^VIX vs. XPEV
^VIX (CBOE Volatility Index) is an index, while XPEV (XPeng Inc.) is a stock. Over the past 5 years, ^VIX returned -1.27%/yr vs -14.65%/yr for XPEV. At a correlation of -0.27, they often move in opposite directions.
Performance
^VIX vs. XPEV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ^VIX achieves a 3.01% return, which is significantly higher than XPEV's -17.11% return.
^VIX
- 1D
- -4.11%
- 1M
- -11.39%
- YTD
- 3.01%
- 6M
- -2.41%
- 1Y
- -12.55%
- 3Y*
- 1.49%
- 5Y*
- -1.27%
- 10Y*
- 1.21%
XPEV
- 1D
- -3.72%
- 1M
- 6.26%
- YTD
- -17.11%
- 6M
- -13.79%
- 1Y
- -17.48%
- 3Y*
- 25.77%
- 5Y*
- -14.65%
- 10Y*
- —
^VIX vs. XPEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
^VIX CBOE Volatility Index | 3.01% | -13.83% | 39.36% | -42.55% | 25.84% | -24.31% | -7.03% |
XPEV XPeng Inc. | -17.11% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 101.84% |
Correlation
The correlation between ^VIX and XPEV is -0.23, 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 | -0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2020 | -0.27 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| ^VIX | XPEV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.99 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | -0.38 | +0.14 |
| Martin ratioReturn relative to average drawdown | -0.39 | -0.65 | +0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ^VIX | XPEV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | -0.32 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | -0.19 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | -0.05 | +0.04 |
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.
Loading charts...
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 | -50.66% | -46.78% | -3.88% |
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 | -81.38% | -76.71% | -4.67% |
Average DrawdownAverage peak-to-trough decline | -64.11% | -67.85% | +3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.03% | 26.91% | +5.12% |
Volatility
^VIX vs. XPEV - Volatility Comparison
CBOE Volatility Index (^VIX) has a higher volatility of 15.64% compared to XPeng Inc. (XPEV) at 13.17%. 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.
Loading charts...
Volatility by Period
| ^VIX | XPEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.64% | 13.17% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 78.64% | 35.64% | +43.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 112.69% | 55.33% | +57.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 123.87% | 78.76% | +45.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 135.80% | 83.46% | +52.34% |
Frequently Asked Questions
^VIX and XPEV have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^VIX has higher volatility (15.64%) compared to XPEV (13.17%). In terms of maximum drawdown, ^VIX dropped -88.70% vs XPEV's -91.12%.
^VIX currently has the higher Sharpe Ratio (-0.11 vs -0.32), 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.
Find the right allocation for ^VIX and XPEV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer