LI vs. 2015.HK

Last updated Apr 1, 2026

Compare and contrast key facts about Li Auto Inc. (LI) and Li Auto Inc (2015.HK).

Performance

LI vs. 2015.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Li Auto Inc. (LI) and Li Auto Inc (2015.HK). The values are adjusted to include any dividend payments, if applicable.

LI vs. 2015.HK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LI Li Auto Inc.	5.32%	-29.43%	-35.91%	83.48%	-36.45%	6.61%
2015.HK Li Auto Inc	3.67%	-31.09%	-35.81%	91.57%	-37.52%	4.68%

Different Trading Currencies

LI is traded in USD, while 2015.HK is traded in HKD. To make them comparable, the 2015.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 5.32% return, which is significantly higher than 2015.HK's 3.67% return.

LI

• 1D: 1.60%
• 1M: 1.36%
• YTD: 5.32%
• 6M: -29.64%
• 1Y: -29.25%
• 3Y*: -10.60%
• 5Y*: -6.72%
• 10Y*: —

2015.HK

• 1D: -1.61%
• 1M: -1.69%
• YTD: 3.67%
• 6M: -33.69%
• 1Y: -32.14%
• 3Y*: -11.55%
• 5Y*: —
• 10Y*: —

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

Return for Risk

LI vs. 2015.HK — Risk / Return Rank

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

LI

LI Risk / Return Rank: 18
LI Sharpe Ratio Rank: 12
LI Sortino Ratio Rank: 13
LI Omega Ratio Rank: 15
LI Calmar Ratio Rank: 22
LI Martin Ratio Rank: 25

2015.HK

2015.HK Risk / Return Rank: 16
2015.HK Sharpe Ratio Rank: 11
2015.HK Sortino Ratio Rank: 13
2015.HK Omega Ratio Rank: 14
2015.HK Calmar Ratio Rank: 19
2015.HK Martin Ratio Rank: 23

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. 2015.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Li Auto Inc. (LI) and Li Auto Inc (2015.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.

	LI	2015.HK	Difference
Sharpe ratio Return per unit of total volatility	-0.71	-0.74	+0.03
Sortino ratio Return per unit of downside risk	-0.88	-0.89	+0.01
Omega ratio Gain probability vs. loss probability	0.90	0.89	+0.01
Calmar ratio Return relative to maximum drawdown	-0.60	-0.67	+0.08
Martin ratio Return relative to average drawdown	-0.96	-1.08	+0.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LI vs. 2015.HK - Sharpe Ratio Comparison

The current LI Sharpe Ratio is -0.71, which is comparable to the 2015.HK Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of LI and 2015.HK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LI	2015.HK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.71	-0.74	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.11	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	-0.18	+0.20

Correlation

The correlation between LI and 2015.HK is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LI vs. 2015.HK - Dividend Comparison

Neither LI nor 2015.HK has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

LI vs. 2015.HK - Drawdown Comparison

The maximum LI drawdown since its inception was -69.02%, roughly equal to the maximum 2015.HK drawdown of -67.21%. Use the drawdown chart below to compare losses from any high point for LI and 2015.HK.

Drawdown Indicators

	LI	2015.HK	Difference
Max Drawdown Largest peak-to-trough decline	-69.02%	-67.21%	-1.81%
Max Drawdown (1Y) Largest decline over 1 year	-50.53%	-50.32%	-0.21%
Max Drawdown (5Y) Largest decline over 5 years	-66.61%	—	—
Current Drawdown Current decline from peak	-61.78%	-63.27%	+1.49%
Average Drawdown Average peak-to-trough decline	-39.13%	-37.24%	-1.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.30%	31.42%	-0.12%

Volatility

LI vs. 2015.HK - Volatility Comparison

Li Auto Inc. (LI) and Li Auto Inc (2015.HK) have volatilities of 12.54% and 12.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LI	2015.HK	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.54%	12.34%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	24.36%	24.72%	-0.36%
Volatility (1Y) Calculated over the trailing 1-year period	41.26%	44.43%	-3.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.22%	64.42%	-0.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.97%	64.42%	+4.55%

Financials