| 2026 | +46.5% | -31.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are JILL and VXX good diversifiers for each other?
By historical standards, yes. A correlation of -0.41 means the two rarely move for the same reasons.
FAQ
What is the correlation between JILL and VXX?
The JILL/VXX correlation stands at -0.41 on a 3-year window (1 year: -0.17, 5 years: -0.36), computed from weekly returns as of 2026-08-27.
Is VXX a good diversifier for JILL?
By historical standards, yes. A correlation of -0.41 means the two rarely move for the same reasons.
What does a correlation of -0.41 mean?
A reading of -0.41 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/jill-vs-vxx.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/jill-vs-vxx/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: JILL correlations · VXX correlations
