XPEV vs. ^VIX
XPEV (XPeng Inc.) is a stock, while ^VIX (CBOE Volatility Index) is an index. Over the past 5 years, XPEV returned -19.27%/yr vs 1.00%/yr for ^VIX. At a correlation of -0.27, they often move in opposite directions.
Performance
XPEV vs. ^VIX - Performance Comparison
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Returns By Period
In the year-to-date period, XPEV achieves a -36.14% return, which is significantly lower than ^VIX's 14.78% return.
XPEV
- 1D
- -0.61%
- 1M
- -10.63%
- 6M
- -40.35%
- YTD
- -36.14%
- 1Y
- -25.57%
- 3Y*
- -2.61%
- 5Y*
- -19.27%
- 10Y*
- —
^VIX
- 1D
- 14.17%
- 1M
- -2.94%
- 6M
- 13.49%
- YTD
- 14.78%
- 1Y
- 4.63%
- 3Y*
- 8.76%
- 5Y*
- 1.00%
- 10Y*
- 3.08%
XPEV vs. ^VIX - 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% |
^VIX CBOE Volatility Index | 14.78% | -13.83% | 39.36% | -42.55% | 25.84% | -24.31% | -2.23% |
Correlation
The correlation between XPEV and ^VIX is -0.24, 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 | -0.24 |
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 |
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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 | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.12 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 0.09 | -0.54 |
| Martin ratioReturn relative to average drawdown | -0.82 | 0.14 | -0.96 |
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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.
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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 | -56.93% | -51.59% | -5.34% |
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 | -82.06% | -79.25% | -2.81% |
Average DrawdownAverage peak-to-trough decline | -68.07% | -64.09% | -3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.18% | 32.36% | -1.18% |
Volatility
XPEV vs. ^VIX - Volatility Comparison
The current volatility for XPeng Inc. (XPEV) is 12.87%, while CBOE Volatility Index (^VIX) has a volatility of 34.86%. 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.
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Volatility by Period
| XPEV | ^VIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.87% | 34.86% | -21.99% |
Volatility (6M)Calculated over the trailing 6-month period | 35.36% | 92.44% | -57.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.17% | 124.55% | -69.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.52% | 127.59% | -49.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.02% | 136.48% | -53.46% |
Frequently Asked Questions
XPEV and ^VIX have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^VIX has higher volatility (34.86%) compared to XPEV (12.87%). In terms of maximum drawdown, XPEV dropped -91.12% vs ^VIX's -88.70%.
^VIX currently has the higher Sharpe Ratio (0.04 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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