XPeng Inc. (XPEV) Sharpe Ratio: -0.53

XPEV's Sharpe Ratio of -0.53 indicates that for each unit of volatility, it generates -0.53 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 20, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

XPEV Sharpe Ratio Rank

Concerning

XPEV ranks above 18.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

XPEV Sharpe Ratio Market Positioning

The chart shows XPEV's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): -0.39 or lower
Yellow zone (middle 50%): -0.39 to 1.12
Green zone (top 25%): 1.12 or higher
Top 1%: 5.58+
Median: 0.21 — half of all investments score higher

How it compares to other similar stocks

The table compares XPeng Inc.'s Sharpe Ratio with other stocks in the Auto Manufacturers industry across multiple time periods, showing how XPEV's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Jun 20, 2026.

Symbol	Name	1Y Sharpe Ratio
GM	General Motors Company	1.90
BLBD	Blue Bird Corporation	1.80
DNFGY	Dongfeng Motor Group Co Ltd	1.65
F	Ford Motor Company	1.11
NIO	NIO Inc.	0.75
DRPRY	Dr. Ing. h.c. F. Porsche AG	0.56
TSLA	Tesla, Inc.	0.55
MZDAY	Mazda Motor Corporation	0.47
ISUZY	Isuzu Motors Ltd	0.37
MZDAF	Mazda Motor Corporation	0.34
XPEV	XPeng Inc.	-0.53

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

The chart shows XPEV's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XPEV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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