TRU vs VXX: Correlation
Measured on weekly returns over the past three years, TransUnion (TRU) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) carry a correlation of -0.48, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are TRU and VXX?
On 3 years of weekly data the TRU/VXX correlation comes out at -0.48, negative, meaning they tend to move in opposite directions. The past 12 months show a tighter link (-0.24) than the 3-year average (-0.48). The 5-year figure is -0.45, and annualized covariance runs at -1217.1 %².
VXX is close to the least connected end of TRU's tracked universe, ranking #29 of 30. The last year tells two different stories: TRU led by 45.4 percentage points, -4.3% for TRU 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.
TRU vs VXX: side by side
| TRU (TransUnion) | VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) | |
|---|---|---|
| 1-year return | -4.3% | -49.7% |
| 5-year return | -27.4% | -95.6% |
| Volatility (ann.) | 41.6% | 60.9% |
| Beta vs S&P 500 | 1.71 | -3.31 |
| Max drawdown (3Y) | -47.3% | -83.3% |
| Market cap | $16.2B | – |
| P/E (trailing) | 22.3 | – |
| Dividend yield | 0.28% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | TRU | VXX |
|---|---|---|
| 2022 | -51.9% | -23.8% |
| 2023 | +21.8% | -72.5% |
| 2024 | +35.6% | -26.2% |
| 2025 | -7.0% | -42.2% |
| 2026 | -0.8% | -31.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are TRU and VXX good diversifiers for each other?
Yes. With a correlation of -0.48, TRU and VXX have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between TRU and VXX?
As of 2026-08-27, the correlation of weekly returns between TRU and VXX is -0.48 over 3 years, -0.24 over 1 year and -0.45 over 5 years.
Is VXX a good diversifier for TRU?
Yes. With a correlation of -0.48, TRU and VXX have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.48 mean?
A reading of -0.48 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/tru-vs-vxx.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/tru-vs-vxx/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: TRU correlations · VXX correlations
