RCBC vs VXX: Correlation
River City Bank (RCBC) 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 -0.21.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are RCBC and VXX?
On 3 years of weekly data the RCBC/VXX correlation comes out at -0.21, negative, meaning they tend to move in opposite directions. Recent behaviour matches the longer record: -0.16 over 1 year against -0.21 over 3. The 5-year figure is -0.14, and annualized covariance runs at -279.0 %².
Among the 10 assets we track against RCBC, VXX sits near the bottom by co-movement, at rank #9. Correlation aside, the last 12 months split them widely, with RCBC ahead by 86.0 points (+36.3% versus -49.7%). One caveat on sizing: VXX is 2.8 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
RCBC vs VXX: side by side
| RCBC (River City Bank) | VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) | |
|---|---|---|
| 1-year return | +36.3% | -49.7% |
| 5-year return | +90.8% | -95.6% |
| Volatility (ann.) | 21.4% | 60.9% |
| Beta vs S&P 500 | 0.25 | -3.31 |
| Max drawdown (3Y) | -13.4% | -83.3% |
| Market cap | $0.7B | – |
| P/E (trailing) | 10.6 | – |
| Dividend yield | 0.38% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | RCBC | VXX |
|---|---|---|
| 2022 | -11.3% | -23.8% |
| 2023 | -5.5% | -72.5% |
| 2024 | +38.4% | -26.2% |
| 2025 | +42.2% | -42.2% |
| 2026 | +13.9% | -31.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are RCBC and VXX good diversifiers for each other?
By historical standards, yes. A correlation of -0.21 means the two rarely move for the same reasons.
FAQ
What is the correlation between RCBC and VXX?
The RCBC/VXX correlation stands at -0.21 on a 3-year window (1 year: -0.16, 5 years: -0.14), computed from weekly returns as of 2026-08-27.
Is VXX a good diversifier for RCBC?
By historical standards, yes. A correlation of -0.21 means the two rarely move for the same reasons.
What does a correlation of -0.21 mean?
A reading of -0.21 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/rcbc-vs-vxx.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/rcbc-vs-vxx/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: RCBC correlations · VXX correlations
