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

Correlation

The correlation between NIO and LI 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.


-0.50.00.51.0
Correlation: 0.3

Performance

NIO vs. LI - Performance Comparison

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

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-66.97%
42.65%
NIO
LI

Key characteristics

Sharpe Ratio

NIO:

0.01

LI:

-0.08

Sortino Ratio

NIO:

0.55

LI:

0.35

Omega Ratio

NIO:

1.06

LI:

1.04

Calmar Ratio

NIO:

0.01

LI:

-0.09

Martin Ratio

NIO:

0.02

LI:

-0.21

Ulcer Index

NIO:

31.23%

LI:

25.05%

Daily Std Dev

NIO:

71.11%

LI:

64.47%

Max Drawdown

NIO:

-95.00%

LI:

-69.02%

Current Drawdown

NIO:

-93.59%

LI:

-49.67%

Fundamentals

Market Cap

NIO:

$8.83B

LI:

$23.69B

EPS

NIO:

-$1.51

LI:

$1.04

PS Ratio

NIO:

0.13

LI:

0.16

PB Ratio

NIO:

11.06

LI:

2.45

Total Revenue (TTM)

NIO:

$75.53B

LI:

$163.10B

Gross Profit (TTM)

NIO:

$8.31B

LI:

$33.34B

EBITDA (TTM)

NIO:

-$11.75B

LI:

$13.01B

Returns By Period

In the year-to-date period, NIO achieves a -7.57% return, which is significantly lower than LI's -2.13% return.


NIO

YTD

-7.57%

1M

7.47%

6M

-23.38%

1Y

-10.24%

5Y*

3.84%

10Y*

N/A

LI

YTD

-2.13%

1M

-7.99%

6M

-18.44%

1Y

-6.23%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NIO vs. LI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NIO
The Risk-Adjusted Performance Rank of NIO is 5252
Overall Rank
The Sharpe Ratio Rank of NIO is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of NIO is 5353
Sortino Ratio Rank
The Omega Ratio Rank of NIO is 5151
Omega Ratio Rank
The Calmar Ratio Rank of NIO is 5252
Calmar Ratio Rank
The Martin Ratio Rank of NIO is 5252
Martin Ratio Rank

LI
The Risk-Adjusted Performance Rank of LI is 4747
Overall Rank
The Sharpe Ratio Rank of LI is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of LI is 4747
Sortino Ratio Rank
The Omega Ratio Rank of LI is 4646
Omega Ratio Rank
The Calmar Ratio Rank of LI is 4747
Calmar Ratio Rank
The Martin Ratio Rank of LI is 4747
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.

NIO vs. LI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NIO Inc. (NIO) and Li Auto Inc. (LI). 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 chart of Sharpe ratio for NIO, currently valued at 0.01, compared to the broader market-2.00-1.000.001.002.003.00
NIO: 0.01
LI: -0.08
The chart of Sortino ratio for NIO, currently valued at 0.55, compared to the broader market-6.00-4.00-2.000.002.004.00
NIO: 0.55
LI: 0.35
The chart of Omega ratio for NIO, currently valued at 1.06, compared to the broader market0.501.001.502.00
NIO: 1.06
LI: 1.04
The chart of Calmar ratio for NIO, currently valued at 0.01, compared to the broader market0.001.002.003.004.005.00
NIO: 0.01
LI: -0.09
The chart of Martin ratio for NIO, currently valued at 0.02, compared to the broader market-5.000.005.0010.0015.0020.00
NIO: 0.02
LI: -0.21

The current NIO Sharpe Ratio is 0.01, which is higher than the LI Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of NIO and LI, 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-0.80-0.60-0.40-0.200.00NovemberDecember2025FebruaryMarchApril
0.01
-0.08
NIO
LI

Dividends

NIO vs. LI - Dividend Comparison

Neither NIO nor LI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NIO vs. LI - Drawdown Comparison

The maximum NIO drawdown since its inception was -95.00%, which is greater than LI's maximum drawdown of -69.02%. Use the drawdown chart below to compare losses from any high point for NIO and LI. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-93.59%
-49.67%
NIO
LI

Volatility

NIO vs. LI - Volatility Comparison

NIO Inc. (NIO) has a higher volatility of 20.04% compared to Li Auto Inc. (LI) at 17.89%. This indicates that NIO's price experiences larger fluctuations and is considered to be riskier than LI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
20.04%
17.89%
NIO
LI

Financials

NIO vs. LI - Financials Comparison

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