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XPEV vs. ^HSI
Performance
Return for Risk
Drawdowns
Volatility

Performance

XPEV vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XPeng Inc. (XPEV) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

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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 -36.14% return, which is significantly lower than ^HSI's -6.38% return.


XPEV

1D
-0.61%
1M
-10.63%
6M
-40.35%
YTD
-36.14%
1Y
-25.57%
3Y*
-2.61%
5Y*
-19.27%
10Y*

^HSI

1D
0.00%
1M
-2.26%
6M
-9.65%
YTD
-6.38%
1Y
0.27%
3Y*
7.47%
5Y*
-2.93%
10Y*
0.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPEV vs. ^HSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XPEV
XPeng Inc.
-36.14%71.57%-18.99%46.78%-80.25%17.51%85.41%
^HSI
Hang Seng Index
-6.38%27.55%18.27%-13.81%-15.60%-14.56%6.79%

Correlation

The correlation between XPEV and ^HSI is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2020

0.31

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Return for Risk

XPEV vs. ^HSI — Risk / Return Rank

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

XPEV
XPEV Risk / Return Rank: 2727
Overall Rank
XPEV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XPEV Sortino Ratio Rank: 2525
Sortino Ratio Rank
XPEV Omega Ratio Rank: 2626
Omega Ratio Rank
XPEV Calmar Ratio Rank: 3030
Calmar Ratio Rank
XPEV Martin Ratio Rank: 2929
Martin Ratio Rank

^HSI
^HSI Risk / Return Rank: 66
Overall Rank
^HSI Sharpe Ratio Rank: 77
Sharpe Ratio Rank
^HSI Sortino Ratio Rank: 44
Sortino Ratio Rank
^HSI Omega Ratio Rank: 44
Omega Ratio Rank
^HSI Calmar Ratio Rank: 77
Calmar Ratio Rank
^HSI Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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^HSIDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

0.96

1.02

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.45

0.01

-0.47

Martin ratioReturn relative to average drawdown

-0.82

0.04

-0.86

XPEV vs. ^HSI - Sharpe Ratio Comparison

The current XPEV Sharpe Ratio is -0.47, which is lower than the ^HSI Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of XPEV and ^HSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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^HSIDifference

Max Drawdown

Largest 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

-71.65%

-25.67%

-45.98%

Max Drawdown (5Y)

Largest decline over 5 years

-88.35%

-48.10%

-40.25%

Max Drawdown (10Y)

Largest decline over 10 years

-55.87%

Current Drawdown

Current decline from peak

-82.06%

-27.28%

-54.78%

Average Drawdown

Average peak-to-trough decline

-68.07%

-28.76%

-39.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.18%

7.03%

+24.15%

Volatility

XPEV vs. ^HSI - Volatility Comparison

XPeng Inc. (XPEV) has a higher volatility of 12.87% compared to Hang Seng Index (^HSI) at 6.06%. 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^HSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.87%

6.06%

+6.81%

Volatility (6M)

Calculated over the trailing 6-month period

35.36%

14.22%

+21.14%

Volatility (1Y)

Calculated over the trailing 1-year period

55.17%

18.95%

+36.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.52%

25.49%

+53.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.02%

22.05%

+60.97%

Frequently Asked Questions


XPEV and ^HSI have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XPEV has higher volatility (12.87%) compared to ^HSI (6.06%). In terms of maximum drawdown, XPEV dropped -91.12% vs ^HSI's -65.19%.

^HSI currently has the higher Sharpe Ratio (0.01 vs -0.47), 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.

Portfolio Optimizer

Find the right allocation for XPEV and ^HSI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer