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

Correlation

The correlation between LI and VIPS is 0.43, 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: 0.4

Performance

LI vs. VIPS - Performance Comparison

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

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
40.16%
-33.66%
LI
VIPS

Key characteristics

Sharpe Ratio

LI:

-0.37

VIPS:

-0.41

Sortino Ratio

LI:

-0.15

VIPS:

-0.33

Omega Ratio

LI:

0.98

VIPS:

0.96

Calmar Ratio

LI:

-0.38

VIPS:

-0.26

Martin Ratio

LI:

-0.85

VIPS:

-1.09

Ulcer Index

LI:

28.10%

VIPS:

17.66%

Daily Std Dev

LI:

64.14%

VIPS:

46.70%

Max Drawdown

LI:

-69.02%

VIPS:

-86.75%

Current Drawdown

LI:

-50.55%

VIPS:

-68.29%

Fundamentals

Market Cap

LI:

$26.81B

VIPS:

$7.27B

EPS

LI:

$1.04

VIPS:

$1.97

PE Ratio

LI:

22.18

VIPS:

7.16

PEG Ratio

LI:

0.76

VIPS:

32.44

Total Revenue (TTM)

LI:

$118.83B

VIPS:

$80.77B

Gross Profit (TTM)

LI:

$24.37B

VIPS:

$18.92B

EBITDA (TTM)

LI:

$8.85B

VIPS:

$6.97B

Returns By Period

In the year-to-date period, LI achieves a -3.83% return, which is significantly lower than VIPS's 4.68% return.


LI

YTD

-3.83%

1M

-19.53%

6M

-21.22%

1Y

-22.14%

5Y*

N/A

10Y*

N/A

VIPS

YTD

4.68%

1M

-16.52%

6M

-19.15%

1Y

-17.78%

5Y*

0.49%

10Y*

-6.58%

*Annualized

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Risk-Adjusted Performance

LI vs. VIPS — 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 3535
Overall Rank
The Sharpe Ratio Rank of LI is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of LI is 3737
Sortino Ratio Rank
The Omega Ratio Rank of LI is 3737
Omega Ratio Rank
The Calmar Ratio Rank of LI is 3131
Calmar Ratio Rank
The Martin Ratio Rank of LI is 3737
Martin Ratio Rank

VIPS
The Risk-Adjusted Performance Rank of VIPS is 3333
Overall Rank
The Sharpe Ratio Rank of VIPS is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of VIPS is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VIPS is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VIPS is 3939
Calmar Ratio Rank
The Martin Ratio Rank of VIPS is 3030
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. VIPS - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for LI, currently valued at -0.37, compared to the broader market-2.00-1.000.001.002.00
LI: -0.37
VIPS: -0.41
The chart of Sortino ratio for LI, currently valued at -0.15, compared to the broader market-6.00-4.00-2.000.002.004.00
LI: -0.15
VIPS: -0.33
The chart of Omega ratio for LI, currently valued at 0.98, compared to the broader market0.501.001.502.00
LI: 0.98
VIPS: 0.96
The chart of Calmar ratio for LI, currently valued at -0.38, compared to the broader market0.001.002.003.004.00
LI: -0.38
VIPS: -0.26
The chart of Martin ratio for LI, currently valued at -0.85, compared to the broader market-10.000.0010.0020.00
LI: -0.85
VIPS: -1.09

The current LI Sharpe Ratio is -0.37, which is comparable to the VIPS Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of LI and VIPS, 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-0.60-0.40-0.200.000.200.40NovemberDecember2025FebruaryMarchApril
-0.37
-0.41
LI
VIPS

Dividends

LI vs. VIPS - Dividend Comparison

Neither LI nor VIPS has paid dividends to shareholders.


TTM2024
LI
Li Auto Inc.
0.00%0.00%
VIPS
Vipshop Holdings Limited
0.00%3.19%

Drawdowns

LI vs. VIPS - Drawdown Comparison

The maximum LI drawdown since its inception was -69.02%, smaller than the maximum VIPS drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for LI and VIPS. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-50.55%
-68.29%
LI
VIPS

Volatility

LI vs. VIPS - Volatility Comparison

Li Auto Inc. (LI) has a higher volatility of 14.79% compared to Vipshop Holdings Limited (VIPS) at 10.72%. This indicates that LI's price experiences larger fluctuations and is considered to be riskier than VIPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
14.79%
10.72%
LI
VIPS

Financials

LI vs. VIPS - Financials Comparison

This section allows you to compare key financial metrics between Li Auto Inc. and Vipshop Holdings Limited. 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