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

Correlation

The correlation between LI and XPEV is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

LI vs. XPEV - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
21.57%
-40.43%
LI
XPEV

Key characteristics

Sharpe Ratio

LI:

-0.43

XPEV:

-0.13

Sortino Ratio

LI:

-0.25

XPEV:

0.34

Omega Ratio

LI:

0.97

XPEV:

1.04

Calmar Ratio

LI:

-0.47

XPEV:

-0.11

Martin Ratio

LI:

-0.65

XPEV:

-0.26

Ulcer Index

LI:

44.73%

XPEV:

37.41%

Daily Std Dev

LI:

67.26%

XPEV:

73.58%

Max Drawdown

LI:

-69.02%

XPEV:

-91.12%

Current Drawdown

LI:

-49.50%

XPEV:

-82.49%

Fundamentals

Market Cap

LI:

$23.27B

XPEV:

$11.74B

EPS

LI:

$1.32

XPEV:

-$1.21

Total Revenue (TTM)

LI:

$141.92B

XPEV:

$37.81B

Gross Profit (TTM)

LI:

$30.47B

XPEV:

$4.33B

EBITDA (TTM)

LI:

$8.05B

XPEV:

-$5.94B

Returns By Period

In the year-to-date period, LI achieves a -37.06% return, which is significantly lower than XPEV's -13.37% return.


LI

YTD

-37.06%

1M

3.42%

6M

31.84%

1Y

-28.99%

5Y*

N/A

10Y*

N/A

XPEV

YTD

-13.37%

1M

2.85%

6M

63.52%

1Y

-8.47%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LI vs. XPEV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Li Auto Inc. (LI) and XPeng Inc. (XPEV). 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-4.00-2.000.002.00-0.43-0.13
The chart of Sortino ratio for LI, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.00-0.250.34
The chart of Omega ratio for LI, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.04
The chart of Calmar ratio for LI, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.47-0.11
The chart of Martin ratio for LI, currently valued at -0.65, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.65-0.26
LI
XPEV

The current LI Sharpe Ratio is -0.43, which is lower than the XPEV Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of LI and XPEV, 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-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovemberDecember
-0.43
-0.13
LI
XPEV

Dividends

LI vs. XPEV - Dividend Comparison

Neither LI nor XPEV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LI vs. XPEV - Drawdown Comparison

The maximum LI drawdown since its inception was -69.02%, smaller than the maximum XPEV drawdown of -91.12%. Use the drawdown chart below to compare losses from any high point for LI and XPEV. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-49.50%
-82.49%
LI
XPEV

Volatility

LI vs. XPEV - Volatility Comparison

The current volatility for Li Auto Inc. (LI) is 13.99%, while XPeng Inc. (XPEV) has a volatility of 18.65%. This indicates that LI experiences smaller price fluctuations and is considered to be less risky than XPEV 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%JulyAugustSeptemberOctoberNovemberDecember
13.99%
18.65%
LI
XPEV

Financials

LI vs. XPEV - Financials Comparison

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