XPEV vs. ^HSI
XPEV (XPeng Inc.) is a stock, while ^HSI (Hang Seng Index) is an index. Over the past 5 years, XPEV returned -19.27%/yr vs -2.93%/yr for ^HSI. At a 0.31 correlation, their price movements are largely independent.
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 -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%
XPEV vs. ^HSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
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 | -0.48 | ||
| 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 |
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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 | -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 DrawdownCurrent decline from peak | -82.06% | -27.28% | -54.78% |
Average DrawdownAverage peak-to-trough decline | -68.07% | -28.76% | -39.31% |
Ulcer IndexDepth 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 | ^HSI | Difference | |
|---|---|---|---|
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.
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