TTWO vs VXX: Correlation
Measured on weekly returns over the past three years, Take-Two Interactive (TTWO) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) carry a correlation of -0.36, a negative link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are TTWO and VXX?
Across a 3-year window, the weekly returns of TTWO and VXX correlate at -0.36, negative, meaning they tend to move in opposite directions. Little has changed lately, as the 1-year reading of -0.31 lands near the 3-year figure. Stretching to 5 years gives -0.30, with an annualized covariance of -606.1 %².
VXX is close to the least connected end of TTWO's tracked universe, ranking #32 of 33. Correlation aside, the last 12 months split them widely, with TTWO ahead by 50.1 points (+0.4% versus -49.7%). Risk is not evenly split, since VXX carries 2.2 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.
TTWO vs VXX: side by side
| TTWO (Take-Two Interactive) | VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) | |
|---|---|---|
| 1-year return | +0.4% | -49.7% |
| 5-year return | +47.3% | -95.6% |
| Volatility (ann.) | 27.3% | 60.9% |
| Beta vs S&P 500 | 0.85 | -3.31 |
| Max drawdown (3Y) | -27.7% | -83.3% |
| Market cap | $43.6B | – |
| P/E (trailing) | – | – |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | Communication Services | US Listed |
Year-by-year returns
| Year | TTWO | VXX |
|---|---|---|
| 2022 | -41.4% | -23.8% |
| 2023 | +54.6% | -72.5% |
| 2024 | +14.4% | -26.2% |
| 2025 | +39.1% | -42.2% |
| 2026 | -9.0% | -31.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are TTWO and VXX good diversifiers for each other?
Yes. With a correlation of -0.36, TTWO and VXX have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between TTWO and VXX?
Using weekly returns as of 2026-08-27: -0.36 over 3 years, with -0.31 over the last year and -0.30 over 5 years.
Is VXX a good diversifier for TTWO?
Yes. With a correlation of -0.36, TTWO and VXX have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.36 mean?
On the −1 to +1 scale, -0.36 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/ttwo-vs-vxx.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/ttwo-vs-vxx/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: TTWO correlations · VXX correlations
