Correlated Assets

Assets that tend to move strongly with VXZ

---

  VXX  iPath Series B S&P 500 VIX Short-Term Futures (0.93)

  DUK  Duke Energy (0.76)

  AGI  Alamos Gold (0.71)

  SNY  Sanofi (0.7)

  ICE  Intercontinental Exchange (0.7)

Uncorrelated Assets

Assets with little price relationship to VXZ

---

  CXW  CoreCivic (0.0)

  TWO  Two Harbors Investment (-0.0)

  FWRD  Forward Air (-0.01)

  CAT  Caterpillar (-0.01)

  CF  CF Industries (-0.01)

Anticorrelated Assets

Assets that tend to move strongly against VXZ

---

  BEN  Franklin Resources (-0.79)

  M  Macy's (-0.8)

  IPGP  IPG Photonics (-0.8)

  CLSK  Cleanspark (-0.83)

  ICHR  Ichor (-0.85)

---