XPEV vs. ^HSI
XPEV (XPeng Inc.) is a stock, while ^HSI (Hang Seng Index) is an index. Over the past 5 years, XPEV returned -20.34%/yr vs -0.26%/yr for ^HSI. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
XPEV vs. ^HSI - Performance Comparison
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Different Trading Currencies
XPEV is traded in USD, while ^HSI is traded in HKD. To make them comparable, the ^HSI values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XPEV achieves a -35.90% return, which is significantly lower than ^HSI's 0.11% return.
XPEV
- 1D
- 0.15%
- 1M
- -0.61%
- 6M
- -27.70%
- YTD
- -35.90%
- 1Y
- -27.98%
- 3Y*
- -13.45%
- 5Y*
- -20.34%
- 10Y*
- —
- ALL TIME*
- -9.25%
^HSI
- 1D
- 0.00%
- 1M
- 10.74%
- 6M
- -5.94%
- YTD
- 0.11%
- 1Y
- 5.60%
- 3Y*
- 8.69%
- 5Y*
- -0.26%
- 10Y*
- 1.46%
- ALL TIME*
- 0.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^HSI Hang Seng Index | $8.96T | $10.08T | $10.81T |
XPEV XPeng Inc. | $76.91M | $85.61M | $102.52M |
XPEV vs. ^HSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XPEV XPeng Inc. | -35.90% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 85.41% |
^HSI Hang Seng Index | 0.11% | 27.55% | 18.27% | -13.81% | -15.60% | -14.56% | 6.79% |
Correlation
The correlation between XPEV and ^HSI is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2020 | 0.32 |
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Return for Risk
XPEV vs. ^HSI — Risk / Return Rank
XPEV
^HSI
XPEV vs. ^HSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and Hang Seng Index (^HSI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XPEV | ^HSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.05 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 0.24 | -0.74 |
| Martin ratioReturn relative to average drawdown | -0.85 | 0.61 | -1.46 |
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Drawdowns
XPEV vs. ^HSI - Drawdown Comparison
The maximum XPEV drawdown since its inception was -91.12%, which is greater than ^HSI's maximum drawdown of -65.19%. Use the drawdown chart below to compare losses from any high point for XPEV and ^HSI.
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Drawdown Indicators
| XPEV | ^HSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -65.19% | -25.93% |
Max Drawdown (1Y)Largest decline over 1 year | -56.93% | -19.31% | -37.62% |
Max Drawdown (3Y)Largest decline over 3 years | -66.07% | -23.53% | -42.54% |
Max Drawdown (5Y)Largest decline over 5 years | -88.35% | -45.40% | -42.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -55.87% | — |
Current DrawdownCurrent decline from peak | -81.99% | -22.25% | -59.74% |
Average DrawdownAverage peak-to-trough decline | -68.20% | -28.84% | -39.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.61% | 7.46% | +26.15% |
Volatility
XPEV vs. ^HSI - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 11.79% compared to Hang Seng Index (^HSI) at 5.37%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPEV | ^HSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.79% | 5.37% | +6.42% |
Volatility (6M)Calculated over the trailing 6-month period | 34.94% | 14.66% | +20.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.56% | 19.17% | +36.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.04% | 25.31% | +52.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.72% | 22.09% | +60.63% |
Frequently Asked Questions
XPEV and ^HSI have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPEV has higher volatility (11.79%) compared to ^HSI (5.37%). In terms of maximum drawdown, XPEV dropped -91.12% vs ^HSI's -65.19%.
^HSI currently has the higher Sharpe Ratio (0.24 vs -0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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