XPEV vs. ^VIX
XPEV (XPeng Inc.) is a stock, while ^VIX (CBOE Volatility Index) is an index. Over the past 5 years, XPEV returned -20.80%/yr vs 4.06%/yr for ^VIX. At a correlation of -0.27, they often move in opposite directions.
Performance
XPEV vs. ^VIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XPEV achieves a -37.08% return, which is significantly lower than ^VIX's 30.37% return.
XPEV
- 1D
- -4.42%
- 1M
- -18.15%
- YTD
- -37.08%
- 6M
- -35.23%
- 1Y
- -33.44%
- 3Y*
- 8.83%
- 5Y*
- -20.80%
- 10Y*
- —
^VIX
- 1D
- 12.79%
- 1M
- 16.71%
- YTD
- 30.37%
- 6M
- 39.21%
- 1Y
- -1.71%
- 3Y*
- 13.19%
- 5Y*
- 4.06%
- 10Y*
- -2.75%
XPEV vs. ^VIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XPEV XPeng Inc. | -37.08% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 85.41% |
^VIX CBOE Volatility Index | 30.37% | -13.83% | 39.36% | -42.55% | 25.84% | -24.31% | -2.23% |
Correlation
The correlation between XPEV and ^VIX is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.27 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2020 | -0.27 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XPEV vs. ^VIX — Risk / Return Rank
XPEV
^VIX
XPEV vs. ^VIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and CBOE Volatility Index (^VIX). 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 | ^VIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.11 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | -0.03 | -0.58 |
| Martin ratioReturn relative to average drawdown | -1.16 | -0.06 | -1.11 |
Loading charts...
Drawdowns
XPEV vs. ^VIX - Drawdown Comparison
The maximum XPEV drawdown since its inception was -91.12%, roughly equal to the maximum ^VIX drawdown of -88.70%. Use the drawdown chart below to compare losses from any high point for XPEV and ^VIX.
Loading charts...
Drawdown Indicators
| XPEV | ^VIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -88.70% | -2.42% |
Max Drawdown (1Y)Largest decline over 1 year | -54.54% | -50.66% | -3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -71.65% | -74.26% | +2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -88.35% | -74.26% | -14.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -85.66% | — |
Current DrawdownCurrent decline from peak | -82.32% | -76.43% | -5.89% |
Average DrawdownAverage peak-to-trough decline | -67.95% | -64.07% | -3.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.81% | 30.70% | -1.89% |
Volatility
XPEV vs. ^VIX - Volatility Comparison
The current volatility for XPeng Inc. (XPEV) is 13.89%, while CBOE Volatility Index (^VIX) has a volatility of 49.16%. This indicates that XPEV experiences smaller price fluctuations and is considered to be less risky than ^VIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XPEV | ^VIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.89% | 49.16% | -35.27% |
Volatility (6M)Calculated over the trailing 6-month period | 35.87% | 91.13% | -55.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.28% | 124.01% | -68.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.54% | 127.78% | -49.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.28% | 136.67% | -53.39% |
Frequently Asked Questions
XPEV and ^VIX have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^VIX has higher volatility (49.16%) compared to XPEV (13.89%). In terms of maximum drawdown, XPEV dropped -91.12% vs ^VIX's -88.70%.
^VIX currently has the higher Sharpe Ratio (-0.01 vs -0.61), 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.
Find the right allocation for XPEV and ^VIX
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