XPEV vs. JEPI
XPEV (XPeng Inc.) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. Over the past 5 years, XPEV returned -20.12%/yr vs 7.39%/yr for JEPI. At a 0.23 correlation, their price movements are largely independent.
Performance
XPEV vs. JEPI - Performance Comparison
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Returns By Period
In the year-to-date period, XPEV achieves a -36.00% return, which is significantly lower than JEPI's 3.06% return.
XPEV
- 1D
- -2.19%
- 1M
- -16.15%
- 6M
- -36.74%
- YTD
- -36.00%
- 1Y
- -26.46%
- 3Y*
- -2.84%
- 5Y*
- -20.12%
- 10Y*
- —
JEPI
- 1D
- 0.19%
- 1M
- 2.19%
- 6M
- 1.64%
- YTD
- 3.06%
- 1Y
- 7.91%
- 3Y*
- 9.36%
- 5Y*
- 7.39%
- 10Y*
- —
XPEV vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XPEV XPeng Inc. | -36.00% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 85.41% |
JEPI JPMorgan Equity Premium Income ETF | 3.06% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 7.71% |
Correlation
The correlation between XPEV and JEPI is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2020 | 0.23 |
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Return for Risk
XPEV vs. JEPI — Risk / Return Rank
XPEV
JEPI
XPEV vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and JPMorgan Equity Premium Income ETF (JEPI). 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 | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.18 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.19 | -1.65 |
| Martin ratioReturn relative to average drawdown | -0.86 | 3.39 | -4.25 |
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Drawdowns
XPEV vs. JEPI - Drawdown Comparison
The maximum XPEV drawdown since its inception was -91.12%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for XPEV and JEPI.
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Drawdown Indicators
| XPEV | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -13.71% | -77.41% |
Max Drawdown (1Y)Largest decline over 1 year | -56.93% | -6.68% | -50.25% |
Max Drawdown (3Y)Largest decline over 3 years | -71.65% | -13.26% | -58.39% |
Max Drawdown (5Y)Largest decline over 5 years | -88.35% | -13.71% | -74.64% |
Current DrawdownCurrent decline from peak | -82.01% | -2.06% | -79.95% |
Average DrawdownAverage peak-to-trough decline | -68.05% | -2.14% | -65.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.81% | 2.33% | +28.48% |
Volatility
XPEV vs. JEPI - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 13.32% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.46%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPEV | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.32% | 2.46% | +10.86% |
Volatility (6M)Calculated over the trailing 6-month period | 35.53% | 6.34% | +29.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.09% | 8.02% | +47.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.52% | 11.09% | +67.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.07% | 10.76% | +72.31% |
Dividends
XPEV vs. JEPI - Dividend Comparison
XPEV has not paid dividends to shareholders, while JEPI's dividend yield for the trailing twelve months is around 8.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.07% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% |
XPEV XPeng Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XPEV and JEPI have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPEV has higher volatility (13.32%) compared to JEPI (2.46%). In terms of maximum drawdown, XPEV dropped -91.12% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (0.99 vs -0.48), 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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