XPEV vs. ^VIX
Compare and contrast key facts about XPeng Inc. (XPEV) and CBOE Volatility Index (^VIX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XPEV or ^VIX.
Key characteristics
| XPEV | ^VIX | |
|---|---|---|
| YTD Return | -8.50% | 12.61% |
| 1Y Return | -21.47% | -0.99% |
| 3Y Return (Ann) | -35.04% | -4.71% |
| Sharpe Ratio | -0.20 | 0.09 |
| Sortino Ratio | 0.23 | 1.16 |
| Omega Ratio | 1.02 | 1.14 |
| Calmar Ratio | -0.16 | 0.12 |
| Martin Ratio | -0.30 | 0.32 |
| Ulcer Index | 48.51% | 33.14% |
| Daily Std Dev | 74.48% | 119.90% |
| Max Drawdown | -91.12% | -88.70% |
| Current Drawdown | -81.50% | -83.05% |
Correlation
The correlation between XPEV and ^VIX is -0.29. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
XPEV vs. ^VIX - Performance Comparison
In the year-to-date period, XPEV achieves a -8.50% return, which is significantly lower than ^VIX's 12.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XPEV vs. ^VIX - Risk-Adjusted Performance 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.
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. For additional features, visit the drawdowns tool.
Volatility
XPEV vs. ^VIX - Volatility Comparison
The current volatility for XPeng Inc. (XPEV) is 27.16%, while CBOE Volatility Index (^VIX) has a volatility of 31.87%. 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.