HJPSX vs. XPEV
HJPSX (Hennessy Japan Small Cap Fund) is Japan Equities fund managed by Hennessy, while XPEV (XPeng Inc.) is a stock. Over the past 5 years, HJPSX returned 8.15%/yr vs -18.98%/yr for XPEV. At a 0.26 correlation, their price movements are largely independent.
Performance
HJPSX vs. XPEV - Performance Comparison
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Returns By Period
In the year-to-date period, HJPSX achieves a 12.79% return, which is significantly higher than XPEV's -28.55% return.
HJPSX
- 1D
- 1.71%
- 1M
- -1.79%
- YTD
- 12.79%
- 6M
- 15.92%
- 1Y
- 30.46%
- 3Y*
- 18.80%
- 5Y*
- 8.15%
- 10Y*
- 10.57%
XPEV
- 1D
- 0.21%
- 1M
- -7.23%
- YTD
- -28.55%
- 6M
- -23.70%
- 1Y
- -20.30%
- 3Y*
- 12.09%
- 5Y*
- -18.98%
- 10Y*
- —
HJPSX vs. XPEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
HJPSX Hennessy Japan Small Cap Fund | 12.79% | 29.02% | 8.24% | 16.30% | -16.35% | -4.64% | 19.74% |
XPEV XPeng Inc. | -28.55% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 85.41% |
Correlation
The correlation between HJPSX and XPEV is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| 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 27, 2020 | 0.26 |
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Return for Risk
HJPSX vs. XPEV — Risk / Return Rank
HJPSX
XPEV
HJPSX vs. XPEV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Japan Small Cap Fund (HJPSX) 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.
| HJPSX | XPEV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.96 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | -0.51 | +2.53 |
| Martin ratioReturn relative to average drawdown | 6.15 | -0.89 | +7.04 |
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Drawdowns
HJPSX vs. XPEV - Drawdown Comparison
The maximum HJPSX drawdown since its inception was -47.91%, smaller than the maximum XPEV drawdown of -91.12%. Use the drawdown chart below to compare losses from any high point for HJPSX and XPEV.
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Drawdown Indicators
| HJPSX | XPEV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.91% | -91.12% | +43.21% |
Max Drawdown (1Y)Largest decline over 1 year | -14.77% | -48.49% | +33.72% |
Max Drawdown (3Y)Largest decline over 3 years | -14.77% | -71.65% | +56.88% |
Max Drawdown (5Y)Largest decline over 5 years | -33.24% | -88.35% | +55.11% |
Max Drawdown (10Y)Largest decline over 10 years | -34.80% | — | — |
Current DrawdownCurrent decline from peak | -4.60% | -79.92% | +75.32% |
Average DrawdownAverage peak-to-trough decline | -10.05% | -67.89% | +57.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.83% | 27.68% | -22.85% |
Volatility
HJPSX vs. XPEV - Volatility Comparison
The current volatility for Hennessy Japan Small Cap Fund (HJPSX) is 4.08%, while XPeng Inc. (XPEV) has a volatility of 14.02%. This indicates that HJPSX experiences smaller price fluctuations and is considered to be less risky 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
| HJPSX | XPEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 14.02% | -9.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.52% | 35.62% | -22.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.47% | 55.48% | -38.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 78.68% | -61.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.75% | 83.39% | -65.64% |
Dividends
HJPSX vs. XPEV - Dividend Comparison
HJPSX's dividend yield for the trailing twelve months is around 11.74%, while XPEV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HJPSX Hennessy Japan Small Cap Fund | 11.74% | 13.25% | 3.64% | 0.85% | 0.61% | 0.43% | 0.23% | 1.30% | 3.46% | 2.09% | 2.03% | 3.34% |
XPEV XPeng Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HJPSX 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.
XPEV has higher volatility (14.02%) compared to HJPSX (4.08%). In terms of maximum drawdown, HJPSX dropped -47.91% vs XPEV's -91.12%.
HJPSX currently has the higher Sharpe Ratio (1.71 vs -0.45), 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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