^VIX vs. XPEV
^VIX (CBOE Volatility Index) is an index, while XPEV (XPeng Inc.) is a stock. Over the past 5 years, ^VIX returned 3.87%/yr vs -21.98%/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 26.35% return, which is significantly higher than XPEV's -39.89% return.
^VIX
- 1D
- 1.40%
- 1M
- 11.05%
- YTD
- 26.35%
- 6M
- 40.24%
- 1Y
- 12.71%
- 3Y*
- 9.85%
- 5Y*
- 3.87%
- 10Y*
- -2.30%
XPEV
- 1D
- -2.32%
- 1M
- -26.34%
- YTD
- -39.89%
- 6M
- -37.71%
- 1Y
- -36.51%
- 3Y*
- 6.26%
- 5Y*
- -21.98%
- 10Y*
- —
^VIX vs. XPEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
^VIX CBOE Volatility Index | 26.35% | -13.83% | 39.36% | -42.55% | 25.84% | -24.31% | -2.23% |
XPEV XPeng Inc. | -39.89% | 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 | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.91 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | -0.65 | +0.90 |
| Martin ratioReturn relative to average drawdown | 0.41 | -1.25 | +1.67 |
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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 | -50.66% | -56.57% | +5.91% |
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 | -77.16% | -83.11% | +5.95% |
Average DrawdownAverage peak-to-trough decline | -64.07% | -67.97% | +3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.89% | 29.16% | +1.73% |
Volatility
^VIX vs. XPEV - Volatility Comparison
CBOE Volatility Index (^VIX) has a higher volatility of 49.39% compared to XPeng Inc. (XPEV) at 11.84%. 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 | 49.39% | 11.84% | +37.55% |
Volatility (6M)Calculated over the trailing 6-month period | 91.06% | 35.28% | +55.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 123.44% | 55.03% | +68.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 127.79% | 78.54% | +49.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 136.63% | 83.23% | +53.40% |
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 (49.39%) compared to XPEV (11.84%). In terms of maximum drawdown, ^VIX dropped -88.70% vs XPEV's -91.12%.
^VIX currently has the higher Sharpe Ratio (0.10 vs -0.67), 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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