vxx_yearly

Name: vxx_yearly
Creator: Strasmore
Published: 2026-09-22
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-22, from what-is-vxx-etn.

as of 2026-09-22 ranking 8×3read in context →

vxx_yearly — 8 rows by 3 columns, computed 2026-09-22 from US exchange, SIP and OPRA data.
year	change_pct	sessions
2019	-66.8	188
2020	15.7	253
2021	-93.7	252
2022	-21.1	251
2023	-93.1	250
2024	-81.6	252
2025	-43.5	250
2026	-32.9	181

Rows × columns: 8 × 3
Computed: 2026-09-22
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for vxx_yearly, derived from the stored result.
Column	Type	Range	Notes
`year`	text	8 distinct values (2019, 2020, 2021…)
`change_pct`	number	-93.7 to 15.7	percent
`sessions`	number	181 to 253

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-09-22, and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH splits AS
(
    SELECT
        groupArray(execution_date) AS split_dates,
        groupArray(price_factor)   AS price_factors
    FROM
    (
        SELECT
            execution_date,
            toFloat64(any(split_from)) / toFloat64(any(split_to)) AS price_factor
        FROM global_markets.stocks_splits
        WHERE ticker = 'VXX'
        GROUP BY execution_date
    )
),
daily AS
(
    SELECT
        a.date AS date,
        toFloat64(a.close) * arrayProduct(arrayMap((d, f) -> if(d > a.date, f, 1.0), s.split_dates, s.price_factors)) AS adj_close
    FROM global_markets.stocks_daily_aggs AS a
    CROSS JOIN splits AS s
    WHERE a.ticker = 'VXX'
      AND a.date >= toDate('2019-01-01')
)
SELECT
    toString(toYear(date))                                                  AS year,
    round(100 * (argMax(adj_close, date) / argMin(adj_close, date) - 1), 1) AS change_pct,
    count()                                                                 AS sessions
FROM daily
GROUP BY year
ORDER BY year

SQL to run

WITH splits AS
(
    SELECT
        groupArray(execution_date) AS split_dates,
        groupArray(price_factor)   AS price_factors
    FROM
    (
        SELECT
            execution_date,
            toFloat64(any(split_from)) / toFloat64(any(split_to)) AS price_factor
        FROM global_markets.stocks_splits
        WHERE ticker = 'VXX'
        GROUP BY execution_date
    )
),
daily AS
(
    SELECT
        a.date AS date,
        toFloat64(a.close) * arrayProduct(arrayMap((d, f) -> if(d > a.date, f, 1.0), s.split_dates, s.price_factors)) AS adj_close
    FROM global_markets.stocks_daily_aggs AS a
    CROSS JOIN splits AS s
    WHERE a.ticker = 'VXX'
      AND a.date >= toDate('2019-01-01')
)
SELECT
    toString(toYear(date))                                                  AS year,
    round(100 * (argMax(adj_close, date) / argMin(adj_close, date) - 1), 1) AS change_pct,
    count()                                                                 AS sessions
FROM daily
GROUP BY year
ORDER BY year

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