XPEV vs. ^VIX
XPEV (XPeng Inc.) is a stock, while ^VIX (CBOE Volatility Index) is an index. Over the past 5 years, XPEV returned -22.34%/yr vs -2.47%/yr for ^VIX. Their -0.27 correlation means they have often moved in opposite directions in the past.
Performance
XPEV vs. ^VIX - Performance Comparison
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Returns By Period
In the year-to-date period, XPEV achieves a -39.00% return, which is significantly lower than ^VIX's 6.09% return.
XPEV
- 1D
- -4.85%
- 1M
- -5.43%
- 6M
- -24.98%
- YTD
- -39.00%
- 1Y
- -31.47%
- 3Y*
- -12.27%
- 5Y*
- -22.34%
- 10Y*
- —
- ALL TIME*
- -9.99%
^VIX
- 1D
- -0.81%
- 1M
- -1.80%
- 6M
- -2.94%
- YTD
- 6.09%
- 1Y
- -22.18%
- 3Y*
- -2.48%
- 5Y*
- -2.47%
- 10Y*
- 3.37%
- ALL TIME*
- -0.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
XPEV XPeng Inc. | $80.50M | $84.19M | $104.50M |
XPEV vs. ^VIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XPEV XPeng Inc. | -39.00% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 85.41% |
^VIX CBOE Volatility Index | 6.09% | -13.83% | 39.36% | -42.55% | 25.84% | -24.31% | -2.23% |
Correlation
The correlation between XPEV and ^VIX is -0.24, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.24 |
Correlation (3Y) Balances recent behavior with more history. | -0.22 |
Correlation (5Y) Shows whether the relationship held over a longer 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 | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.07 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.43 | -0.12 |
| Martin ratioReturn relative to average drawdown | -0.93 | -0.67 | -0.26 |
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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 | -65.36% | -74.26% | +8.90% |
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 | -82.86% | -80.82% | -2.04% |
Average DrawdownAverage peak-to-trough decline | -68.21% | -64.12% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.79% | 32.95% | +0.84% |
Volatility
XPEV vs. ^VIX - Volatility Comparison
The current volatility for XPeng Inc. (XPEV) is 12.18%, while CBOE Volatility Index (^VIX) has a volatility of 37.00%. 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 | 12.18% | 37.00% | -24.82% |
Volatility (6M)Calculated over the trailing 6-month period | 35.12% | 92.00% | -56.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.86% | 125.83% | -69.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.03% | 127.52% | -49.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.72% | 136.73% | -54.01% |
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 (37.00%) compared to XPEV (12.18%). In terms of maximum drawdown, XPEV dropped -91.12% vs ^VIX's -88.70%.
^VIX currently has the higher Sharpe Ratio (-0.18 vs -0.57), 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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