XPEV vs. ^VIX

In the year-to-date period, XPEV achieves a 74.87% return, which is significantly higher than ^VIX's -0.63% return.

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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.

The current XPEV Sharpe Ratio is 2.02, which is higher than the ^VIX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of XPEV and ^VIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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. For additional features, visit the drawdowns tool.

The current volatility for XPeng Inc. (XPEV) is 15.83%, while CBOE Volatility Index (^VIX) has a volatility of 29.68%. 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.