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

Correlation

The correlation between NIO and LI is 0.68, 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.


-0.50.00.51.00.7

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.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-0.23%
26.23%
NIO
LI

Key characteristics

Sharpe Ratio

NIO:

-0.68

LI:

-0.50

Sortino Ratio

NIO:

-0.84

LI:

-0.39

Omega Ratio

NIO:

0.91

LI:

0.95

Calmar Ratio

NIO:

-0.51

LI:

-0.54

Martin Ratio

NIO:

-1.05

LI:

-0.76

Ulcer Index

NIO:

45.97%

LI:

44.52%

Daily Std Dev

NIO:

71.14%

LI:

67.51%

Max Drawdown

NIO:

-94.16%

LI:

-69.02%

Current Drawdown

NIO:

-93.13%

LI:

-51.21%

Fundamentals

Market Cap

NIO:

$9.75B

LI:

$23.27B

EPS

NIO:

-$1.50

LI:

$1.32

Total Revenue (TTM)

NIO:

$63.47B

LI:

$141.92B

Gross Profit (TTM)

NIO:

$5.87B

LI:

$30.47B

EBITDA (TTM)

NIO:

-$14.68B

LI:

$8.05B

Returns By Period

In the year-to-date period, NIO achieves a -52.37% return, which is significantly lower than LI's -39.19% return.


NIO

YTD

-52.37%

1M

-7.49%

6M

-2.48%

1Y

-51.02%

5Y*

9.97%

10Y*

N/A

LI

YTD

-39.19%

1M

-0.96%

6M

24.03%

1Y

-35.47%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for NIO, currently valued at -0.68, compared to the broader market-4.00-2.000.002.00-0.68-0.50
The chart of Sortino ratio for NIO, currently valued at -0.84, compared to the broader market-4.00-2.000.002.004.00-0.84-0.39
The chart of Omega ratio for NIO, currently valued at 0.91, compared to the broader market0.501.001.502.000.910.95
The chart of Calmar ratio for NIO, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.51-0.54
The chart of Martin ratio for NIO, currently valued at -1.05, compared to the broader market0.0010.0020.00-1.05-0.76
NIO
LI

The current NIO Sharpe Ratio is -0.68, which is lower than the LI Sharpe Ratio of -0.50. 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-1.20-1.00-0.80-0.60-0.40-0.20JulyAugustSeptemberOctoberNovemberDecember
-0.68
-0.50
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 -94.16%, 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%JulyAugustSeptemberOctoberNovemberDecember
-93.13%
-51.21%
NIO
LI

Volatility

NIO vs. LI - Volatility Comparison

NIO Inc. (NIO) has a higher volatility of 19.85% compared to Li Auto Inc. (LI) at 13.88%. 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%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.85%
13.88%
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
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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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