XPEV vs. HJPSX
XPEV (XPeng Inc.) is a stock, while HJPSX (Hennessy Japan Small Cap Fund) is Japan Equities fund managed by Hennessy. Over the past 5 years, XPEV returned -18.98%/yr vs 8.15%/yr for HJPSX. At a 0.26 correlation, their price movements are largely independent.
Performance
XPEV vs. HJPSX - Performance Comparison
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Returns By Period
In the year-to-date period, XPEV achieves a -28.55% return, which is significantly lower than HJPSX's 12.79% return.
XPEV
- 1D
- 0.21%
- 1M
- -7.23%
- YTD
- -28.55%
- 6M
- -23.70%
- 1Y
- -20.30%
- 3Y*
- 12.09%
- 5Y*
- -18.98%
- 10Y*
- —
HJPSX
- 1D
- 1.71%
- 1M
- -1.79%
- YTD
- 12.79%
- 6M
- 15.92%
- 1Y
- 30.46%
- 3Y*
- 18.80%
- 5Y*
- 8.15%
- 10Y*
- 10.57%
XPEV vs. HJPSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XPEV XPeng Inc. | -28.55% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 85.41% |
HJPSX Hennessy Japan Small Cap Fund | 12.79% | 29.02% | 8.24% | 16.30% | -16.35% | -4.64% | 19.74% |
Correlation
The correlation between XPEV and HJPSX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2020 | 0.26 |
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Return for Risk
XPEV vs. HJPSX — Risk / Return Rank
XPEV
HJPSX
XPEV vs. HJPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and Hennessy Japan Small Cap Fund (HJPSX). 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 | HJPSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.71 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.30 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 2.02 | -2.53 |
| Martin ratioReturn relative to average drawdown | -0.89 | 6.15 | -7.04 |
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Drawdowns
XPEV vs. HJPSX - Drawdown Comparison
The maximum XPEV drawdown since its inception was -91.12%, which is greater than HJPSX's maximum drawdown of -47.91%. Use the drawdown chart below to compare losses from any high point for XPEV and HJPSX.
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Drawdown Indicators
| XPEV | HJPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -47.91% | -43.21% |
Max Drawdown (1Y)Largest decline over 1 year | -48.49% | -14.77% | -33.72% |
Max Drawdown (3Y)Largest decline over 3 years | -71.65% | -14.77% | -56.88% |
Max Drawdown (5Y)Largest decline over 5 years | -88.35% | -33.24% | -55.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | -79.92% | -4.60% | -75.32% |
Average DrawdownAverage peak-to-trough decline | -67.89% | -10.05% | -57.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.68% | 4.83% | +22.85% |
Volatility
XPEV vs. HJPSX - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 14.02% compared to Hennessy Japan Small Cap Fund (HJPSX) at 4.08%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than HJPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPEV | HJPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.02% | 4.08% | +9.94% |
Volatility (6M)Calculated over the trailing 6-month period | 35.62% | 13.52% | +22.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.48% | 17.47% | +38.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.68% | 17.27% | +61.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.39% | 17.75% | +65.64% |
Dividends
XPEV vs. HJPSX - Dividend Comparison
XPEV has not paid dividends to shareholders, while HJPSX's dividend yield for the trailing twelve months is around 11.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HJPSX Hennessy Japan Small Cap Fund | 11.74% | 13.25% | 3.64% | 0.85% | 0.61% | 0.43% | 0.23% | 1.30% | 3.46% | 2.09% | 2.03% | 3.34% |
XPEV XPeng Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XPEV and HJPSX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPEV has higher volatility (14.02%) compared to HJPSX (4.08%). In terms of maximum drawdown, XPEV dropped -91.12% vs HJPSX's -47.91%.
HJPSX currently has the higher Sharpe Ratio (1.71 vs -0.45), 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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