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

Correlation

The correlation between LI and XIACY is 0.25, 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.


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.

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Key characteristics

Sharpe Ratio

LI:

0.23

XIACY:

2.87

Sortino Ratio

LI:

0.66

XIACY:

3.20

Omega Ratio

LI:

1.08

XIACY:

1.41

Calmar Ratio

LI:

0.15

XIACY:

3.51

Martin Ratio

LI:

0.42

XIACY:

13.09

Ulcer Index

LI:

21.93%

XIACY:

12.21%

Daily Std Dev

LI:

62.97%

XIACY:

54.80%

Max Drawdown

LI:

-69.02%

XIACY:

-70.71%

Current Drawdown

LI:

-38.22%

XIACY:

-15.25%

Fundamentals

Market Cap

LI:

$28.90B

XIACY:

$166.44B

EPS

LI:

$1.06

XIACY:

$0.66

PE Ratio

LI:

27.19

XIACY:

49.21

PEG Ratio

LI:

0.96

XIACY:

1.40

PS Ratio

LI:

0.20

XIACY:

0.45

PB Ratio

LI:

2.97

XIACY:

6.31

Total Revenue (TTM)

LI:

$163.10B

XIACY:

$181.39B

Gross Profit (TTM)

LI:

$33.34B

XIACY:

$37.28B

EBITDA (TTM)

LI:

$13.01B

XIACY:

$13.02B

Returns By Period

In the year-to-date period, LI achieves a 20.13% return, which is significantly lower than XIACY's 48.67% return.


LI

YTD

20.13%

1M

24.65%

6M

26.85%

1Y

15.79%

5Y*

N/A

10Y*

N/A

XIACY

YTD

48.67%

1M

22.18%

6M

81.45%

1Y

153.91%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

LI vs. XIACY — 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 5757
Overall Rank
The Sharpe Ratio Rank of LI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of LI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of LI is 5555
Omega Ratio Rank
The Calmar Ratio Rank of LI is 5858
Calmar Ratio Rank
The Martin Ratio Rank of LI is 5757
Martin Ratio Rank

XIACY
The Risk-Adjusted Performance Rank of XIACY is 9797
Overall Rank
The Sharpe Ratio Rank of XIACY is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of XIACY is 9696
Sortino Ratio Rank
The Omega Ratio Rank of XIACY is 9494
Omega Ratio Rank
The Calmar Ratio Rank of XIACY is 9898
Calmar Ratio Rank
The Martin Ratio Rank of XIACY is 9797
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. 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.


The current LI Sharpe Ratio is 0.23, which is lower than the XIACY Sharpe Ratio of 2.87. 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.


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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.


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Volatility

LI vs. XIACY - Volatility Comparison

The current volatility for Li Auto Inc. (LI) is 9.17%, while Xiaomi Corporation (XIACY) has a volatility of 15.93%. This indicates that LI experiences smaller price fluctuations and is considered to be less risky than XIACY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.0020.00B40.00B60.00B80.00B100.00B20212022202320242025
44.27B
92.51B
(LI) Total Revenue
(XIACY) Total Revenue
Values in USD except per share items