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XPEV vs. NIO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

XPEV vs. NIO - Performance Comparison

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

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Returns By Period

In the year-to-date period, XPEV achieves a -11.79% return, which is significantly lower than NIO's 17.84% return.


XPEV

1D
4.01%
1M
13.01%
YTD
-11.79%
6M
-9.00%
1Y
-7.11%
3Y*
28.46%
5Y*
-13.03%
10Y*

NIO

1D
0.50%
1M
1.69%
YTD
17.84%
6M
19.48%
1Y
70.74%
3Y*
-7.36%
5Y*
-31.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPEV vs. NIO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XPEV
XPeng Inc.
-11.79%71.57%-18.99%46.78%-80.25%17.51%101.84%
NIO
NIO Inc.
17.84%16.97%-51.93%-6.97%-69.22%-35.00%145.17%

Correlation

The correlation between XPEV and NIO is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2020

0.73

The correlation between XPEV and NIO shifts across timeframes, from 0.61 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

XPEV:

$8.55B

NIO:

$14.91B

EPS

XPEV:

-$3.15

NIO:

-$3.74

PS Ratio

XPEV:

0.17

NIO:

0.14

PB Ratio

XPEV:

0.30

NIO:

3.44

Total Revenue (TTM)

XPEV:

$73.56B

NIO:

$100.51B

Gross Profit (TTM)

XPEV:

$14.61B

NIO:

$15.77B

EBITDA (TTM)

XPEV:

-$3.76B

NIO:

-$7.54B

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Return for Risk

XPEV vs. NIO — Risk / Return Rank

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

XPEV
XPEV Risk / Return Rank: 3535
Overall Rank
XPEV Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XPEV Sortino Ratio Rank: 3434
Sortino Ratio Rank
XPEV Omega Ratio Rank: 3434
Omega Ratio Rank
XPEV Calmar Ratio Rank: 3535
Calmar Ratio Rank
XPEV Martin Ratio Rank: 3535
Martin Ratio Rank

NIO
NIO Risk / Return Rank: 7070
Overall Rank
NIO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NIO Sortino Ratio Rank: 7373
Sortino Ratio Rank
NIO Omega Ratio Rank: 6767
Omega Ratio Rank
NIO Calmar Ratio Rank: 6969
Calmar Ratio Rank
NIO Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XPEV vs. NIO - Risk-Adjusted Trends Comparison

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


XPEVNIODifference

Sharpe ratio

Return per unit of total volatility

-0.13

1.13

-1.26

Sortino ratio

Return per unit of downside risk

0.21

1.90

-1.69

Omega ratio

Gain probability vs. loss probability

1.02

1.21

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.16

1.60

-1.75

Martin ratio

Return relative to average drawdown

-0.28

2.89

-3.16

XPEV vs. NIO - Sharpe Ratio Comparison

The current XPEV Sharpe Ratio is -0.13, which is lower than the NIO Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of XPEV and NIO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XPEVNIODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

1.13

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

-0.45

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

-0.01

-0.02

Drawdowns

XPEV vs. NIO - Drawdown Comparison

The maximum XPEV drawdown since its inception was -91.12%, roughly equal to the maximum NIO drawdown of -95.00%. Use the drawdown chart below to compare losses from any high point for XPEV and NIO.


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Drawdown Indicators


XPEVNIODifference

Max Drawdown

Largest peak-to-trough decline

-91.12%

-95.00%

+3.88%

Max Drawdown (1Y)

Largest decline over 1 year

-46.78%

-43.73%

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-71.65%

-79.69%

+8.04%

Max Drawdown (5Y)

Largest decline over 5 years

-88.35%

-94.10%

+5.75%

Current Drawdown

Current decline from peak

-75.21%

-90.44%

+15.23%

Average Drawdown

Average peak-to-trough decline

-67.84%

-67.84%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.69%

24.19%

+2.50%

Volatility

XPEV vs. NIO - Volatility Comparison

The current volatility for XPeng Inc. (XPEV) is 12.19%, while NIO Inc. (NIO) has a volatility of 18.54%. This indicates that XPEV experiences smaller price fluctuations and is considered to be less risky than NIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XPEVNIODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.19%

18.54%

-6.35%

Volatility (6M)

Calculated over the trailing 6-month period

36.36%

41.30%

-4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

55.19%

62.81%

-7.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.75%

71.65%

+7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.50%

86.73%

-3.23%

Dividends

XPEV vs. NIO - Dividend Comparison

Neither XPEV nor NIO has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

XPEV vs. NIO - Financials Comparison

This section allows you to compare key financial metrics between XPeng Inc. and NIO 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


0.0010.00B20.00B30.00B40.00B20222023202420252026
12.95B
25.53B
(XPEV) Total Revenue
(NIO) Total Revenue
Values in USD except per share items

XPEV vs. NIO - Profitability Comparison

The chart below illustrates the profitability comparison between XPeng Inc. and NIO Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%5.0%10.0%15.0%20.0%20222023202420252026
20.6%
19.0%
Portfolio components
XPEV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, XPeng Inc. reported a gross profit of 2.67B and revenue of 12.95B. Therefore, the gross margin over that period was 20.6%.

NIO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NIO Inc. reported a gross profit of 4.86B and revenue of 25.53B. Therefore, the gross margin over that period was 19.0%.

XPEV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, XPeng Inc. reported an operating income of -2.10B and revenue of 12.95B, resulting in an operating margin of -16.2%.

NIO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NIO Inc. reported an operating income of -308.81M and revenue of 25.53B, resulting in an operating margin of -1.2%.

XPEV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, XPeng Inc. reported a net income of -1.77B and revenue of 12.95B, resulting in a net margin of -13.7%.

NIO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NIO Inc. reported a net income of -496.01M and revenue of 25.53B, resulting in a net margin of -1.9%.


Frequently Asked Questions


XPEV and NIO have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NIO has higher volatility (18.54%) compared to XPEV (12.19%). In terms of maximum drawdown, XPEV dropped -91.12% vs NIO's -95.00%.

NIO currently has the higher Sharpe Ratio (1.13 vs -0.13), 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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