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XPEV vs. ^VIX
Performance
Return for Risk
Drawdowns
Volatility

Performance

XPEV vs. ^VIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XPeng Inc. (XPEV) and CBOE Volatility Index (^VIX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPEV vs. ^VIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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Return for Risk

XPEV vs. ^VIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XPEV
XPEV Risk / Return Rank: 1818
Overall Rank
XPEV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XPEV Sortino Ratio Rank: 1717
Sortino Ratio Rank
XPEV Omega Ratio Rank: 1919
Omega Ratio Rank
XPEV Calmar Ratio Rank: 2020
Calmar Ratio Rank
XPEV Martin Ratio Rank: 1616
Martin Ratio Rank

^VIX
^VIX Risk / Return Rank: 1717
Overall Rank
^VIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
^VIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
^VIX Omega Ratio Rank: 2626
Omega Ratio Rank
^VIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
^VIX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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^VIXDifference
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

XPEV vs. ^VIX - Sharpe Ratio Comparison

The current XPEV Sharpe Ratio is -0.61, which is lower than the ^VIX Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of XPEV and ^VIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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^VIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-82.32%

-76.43%

-5.89%

Average Drawdown

Average peak-to-trough decline

-67.95%

-64.07%

-3.88%

Ulcer Index

Depth 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.


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Volatility by Period


XPEV^VIXDifference

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.

Portfolio Optimizer

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.

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