PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
XIACY vs. LI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.

-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
42.25%
5.71%
XIACY
LI

Returns By Period

In the year-to-date period, XIACY achieves a 78.75% return, which is significantly higher than LI's -38.69% return.


XIACY

YTD

78.75%

1M

22.59%

6M

39.93%

1Y

80.19%

5Y (annualized)

N/A

10Y (annualized)

N/A

LI

YTD

-38.69%

1M

-9.11%

6M

-7.79%

1Y

-43.75%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


XIACYLI
Market Cap$94.01B$24.63B
EPS$0.50$1.33
PE Ratio36.0217.00
PEG Ratio1.561.37
Total Revenue (TTM)$237.64B$88.99B
Gross Profit (TTM)$50.84B$17.64B
EBITDA (TTM)$17.34B$1.93B

Key characteristics


XIACYLI
Sharpe Ratio1.42-0.61
Sortino Ratio2.08-0.64
Omega Ratio1.260.92
Calmar Ratio1.10-0.66
Martin Ratio5.07-0.95
Ulcer Index12.57%43.03%
Daily Std Dev44.95%67.05%
Max Drawdown-70.71%-69.02%
Current Drawdown-4.01%-50.80%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.5

The correlation between XIACY and LI is 0.49, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for XIACY, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.001.82-0.61
The chart of Sortino ratio for XIACY, currently valued at 2.54, compared to the broader market-4.00-2.000.002.004.002.54-0.64
The chart of Omega ratio for XIACY, currently valued at 1.31, compared to the broader market0.501.001.502.001.310.92
The chart of Calmar ratio for XIACY, currently valued at 1.38, compared to the broader market0.002.004.006.001.38-0.66
The chart of Martin ratio for XIACY, currently valued at 6.38, compared to the broader market0.0010.0020.0030.006.38-0.95
XIACY
LI

The current XIACY Sharpe Ratio is 1.42, which is higher than the LI Sharpe Ratio of -0.61. 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.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.82
-0.61
XIACY
LI

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.01%
-50.80%
XIACY
LI

Volatility

XIACY vs. LI - Volatility Comparison

The current volatility for Xiaomi Corporation (XIACY) is 10.79%, while Li Auto Inc. (LI) has a volatility of 21.52%. This indicates that XIACY experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
10.79%
21.52%
XIACY
LI

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


Values in USD except per share items