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

Correlation

The correlation between RIVN and NIO is 0.56, 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.


-0.50.00.51.00.6

Performance

RIVN vs. NIO - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
26.41%
1.64%
RIVN
NIO

Key characteristics

Sharpe Ratio

RIVN:

-0.60

NIO:

-0.71

Sortino Ratio

RIVN:

-0.58

NIO:

-0.92

Omega Ratio

RIVN:

0.93

NIO:

0.90

Calmar Ratio

RIVN:

-0.47

NIO:

-0.53

Martin Ratio

RIVN:

-0.93

NIO:

-1.09

Ulcer Index

RIVN:

48.56%

NIO:

46.08%

Daily Std Dev

RIVN:

75.29%

NIO:

70.93%

Max Drawdown

RIVN:

-95.12%

NIO:

-94.16%

Current Drawdown

RIVN:

-92.41%

NIO:

-93.00%

Fundamentals

Market Cap

RIVN:

$15.00B

NIO:

$9.75B

EPS

RIVN:

-$5.60

NIO:

-$1.50

Total Revenue (TTM)

RIVN:

$4.55B

NIO:

$63.47B

Gross Profit (TTM)

RIVN:

-$2.05B

NIO:

$5.87B

EBITDA (TTM)

RIVN:

-$4.13B

NIO:

-$14.68B

Returns By Period

In the year-to-date period, RIVN achieves a -44.33% return, which is significantly higher than NIO's -51.49% return.


RIVN

YTD

-44.33%

1M

29.69%

6M

18.51%

1Y

-46.37%

5Y*

N/A

10Y*

N/A

NIO

YTD

-51.49%

1M

-4.97%

6M

1.62%

1Y

-44.44%

5Y*

10.37%

10Y*

N/A

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Risk-Adjusted Performance

RIVN vs. NIO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rivian Automotive, Inc. (RIVN) and NIO Inc. (NIO). 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 RIVN, currently valued at -0.62, compared to the broader market-4.00-2.000.002.00-0.62-0.71
The chart of Sortino ratio for RIVN, currently valued at -0.62, compared to the broader market-4.00-2.000.002.004.00-0.62-0.92
The chart of Omega ratio for RIVN, currently valued at 0.92, compared to the broader market0.501.001.502.000.920.90
The chart of Calmar ratio for RIVN, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.49-0.55
The chart of Martin ratio for RIVN, currently valued at -0.98, compared to the broader market0.0010.0020.00-0.98-1.09
RIVN
NIO

The current RIVN Sharpe Ratio is -0.60, which is comparable to the NIO Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of RIVN and NIO, 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-1.20-1.00-0.80-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovemberDecember
-0.62
-0.71
RIVN
NIO

Dividends

RIVN vs. NIO - Dividend Comparison

Neither RIVN nor NIO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RIVN vs. NIO - Drawdown Comparison

The maximum RIVN drawdown since its inception was -95.12%, roughly equal to the maximum NIO drawdown of -94.16%. Use the drawdown chart below to compare losses from any high point for RIVN and NIO. For additional features, visit the drawdowns tool.


-94.00%-92.00%-90.00%-88.00%-86.00%-84.00%JulyAugustSeptemberOctoberNovemberDecember
-92.41%
-89.69%
RIVN
NIO

Volatility

RIVN vs. NIO - Volatility Comparison

Rivian Automotive, Inc. (RIVN) has a higher volatility of 23.95% compared to NIO Inc. (NIO) at 19.96%. This indicates that RIVN's price experiences larger fluctuations and is considered to be riskier than NIO 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
23.95%
19.96%
RIVN
NIO

Financials

RIVN vs. NIO - Financials Comparison

This section allows you to compare key financial metrics between Rivian Automotive, Inc. and NIO 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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