LI vs. 1093.HK

Last updated Jun 13, 2026

LI (Li Auto Inc.) and 1093.HK (CSPC Pharmaceutical Group Ltd) are both stocks. LI operates in Auto Manufacturers (Consumer Cyclical), while 1093.HK operates in Drug Manufacturers - General (Healthcare). Over the past 5 years, LI returned -12.64%/yr vs -7.74%/yr for 1093.HK. At a 0.21 correlation, their price movements are largely independent.

Performance

LI vs. 1093.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Li Auto Inc. (LI) and CSPC Pharmaceutical Group Ltd (1093.HK). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

LI is traded in USD, while 1093.HK is traded in HKD. To make them comparable, the 1093.HK values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LI achieves a -15.53% return, which is significantly lower than 1093.HK's -14.70% return.

LI

• 1D: 3.77%
• 1M: -28.57%
• YTD: -15.53%
• 6M: -16.28%
• 1Y: -50.47%
• 3Y*: -23.14%
• 5Y*: -12.64%
• 10Y*: —

1093.HK

• 1D: 0.43%
• 1M: -10.12%
• YTD: -14.70%
• 6M: -6.09%
• 1Y: -18.63%
• 3Y*: 6.07%
• 5Y*: -7.74%
• 10Y*: 17.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LI vs. 1093.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
LI Li Auto Inc.	-15.53%	-29.43%	-35.91%	83.48%	-36.45%	11.34%	86.00%
1093.HK CSPC Pharmaceutical Group Ltd	-14.70%	81.07%	-30.62%	-7.78%	-0.87%	7.97%	33.64%

Correlation

The correlation between LI and 1093.HK is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (All Time) Calculated using the full available price history since Jul 30, 2020	0.21

The correlation between LI and 1093.HK shifts across timeframes, from 0.14 (1 year) to 0.26 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

LI vs. 1093.HK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LI

LI Risk / Return Rank: 5
LI Sharpe Ratio Rank: 2
LI Sortino Ratio Rank: 2
LI Omega Ratio Rank: 4
LI Calmar Ratio Rank: 7
LI Martin Ratio Rank: 11

1093.HK

1093.HK Risk / Return Rank: 26
1093.HK Sharpe Ratio Rank: 26
1093.HK Sortino Ratio Rank: 26
1093.HK Omega Ratio Rank: 27
1093.HK Calmar Ratio Rank: 25
1093.HK Martin Ratio Rank: 25

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LI vs. 1093.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Li Auto Inc. (LI) and CSPC Pharmaceutical Group Ltd (1093.HK). 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.

	LI	1093.HK	Difference
Sharpe ratio: Return per unit of total volatility	-1.26	-0.38	-0.88
Sortino ratio: Return per unit of downside risk	-2.08	-0.25	-1.82
Omega ratio: Gain probability vs. loss probability	0.78	0.97	-0.20
Calmar ratio: Return relative to maximum drawdown	-0.89	-0.49	-0.40
Martin ratio: Return relative to average drawdown	-1.35	-0.88	-0.47

LI vs. 1093.HK - Sharpe Ratio Comparison

The current LI Sharpe Ratio is -1.26, which is lower than the 1093.HK Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of LI and 1093.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LI vs. 1093.HK - Drawdown Comparison

The maximum LI drawdown since its inception was -70.65%, smaller than the maximum 1093.HK drawdown of -74.75%. Use the drawdown chart below to compare losses from any high point for LI and 1093.HK.

Drawdown Indicators

	LI	1093.HK	Difference
Max Drawdown Largest peak-to-trough decline	-70.65%	-74.75%	+4.10%
Max Drawdown (1Y) Largest decline over 1 year	-56.95%	-38.76%	-18.19%
Max Drawdown (3Y) Largest decline over 3 years	-70.65%	-38.76%	-31.89%
Max Drawdown (5Y) Largest decline over 5 years	-70.65%	-60.80%	-9.85%
Max Drawdown (10Y) Largest decline over 10 years	—	-61.22%	—
Current Drawdown Current decline from peak	-69.35%	-36.31%	-33.04%
Average Drawdown Average peak-to-trough decline	-39.93%	-26.99%	-12.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.41%	21.40%	+16.01%

Volatility

LI vs. 1093.HK - Volatility Comparison

Li Auto Inc. (LI) has a higher volatility of 15.12% compared to CSPC Pharmaceutical Group Ltd (1093.HK) at 13.42%. This indicates that LI's price experiences larger fluctuations and is considered to be riskier than 1093.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LI	1093.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.12%	13.42%	+1.70%
Volatility (6M) Calculated over the trailing 6-month period	28.81%	35.29%	-6.48%
Volatility (1Y) Calculated over the trailing 1-year period	40.30%	50.50%	-10.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.52%	44.77%	+18.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.32%	47.12%	+21.20%

Dividends

LI vs. 1093.HK - Dividend Comparison

LI has not paid dividends to shareholders, while 1093.HK's dividend yield for the trailing twelve months is around 1.93%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
1093.HK CSPC Pharmaceutical Group Ltd	1.93%	2.85%	6.28%	3.44%	2.44%	2.01%	1.79%	1.86%	2.55%	1.46%	2.55%	2.43%
LI Li Auto 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%

Financials

Frequently Asked Questions

Can I hold both LI and 1093.HK in my portfolio?

LI and 1093.HK have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.