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LI vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LI and VOO is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

LI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Li Auto Inc. (LI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
43.13%
95.36%
LI
VOO

Key characteristics

Sharpe Ratio

LI:

-0.43

VOO:

2.25

Sortino Ratio

LI:

-0.25

VOO:

2.98

Omega Ratio

LI:

0.97

VOO:

1.42

Calmar Ratio

LI:

-0.47

VOO:

3.31

Martin Ratio

LI:

-0.65

VOO:

14.77

Ulcer Index

LI:

44.73%

VOO:

1.90%

Daily Std Dev

LI:

67.26%

VOO:

12.46%

Max Drawdown

LI:

-69.02%

VOO:

-33.99%

Current Drawdown

LI:

-49.50%

VOO:

-2.47%

Returns By Period

In the year-to-date period, LI achieves a -37.06% return, which is significantly lower than VOO's 26.02% return.


LI

YTD

-37.06%

1M

3.42%

6M

31.84%

1Y

-28.99%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LI vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Li Auto Inc. (LI) and Vanguard S&P 500 ETF (VOO). 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 -0.43, compared to the broader market-4.00-2.000.002.00-0.432.25
The chart of Sortino ratio for LI, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.252.98
The chart of Omega ratio for LI, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.42
The chart of Calmar ratio for LI, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.473.31
The chart of Martin ratio for LI, currently valued at -0.65, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.6514.77
LI
VOO

The current LI Sharpe Ratio is -0.43, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of LI and VOO, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.43
2.25
LI
VOO

Dividends

LI vs. VOO - Dividend Comparison

LI has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LI vs. VOO - Drawdown Comparison

The maximum LI drawdown since its inception was -69.02%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LI and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.50%
-2.47%
LI
VOO

Volatility

LI vs. VOO - Volatility Comparison

Li Auto Inc. (LI) has a higher volatility of 13.99% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that LI's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
13.99%
3.75%
LI
VOO
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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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