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

Correlation

The correlation between NIO and XPEV is 0.77, 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.


-0.50.00.51.00.8

Performance

NIO vs. XPEV - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
-2.23%
67.23%
NIO
XPEV

Key characteristics

Sharpe Ratio

NIO:

-0.45

XPEV:

0.54

Sortino Ratio

NIO:

-0.29

XPEV:

1.28

Omega Ratio

NIO:

0.97

XPEV:

1.14

Calmar Ratio

NIO:

-0.33

XPEV:

0.44

Martin Ratio

NIO:

-1.14

XPEV:

2.05

Ulcer Index

NIO:

26.96%

XPEV:

19.44%

Daily Std Dev

NIO:

68.70%

XPEV:

73.92%

Max Drawdown

NIO:

-94.16%

XPEV:

-91.12%

Current Drawdown

NIO:

-93.06%

XPEV:

-80.42%

Fundamentals

Market Cap

NIO:

$8.65B

XPEV:

$12.32B

EPS

NIO:

-$1.56

XPEV:

-$1.24

Total Revenue (TTM)

NIO:

$53.57B

XPEV:

$24.76B

Gross Profit (TTM)

NIO:

$5.38B

XPEV:

$3.52B

EBITDA (TTM)

NIO:

-$9.69B

XPEV:

-$4.23B

Returns By Period


NIO

YTD

0.00%

1M

0.93%

6M

-2.24%

1Y

-30.57%

5Y*

-1.37%

10Y*

N/A

XPEV

YTD

19.54%

1M

13.22%

6M

67.22%

1Y

43.16%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NIO vs. XPEV — 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 2323
Overall Rank
The Sharpe Ratio Rank of NIO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of NIO is 2525
Sortino Ratio Rank
The Omega Ratio Rank of NIO is 2626
Omega Ratio Rank
The Calmar Ratio Rank of NIO is 2626
Calmar Ratio Rank
The Martin Ratio Rank of NIO is 1818
Martin Ratio Rank

XPEV
The Risk-Adjusted Performance Rank of XPEV is 6565
Overall Rank
The Sharpe Ratio Rank of XPEV is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of XPEV is 6666
Sortino Ratio Rank
The Omega Ratio Rank of XPEV is 6060
Omega Ratio Rank
The Calmar Ratio Rank of XPEV is 6565
Calmar Ratio Rank
The Martin Ratio Rank of XPEV is 6666
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. XPEV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NIO Inc. (NIO) 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 NIO, currently valued at -0.45, compared to the broader market-2.000.002.004.00-0.450.54
The chart of Sortino ratio for NIO, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.291.28
The chart of Omega ratio for NIO, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.14
The chart of Calmar ratio for NIO, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.330.44
The chart of Martin ratio for NIO, currently valued at -1.14, compared to the broader market-10.000.0010.0020.00-1.142.05
NIO
XPEV

The current NIO Sharpe Ratio is -0.45, which is lower than the XPEV Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of NIO 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-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.45
0.54
NIO
XPEV

Dividends

NIO vs. XPEV - Dividend Comparison

Neither NIO nor XPEV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NIO vs. XPEV - Drawdown Comparison

The maximum NIO drawdown since its inception was -94.16%, roughly equal to the maximum XPEV drawdown of -91.12%. Use the drawdown chart below to compare losses from any high point for NIO and XPEV. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%AugustSeptemberOctoberNovemberDecember2025
-93.06%
-80.42%
NIO
XPEV

Volatility

NIO vs. XPEV - Volatility Comparison

The current volatility for NIO Inc. (NIO) is 14.14%, while XPeng Inc. (XPEV) has a volatility of 18.22%. This indicates that NIO 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.


15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
14.14%
18.22%
NIO
XPEV

Financials

NIO vs. XPEV - Financials Comparison

This section allows you to compare key financial metrics between NIO 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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