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

Correlation

The correlation between XIACY and LI is 0.25, 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

XIACY vs. LI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

XIACY:

2.87

LI:

0.23

Sortino Ratio

XIACY:

3.20

LI:

0.66

Omega Ratio

XIACY:

1.41

LI:

1.08

Calmar Ratio

XIACY:

3.51

LI:

0.15

Martin Ratio

XIACY:

13.09

LI:

0.42

Ulcer Index

XIACY:

12.21%

LI:

21.93%

Daily Std Dev

XIACY:

54.80%

LI:

62.97%

Max Drawdown

XIACY:

-70.71%

LI:

-69.02%

Current Drawdown

XIACY:

-15.25%

LI:

-38.22%

Fundamentals

Market Cap

XIACY:

$169.34B

LI:

$29.39B

EPS

XIACY:

$0.65

LI:

$1.05

PE Ratio

XIACY:

50.00

LI:

27.45

PEG Ratio

XIACY:

1.43

LI:

0.96

PS Ratio

XIACY:

0.46

LI:

0.20

PB Ratio

XIACY:

6.43

LI:

2.97

Total Revenue (TTM)

XIACY:

$181.39B

LI:

$163.10B

Gross Profit (TTM)

XIACY:

$37.28B

LI:

$33.34B

EBITDA (TTM)

XIACY:

$13.02B

LI:

$13.01B

Returns By Period

In the year-to-date period, XIACY achieves a 48.67% return, which is significantly higher than LI's 20.13% return.


XIACY

YTD

48.67%

1M

22.18%

6M

81.45%

1Y

153.91%

5Y*

N/A

10Y*

N/A

LI

YTD

20.13%

1M

24.65%

6M

26.85%

1Y

15.79%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

XIACY vs. LI — Risk-Adjusted Performance Rank

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

XIACY
The Risk-Adjusted Performance Rank of XIACY is 9797
Overall Rank
The Sharpe Ratio Rank of XIACY is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of XIACY is 9696
Sortino Ratio Rank
The Omega Ratio Rank of XIACY is 9494
Omega Ratio Rank
The Calmar Ratio Rank of XIACY is 9898
Calmar Ratio Rank
The Martin Ratio Rank of XIACY is 9797
Martin Ratio Rank

LI
The Risk-Adjusted Performance Rank of LI is 5757
Overall Rank
The Sharpe Ratio Rank of LI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of LI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of LI is 5454
Omega Ratio Rank
The Calmar Ratio Rank of LI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of LI is 5656
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.

XIACY vs. LI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xiaomi Corporation (XIACY) 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 current XIACY Sharpe Ratio is 2.87, which is higher than the LI Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of XIACY 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.


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Dividends

XIACY vs. LI - Dividend Comparison

Neither XIACY nor LI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XIACY vs. LI - Drawdown Comparison

The maximum XIACY drawdown since its inception was -70.71%, roughly equal to the maximum LI drawdown of -69.02%. Use the drawdown chart below to compare losses from any high point for XIACY and LI. For additional features, visit the drawdowns tool.


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Volatility

XIACY vs. LI - Volatility Comparison

Xiaomi Corporation (XIACY) has a higher volatility of 15.93% compared to Li Auto Inc. (LI) at 9.17%. This indicates that XIACY'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.


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Financials

XIACY vs. LI - Financials Comparison

This section allows you to compare key financial metrics between Xiaomi Corporation 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


0.0020.00B40.00B60.00B80.00B100.00B20212022202320242025
92.51B
44.27B
(XIACY) Total Revenue
(LI) Total Revenue
Values in USD except per share items