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LI vs. NIO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LI and NIO is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

LI vs. NIO - Performance Comparison

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

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
50.49%
-69.34%
LI
NIO

Key characteristics

Sharpe Ratio

LI:

-0.32

NIO:

-0.25

Sortino Ratio

LI:

-0.05

NIO:

0.11

Omega Ratio

LI:

0.99

NIO:

1.01

Calmar Ratio

LI:

-0.33

NIO:

-0.19

Martin Ratio

LI:

-0.72

NIO:

-0.61

Ulcer Index

LI:

28.04%

NIO:

28.88%

Daily Std Dev

LI:

63.82%

NIO:

70.63%

Max Drawdown

LI:

-69.02%

NIO:

-94.16%

Current Drawdown

LI:

-46.90%

NIO:

-94.05%

Fundamentals

Market Cap

LI:

$26.76B

NIO:

$7.72B

EPS

LI:

$1.04

NIO:

-$1.52

Total Revenue (TTM)

LI:

$118.83B

NIO:

$36.12B

Gross Profit (TTM)

LI:

$24.37B

NIO:

$3.70B

EBITDA (TTM)

LI:

$8.85B

NIO:

-$4.82B

Returns By Period

In the year-to-date period, LI achieves a 3.25% return, which is significantly higher than NIO's -14.22% return.


LI

YTD

3.25%

1M

-10.48%

6M

-14.05%

1Y

-18.17%

5Y*

N/A

10Y*

N/A

NIO

YTD

-14.22%

1M

-11.37%

6M

-44.18%

1Y

-16.70%

5Y*

9.31%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LI vs. NIO — Risk-Adjusted Performance Rank

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

LI
The Risk-Adjusted Performance Rank of LI is 3838
Overall Rank
The Sharpe Ratio Rank of LI is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of LI is 3939
Sortino Ratio Rank
The Omega Ratio Rank of LI is 3939
Omega Ratio Rank
The Calmar Ratio Rank of LI is 3434
Calmar Ratio Rank
The Martin Ratio Rank of LI is 4040
Martin Ratio Rank

NIO
The Risk-Adjusted Performance Rank of NIO is 4343
Overall Rank
The Sharpe Ratio Rank of NIO is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of NIO is 4343
Sortino Ratio Rank
The Omega Ratio Rank of NIO is 4343
Omega Ratio Rank
The Calmar Ratio Rank of NIO is 4343
Calmar Ratio Rank
The Martin Ratio Rank of NIO is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LI vs. NIO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for LI, currently valued at -0.32, compared to the broader market-2.00-1.000.001.002.003.00
LI: -0.32
NIO: -0.25
The chart of Sortino ratio for LI, currently valued at -0.05, compared to the broader market-6.00-4.00-2.000.002.004.00
LI: -0.05
NIO: 0.11
The chart of Omega ratio for LI, currently valued at 0.99, compared to the broader market0.501.001.502.00
LI: 0.99
NIO: 1.01
The chart of Calmar ratio for LI, currently valued at -0.33, compared to the broader market0.001.002.003.004.005.00
LI: -0.33
NIO: -0.19
The chart of Martin ratio for LI, currently valued at -0.72, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
LI: -0.72
NIO: -0.61

The current LI Sharpe Ratio is -0.32, which is comparable to the NIO Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of LI and NIO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.80-0.60-0.40-0.200.00NovemberDecember2025FebruaryMarchApril
-0.32
-0.25
LI
NIO

Dividends

LI vs. NIO - Dividend Comparison

Neither LI nor NIO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LI vs. NIO - Drawdown Comparison

The maximum LI drawdown since its inception was -69.02%, smaller than the maximum NIO drawdown of -94.16%. Use the drawdown chart below to compare losses from any high point for LI and NIO. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-46.90%
-94.05%
LI
NIO

Volatility

LI vs. NIO - Volatility Comparison

The current volatility for Li Auto Inc. (LI) is 13.68%, while NIO Inc. (NIO) has a volatility of 24.55%. This indicates that LI experiences smaller price fluctuations and is considered to be less risky than NIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
13.68%
24.55%
LI
NIO

Financials

LI vs. NIO - Financials Comparison

This section allows you to compare key financial metrics between Li Auto Inc. and NIO Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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