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

Correlation

The correlation between LI and XPEV is 0.28, 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. 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.

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Key characteristics

Sharpe Ratio

LI:

0.16

XPEV:

2.13

Sortino Ratio

LI:

0.59

XPEV:

2.62

Omega Ratio

LI:

1.07

XPEV:

1.29

Calmar Ratio

LI:

0.09

XPEV:

1.71

Martin Ratio

LI:

0.26

XPEV:

10.02

Ulcer Index

LI:

22.45%

XPEV:

15.45%

Daily Std Dev

LI:

63.00%

XPEV:

75.23%

Max Drawdown

LI:

-69.02%

XPEV:

-91.12%

Current Drawdown

LI:

-38.80%

XPEV:

-71.43%

Fundamentals

Market Cap

LI:

$28.06B

XPEV:

$19.95B

EPS

LI:

$1.08

XPEV:

-$0.85

PS Ratio

LI:

0.19

XPEV:

0.47

PB Ratio

LI:

2.96

XPEV:

4.58

Total Revenue (TTM)

LI:

$163.10B

XPEV:

$50.42B

Gross Profit (TTM)

LI:

$33.34B

XPEV:

$7.33B

EBITDA (TTM)

LI:

$13.01B

XPEV:

-$4.95B

Returns By Period

In the year-to-date period, LI achieves a 19.01% return, which is significantly lower than XPEV's 74.45% return.


LI

YTD

19.01%

1M

21.80%

6M

28.43%

1Y

10.15%

5Y*

N/A

10Y*

N/A

XPEV

YTD

74.45%

1M

4.09%

6M

63.26%

1Y

158.07%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

LI vs. XPEV — 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 5555
Overall Rank
The Sharpe Ratio Rank of LI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of LI is 5353
Sortino Ratio Rank
The Omega Ratio Rank of LI is 5151
Omega Ratio Rank
The Calmar Ratio Rank of LI is 5656
Calmar Ratio Rank
The Martin Ratio Rank of LI is 5555
Martin Ratio Rank

XPEV
The Risk-Adjusted Performance Rank of XPEV is 9292
Overall Rank
The Sharpe Ratio Rank of XPEV is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of XPEV is 9292
Sortino Ratio Rank
The Omega Ratio Rank of XPEV is 8787
Omega Ratio Rank
The Calmar Ratio Rank of XPEV is 9191
Calmar Ratio Rank
The Martin Ratio Rank of XPEV is 9595
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. 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.


The current LI Sharpe Ratio is 0.16, which is lower than the XPEV Sharpe Ratio of 2.13. 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.


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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.


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Volatility

LI vs. XPEV - Volatility Comparison

The current volatility for Li Auto Inc. (LI) is 10.09%, while XPeng Inc. (XPEV) has a volatility of 17.00%. 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.


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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


0.0010.00B20.00B30.00B40.00B20212022202320242025
44.27B
16.11B
(LI) Total Revenue
(XPEV) Total Revenue
Values in USD except per share items

LI vs. XPEV - Profitability Comparison

The chart below illustrates the profitability comparison between Li Auto Inc. and XPeng Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-5.0%0.0%5.0%10.0%15.0%20.0%20212022202320242025
20.3%
14.4%
(LI) Gross Margin
(XPEV) Gross Margin
LI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Li Auto Inc. reported a gross profit of 8.97B and revenue of 44.27B. Therefore, the gross margin over that period was 20.3%.

XPEV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, XPeng Inc. reported a gross profit of 2.32B and revenue of 16.11B. Therefore, the gross margin over that period was 14.4%.

LI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Li Auto Inc. reported an operating income of 3.70B and revenue of 44.27B, resulting in an operating margin of 8.4%.

XPEV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, XPeng Inc. reported an operating income of -1.56B and revenue of 16.11B, resulting in an operating margin of -9.7%.

LI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Li Auto Inc. reported a net income of 3.52B and revenue of 44.27B, resulting in a net margin of 8.0%.

XPEV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, XPeng Inc. reported a net income of -1.33B and revenue of 16.11B, resulting in a net margin of -8.3%.