XPEV vs. EUAD
XPEV (XPeng Inc.) is a stock, while EUAD (Select STOXX Europe Aerospace & Defense ETF) is Aerospace & Defense fund tracking the STOXX Europe Total Market Aerospace & Defense Index. Over the past year, XPEV returned -37.13% vs 2.34% for EUAD. At a 0.09 correlation, their price movements are largely independent.
Performance
XPEV vs. EUAD - Performance Comparison
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Returns By Period
In the year-to-date period, XPEV achieves a -38.46% return, which is significantly lower than EUAD's -2.02% return.
XPEV
- 1D
- -2.19%
- 1M
- -19.95%
- YTD
- -38.46%
- 6M
- -36.23%
- 1Y
- -37.13%
- 3Y*
- 8.03%
- 5Y*
- -21.61%
- 10Y*
- —
EUAD
- 1D
- -1.20%
- 1M
- 3.02%
- YTD
- -2.02%
- 6M
- -2.18%
- 1Y
- 2.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XPEV vs. EUAD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XPEV XPeng Inc. | -38.46% | 71.57% | 9.24% |
EUAD Select STOXX Europe Aerospace & Defense ETF | -2.02% | 74.51% | -6.86% |
Correlation
The correlation between XPEV and EUAD is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2024 | 0.09 |
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Return for Risk
XPEV vs. EUAD — Risk / Return Rank
XPEV
EUAD
XPEV vs. EUAD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and Select STOXX Europe Aerospace & Defense ETF (EUAD). 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 | EUAD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.04 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 0.11 | -0.78 |
| Martin ratioReturn relative to average drawdown | -1.28 | 0.24 | -1.53 |
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Drawdowns
XPEV vs. EUAD - Drawdown Comparison
The maximum XPEV drawdown since its inception was -91.12%, which is greater than EUAD's maximum drawdown of -22.04%. Use the drawdown chart below to compare losses from any high point for XPEV and EUAD.
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Drawdown Indicators
| XPEV | EUAD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -22.04% | -69.08% |
Max Drawdown (1Y)Largest decline over 1 year | -55.54% | -22.04% | -33.50% |
Max Drawdown (3Y)Largest decline over 3 years | -71.65% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -88.35% | — | — |
Current DrawdownCurrent decline from peak | -82.71% | -14.50% | -68.21% |
Average DrawdownAverage peak-to-trough decline | -67.96% | -6.00% | -61.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.02% | 9.61% | +19.41% |
Volatility
XPEV vs. EUAD - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 13.92% compared to Select STOXX Europe Aerospace & Defense ETF (EUAD) at 8.12%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than EUAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPEV | EUAD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.92% | 8.12% | +5.80% |
Volatility (6M)Calculated over the trailing 6-month period | 35.24% | 24.35% | +10.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.11% | 29.21% | +25.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.54% | 29.71% | +48.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.25% | 29.71% | +53.54% |
Dividends
XPEV vs. EUAD - Dividend Comparison
XPEV has not paid dividends to shareholders, while EUAD's dividend yield for the trailing twelve months is around 0.41%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EUAD Select STOXX Europe Aerospace & Defense ETF | 0.41% | 0.40% | 0.10% |
XPEV XPeng Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XPEV and EUAD have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPEV has higher volatility (13.92%) compared to EUAD (8.12%). In terms of maximum drawdown, XPEV dropped -91.12% vs EUAD's -22.04%.
EUAD currently has the higher Sharpe Ratio (0.08 vs -0.68), 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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