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

Correlation

The correlation between XPEV and LI is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

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.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-0.47%
27.81%
XPEV
LI

Key characteristics

Sharpe Ratio

XPEV:

2.36

LI:

-0.32

Sortino Ratio

XPEV:

2.87

LI:

-0.05

Omega Ratio

XPEV:

1.32

LI:

0.99

Calmar Ratio

XPEV:

1.96

LI:

-0.33

Martin Ratio

XPEV:

12.30

LI:

-0.72

Ulcer Index

XPEV:

14.50%

LI:

28.04%

Daily Std Dev

XPEV:

75.50%

LI:

63.82%

Max Drawdown

XPEV:

-91.12%

LI:

-69.02%

Current Drawdown

XPEV:

-70.74%

LI:

-46.90%

Fundamentals

Market Cap

XPEV:

$20.25B

LI:

$26.76B

EPS

XPEV:

-$0.84

LI:

$1.04

Total Revenue (TTM)

XPEV:

$18.21B

LI:

$118.83B

Gross Profit (TTM)

XPEV:

$2.68B

LI:

$24.37B

EBITDA (TTM)

XPEV:

-$2.96B

LI:

$8.85B

Returns By Period

In the year-to-date period, XPEV achieves a 78.68% return, which is significantly higher than LI's 3.25% return.


XPEV

YTD

78.68%

1M

4.45%

6M

70.32%

1Y

184.25%

5Y*

N/A

10Y*

N/A

LI

YTD

3.25%

1M

-10.48%

6M

-14.05%

1Y

-18.17%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

XPEV vs. LI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XPEV
The Risk-Adjusted Performance Rank of XPEV is 9494
Overall Rank
The Sharpe Ratio Rank of XPEV is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of XPEV is 9494
Sortino Ratio Rank
The Omega Ratio Rank of XPEV is 9090
Omega Ratio Rank
The Calmar Ratio Rank of XPEV is 9393
Calmar Ratio Rank
The Martin Ratio Rank of XPEV is 9696
Martin Ratio Rank

LI
The Risk-Adjusted Performance Rank of LI is 3838
Overall Rank
The Sharpe Ratio Rank of LI is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of LI is 3939
Sortino Ratio Rank
The Omega Ratio Rank of LI is 3939
Omega Ratio Rank
The Calmar Ratio Rank of LI is 3434
Calmar Ratio Rank
The Martin Ratio Rank of LI is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 2.36, compared to the broader market-2.00-1.000.001.002.003.00
XPEV: 2.36
LI: -0.32
The chart of Sortino ratio for XPEV, currently valued at 2.87, compared to the broader market-6.00-4.00-2.000.002.004.00
XPEV: 2.87
LI: -0.05
The chart of Omega ratio for XPEV, currently valued at 1.32, compared to the broader market0.501.001.502.00
XPEV: 1.32
LI: 0.99
The chart of Calmar ratio for XPEV, currently valued at 1.96, compared to the broader market0.001.002.003.004.005.00
XPEV: 1.96
LI: -0.33
The chart of Martin ratio for XPEV, currently valued at 12.30, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
XPEV: 12.30
LI: -0.72

The current XPEV Sharpe Ratio is 2.36, which is higher than the LI Sharpe Ratio of -0.32. 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
2.36
-0.32
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%NovemberDecember2025FebruaryMarchApril
-70.74%
-46.90%
XPEV
LI

Volatility

XPEV vs. LI - Volatility Comparison

XPeng Inc. (XPEV) has a higher volatility of 23.81% compared to Li Auto Inc. (LI) at 13.68%. 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%NovemberDecember2025FebruaryMarchApril
23.81%
13.68%
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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