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XPEV vs. LI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between XPEV and LI is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

XPEV vs. LI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XPeng Inc. (XPEV) and Li Auto Inc. (LI). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
66.84%
26.24%
XPEV
LI

Key characteristics

Sharpe Ratio

XPEV:

-0.17

LI:

-0.50

Sortino Ratio

XPEV:

0.27

LI:

-0.39

Omega Ratio

XPEV:

1.03

LI:

0.95

Calmar Ratio

XPEV:

-0.14

LI:

-0.54

Martin Ratio

XPEV:

-0.34

LI:

-0.76

Ulcer Index

XPEV:

38.08%

LI:

44.52%

Daily Std Dev

XPEV:

73.83%

LI:

67.51%

Max Drawdown

XPEV:

-91.12%

LI:

-69.02%

Current Drawdown

XPEV:

-82.71%

LI:

-51.21%

Fundamentals

Market Cap

XPEV:

$11.74B

LI:

$23.27B

EPS

XPEV:

-$1.21

LI:

$1.32

Total Revenue (TTM)

XPEV:

$37.81B

LI:

$141.92B

Gross Profit (TTM)

XPEV:

$4.33B

LI:

$30.47B

EBITDA (TTM)

XPEV:

-$5.94B

LI:

$8.05B

Returns By Period

In the year-to-date period, XPEV achieves a -14.46% return, which is significantly higher than LI's -39.19% return.


XPEV

YTD

-14.46%

1M

-4.07%

6M

66.84%

1Y

-15.62%

5Y*

N/A

10Y*

N/A

LI

YTD

-39.19%

1M

-0.96%

6M

24.03%

1Y

-35.47%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

XPEV vs. LI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and Li Auto Inc. (LI). 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.


Sharpe ratio
The chart of Sharpe ratio for XPEV, currently valued at -0.17, compared to the broader market-4.00-2.000.002.00-0.17-0.50
The chart of Sortino ratio for XPEV, currently valued at 0.27, compared to the broader market-4.00-2.000.002.004.000.27-0.39
The chart of Omega ratio for XPEV, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.95
The chart of Calmar ratio for XPEV, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.14-0.54
The chart of Martin ratio for XPEV, currently valued at -0.34, compared to the broader market0.0010.0020.00-0.34-0.76
XPEV
LI

The current XPEV Sharpe Ratio is -0.17, which is higher than the LI Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of XPEV and LI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovemberDecember
-0.17
-0.50
XPEV
LI

Dividends

XPEV vs. LI - Dividend Comparison

Neither XPEV nor LI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XPEV vs. LI - Drawdown Comparison

The maximum XPEV drawdown since its inception was -91.12%, which is greater than LI's maximum drawdown of -69.02%. Use the drawdown chart below to compare losses from any high point for XPEV and LI. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-82.71%
-51.21%
XPEV
LI

Volatility

XPEV vs. LI - Volatility Comparison

XPeng Inc. (XPEV) has a higher volatility of 18.96% compared to Li Auto Inc. (LI) at 13.88%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than LI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.96%
13.88%
XPEV
LI

Financials

XPEV vs. LI - Financials Comparison

This section allows you to compare key financial metrics between XPeng Inc. and Li Auto Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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