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

Correlation

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.


-0.50.00.51.00.5

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.

-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
53.88%
-20.01%
XIACY
LI

Key characteristics

Sharpe Ratio

XIACY:

3.73

LI:

-0.34

Sortino Ratio

XIACY:

4.12

LI:

-0.07

Omega Ratio

XIACY:

1.52

LI:

0.99

Calmar Ratio

XIACY:

2.94

LI:

-0.36

Martin Ratio

XIACY:

18.89

LI:

-0.49

Ulcer Index

XIACY:

9.01%

LI:

45.94%

Daily Std Dev

XIACY:

45.64%

LI:

66.72%

Max Drawdown

XIACY:

-70.71%

LI:

-69.02%

Current Drawdown

XIACY:

-3.93%

LI:

-51.58%

Fundamentals

Market Cap

XIACY:

$108.19B

LI:

$23.28B

EPS

XIACY:

$0.62

LI:

$1.34

PE Ratio

XIACY:

35.05

LI:

16.86

PEG Ratio

XIACY:

1.20

LI:

1.14

Total Revenue (TTM)

XIACY:

$164.39B

LI:

$100.19B

Gross Profit (TTM)

XIACY:

$35.22B

LI:

$20.69B

EBITDA (TTM)

XIACY:

$13.19B

LI:

$4.56B

Returns By Period

In the year-to-date period, XIACY achieves a 3.48% return, which is significantly higher than LI's -5.84% return.


XIACY

YTD

3.48%

1M

16.90%

6M

114.00%

1Y

166.43%

5Y*

N/A

10Y*

N/A

LI

YTD

-5.84%

1M

-0.75%

6M

15.02%

1Y

-21.86%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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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 9696
Overall Rank
The Sharpe Ratio Rank of XIACY is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of XIACY is 9797
Sortino Ratio Rank
The Omega Ratio Rank of XIACY is 9595
Omega Ratio Rank
The Calmar Ratio Rank of XIACY is 9494
Calmar Ratio Rank
The Martin Ratio Rank of XIACY is 9797
Martin Ratio Rank

LI
The Risk-Adjusted Performance Rank of LI is 3030
Overall Rank
The Sharpe Ratio Rank of LI is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of LI is 3030
Sortino Ratio Rank
The Omega Ratio Rank of LI is 3131
Omega Ratio Rank
The Calmar Ratio Rank of LI is 2424
Calmar Ratio Rank
The Martin Ratio Rank of LI is 3737
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.


Sharpe ratio
The chart of Sharpe ratio for XIACY, currently valued at 3.73, compared to the broader market-2.000.002.004.003.73-0.34
The chart of Sortino ratio for XIACY, currently valued at 4.12, compared to the broader market-4.00-2.000.002.004.004.12-0.07
The chart of Omega ratio for XIACY, currently valued at 1.52, compared to the broader market0.501.001.502.001.520.99
The chart of Calmar ratio for XIACY, currently valued at 2.94, compared to the broader market0.002.004.006.002.94-0.36
The chart of Martin ratio for XIACY, currently valued at 18.89, compared to the broader market-10.000.0010.0020.0030.0018.89-0.49
XIACY
LI

The current XIACY Sharpe Ratio is 3.73, which is higher than the LI Sharpe Ratio of -0.34. 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
3.73
-0.34
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%AugustSeptemberOctoberNovemberDecember2025
-3.93%
-51.58%
XIACY
LI

Volatility

XIACY vs. LI - Volatility Comparison

Xiaomi Corporation (XIACY) has a higher volatility of 13.39% compared to Li Auto Inc. (LI) at 11.83%. 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.


10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
13.39%
11.83%
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
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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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