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

Correlation

The correlation between LI and XIACY is 0.49, 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.


-0.50.00.51.00.5

Performance

LI vs. XIACY - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-16.57%
38.84%
LI
XIACY

Key characteristics

Sharpe Ratio

LI:

-0.43

XIACY:

2.25

Sortino Ratio

LI:

-0.25

XIACY:

2.98

Omega Ratio

LI:

0.97

XIACY:

1.36

Calmar Ratio

LI:

-0.47

XIACY:

1.75

Martin Ratio

LI:

-0.65

XIACY:

8.37

Ulcer Index

LI:

44.73%

XIACY:

12.11%

Daily Std Dev

LI:

67.26%

XIACY:

45.08%

Max Drawdown

LI:

-69.02%

XIACY:

-70.71%

Current Drawdown

LI:

-49.50%

XIACY:

-1.11%

Fundamentals

Market Cap

LI:

$23.27B

XIACY:

$97.89B

EPS

LI:

$1.32

XIACY:

$0.55

PE Ratio

LI:

16.97

XIACY:

35.27

PEG Ratio

LI:

1.16

XIACY:

1.06

Total Revenue (TTM)

LI:

$141.92B

XIACY:

$237.64B

Gross Profit (TTM)

LI:

$30.47B

XIACY:

$50.84B

EBITDA (TTM)

LI:

$8.05B

XIACY:

$17.11B

Returns By Period

In the year-to-date period, LI achieves a -37.06% return, which is significantly lower than XIACY's 103.69% return.


LI

YTD

-37.06%

1M

3.42%

6M

31.84%

1Y

-28.99%

5Y*

N/A

10Y*

N/A

XIACY

YTD

103.69%

1M

13.58%

6M

76.79%

1Y

100.10%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LI vs. XIACY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Li Auto Inc. (LI) and Xiaomi Corporation (XIACY). 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 market0.501.001.502.000.971.36
The chart of Calmar ratio for LI, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.471.75
The chart of Martin ratio for LI, currently valued at -0.65, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.658.37
LI
XIACY

The current LI Sharpe Ratio is -0.43, which is lower than the XIACY Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of LI and XIACY, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.43
2.25
LI
XIACY

Dividends

LI vs. XIACY - Dividend Comparison

Neither LI nor XIACY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LI vs. XIACY - Drawdown Comparison

The maximum LI drawdown since its inception was -69.02%, roughly equal to the maximum XIACY drawdown of -70.71%. Use the drawdown chart below to compare losses from any high point for LI and XIACY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.50%
-1.11%
LI
XIACY

Volatility

LI vs. XIACY - Volatility Comparison

Li Auto Inc. (LI) and Xiaomi Corporation (XIACY) have volatilities of 13.99% and 13.84%, 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.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
13.99%
13.84%
LI
XIACY

Financials

LI vs. XIACY - Financials Comparison

This section allows you to compare key financial metrics between Li Auto Inc. and Xiaomi Corporation. 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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