^VIX vs. XPEV
^VIX (CBOE Volatility Index) is an index, while XPEV (XPeng Inc.) is a stock. Over the past 5 years, ^VIX returned -1.94%/yr vs -18.49%/yr for XPEV. At a correlation of -0.27, they often move in opposite directions.
Performance
^VIX vs. XPEV - Performance Comparison
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Returns By Period
In the year-to-date period, ^VIX achieves a 11.91% return, which is significantly higher than XPEV's -30.77% return.
^VIX
- 1D
- 6.76%
- 1M
- 1.95%
- 6M
- 5.62%
- YTD
- 11.91%
- 1Y
- -2.51%
- 3Y*
- 7.47%
- 5Y*
- -1.94%
- 10Y*
- 3.01%
XPEV
- 1D
- 1.89%
- 1M
- 1.45%
- 6M
- -32.76%
- YTD
- -30.77%
- 1Y
- -21.70%
- 3Y*
- -0.07%
- 5Y*
- -18.49%
- 10Y*
- —
^VIX vs. XPEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
^VIX CBOE Volatility Index | 11.91% | -13.83% | 39.36% | -42.55% | 25.84% | -24.31% | -2.23% |
XPEV XPeng Inc. | -30.77% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 85.41% |
Correlation
The correlation between ^VIX and XPEV is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.27 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2020 | -0.27 |
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Return for Risk
^VIX vs. XPEV — Risk / Return Rank
^VIX
XPEV
^VIX vs. XPEV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CBOE Volatility Index (^VIX) and XPeng Inc. (XPEV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^VIX | XPEV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.97 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | -0.38 | +0.33 |
| Martin ratioReturn relative to average drawdown | -0.08 | -0.69 | +0.61 |
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Drawdowns
^VIX vs. XPEV - Drawdown Comparison
The maximum ^VIX drawdown since its inception was -88.70%, roughly equal to the maximum XPEV drawdown of -91.12%. Use the drawdown chart below to compare losses from any high point for ^VIX and XPEV.
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Drawdown Indicators
| ^VIX | XPEV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.70% | -91.12% | +2.42% |
Max Drawdown (1Y)Largest decline over 1 year | -51.59% | -56.93% | +5.34% |
Max Drawdown (3Y)Largest decline over 3 years | -74.26% | -71.65% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -74.26% | -88.35% | +14.09% |
Max Drawdown (10Y)Largest decline over 10 years | -85.66% | — | — |
Current DrawdownCurrent decline from peak | -79.77% | -80.55% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -64.10% | -68.10% | +4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.74% | 31.68% | +1.06% |
Volatility
^VIX vs. XPEV - Volatility Comparison
CBOE Volatility Index (^VIX) has a higher volatility of 31.23% compared to XPeng Inc. (XPEV) at 13.81%. This indicates that ^VIX's price experiences larger fluctuations and is considered to be riskier than XPEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^VIX | XPEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.23% | 13.81% | +17.42% |
Volatility (6M)Calculated over the trailing 6-month period | 92.53% | 34.57% | +57.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 124.57% | 55.24% | +69.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 127.57% | 78.52% | +49.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 136.46% | 82.96% | +53.50% |
Frequently Asked Questions
^VIX and XPEV have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^VIX has higher volatility (31.23%) compared to XPEV (13.81%). In terms of maximum drawdown, ^VIX dropped -88.70% vs XPEV's -91.12%.
^VIX currently has the higher Sharpe Ratio (-0.02 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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