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 -14.65%/yr vs 7.37%/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 -17.11% return, which is significantly lower than JEPI's 0.69% return.
XPEV
- 1D
- -3.72%
- 1M
- 6.26%
- YTD
- -17.11%
- 6M
- -13.79%
- 1Y
- -17.48%
- 3Y*
- 25.77%
- 5Y*
- -14.65%
- 10Y*
- —
JEPI
- 1D
- 0.54%
- 1M
- -0.71%
- YTD
- 0.69%
- 6M
- 1.05%
- 1Y
- 8.25%
- 3Y*
- 9.05%
- 5Y*
- 7.37%
- 10Y*
- —
XPEV vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XPEV XPeng Inc. | -17.11% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 101.84% |
JEPI JPMorgan Equity Premium Income ETF | 0.69% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 7.83% |
Correlation
The correlation between XPEV and JEPI is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 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.
| XPEV | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.19 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.24 | -1.61 |
| Martin ratioReturn relative to average drawdown | -0.65 | 3.96 | -4.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XPEV | JEPI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | 1.05 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.67 | -0.86 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 1.02 | -1.07 |
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 | -46.78% | -6.68% | -40.10% |
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 | -76.71% | -4.31% | -72.40% |
Average DrawdownAverage peak-to-trough decline | -67.85% | -2.12% | -65.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.91% | 2.08% | +24.83% |
Volatility
XPEV vs. JEPI - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 13.17% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.46%. 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 | 13.17% | 1.46% | +11.71% |
Volatility (6M)Calculated over the trailing 6-month period | 35.64% | 6.10% | +29.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.33% | 7.87% | +47.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.76% | 11.06% | +67.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.46% | 10.80% | +72.66% |
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 8.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 8.23% | 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 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPEV has higher volatility (13.17%) compared to JEPI (1.46%). In terms of maximum drawdown, XPEV dropped -91.12% vs JEPI's -13.71%.
JEPI currently has the higher Sharpe Ratio (1.05 vs -0.32), 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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