XPEV vs. NVDY
XPEV (XPeng Inc.) is a stock, while NVDY (YieldMax NVDA Option Income Strategy ETF) is Derivative Income fund actively managed by YieldMax. Over the past 3 years, XPEV returned 25.77%/yr vs 55.07%/yr for NVDY. At a 0.16 correlation, their price movements are largely independent.
Performance
XPEV vs. NVDY - 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 NVDY's 14.49% return.
XPEV
- 1D
- -3.72%
- 1M
- 6.26%
- YTD
- -17.11%
- 6M
- -13.79%
- 1Y
- -17.48%
- 3Y*
- 25.77%
- 5Y*
- -14.65%
- 10Y*
- —
NVDY
- 1D
- 1.27%
- 1M
- 7.84%
- YTD
- 14.49%
- 6M
- 17.01%
- 1Y
- 47.85%
- 3Y*
- 55.07%
- 5Y*
- —
- 10Y*
- —
XPEV vs. NVDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XPEV XPeng Inc. | -17.11% | 71.57% | -18.99% | 35.72% |
NVDY YieldMax NVDA Option Income Strategy ETF | 14.49% | 27.38% | 114.23% | 42.02% |
Correlation
The correlation between XPEV and NVDY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 12, 2023 | 0.16 |
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Return for Risk
XPEV vs. NVDY — Risk / Return Rank
XPEV
NVDY
XPEV vs. NVDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and YieldMax NVDA Option Income Strategy ETF (NVDY). 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 | NVDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.29 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 3.75 | -4.13 |
| Martin ratioReturn relative to average drawdown | -0.65 | 9.22 | -9.87 |
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 | NVDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | 1.76 | -2.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 1.65 | -1.70 |
Drawdowns
XPEV vs. NVDY - Drawdown Comparison
The maximum XPEV drawdown since its inception was -91.12%, which is greater than NVDY's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for XPEV and NVDY.
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Drawdown Indicators
| XPEV | NVDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -34.08% | -57.04% |
Max Drawdown (1Y)Largest decline over 1 year | -46.78% | -12.81% | -33.97% |
Max Drawdown (3Y)Largest decline over 3 years | -71.65% | -34.08% | -37.57% |
Max Drawdown (5Y)Largest decline over 5 years | -88.35% | — | — |
Current DrawdownCurrent decline from peak | -76.71% | -5.47% | -71.24% |
Average DrawdownAverage peak-to-trough decline | -67.85% | -6.15% | -61.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.91% | 5.21% | +21.70% |
Volatility
XPEV vs. NVDY - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 13.17% compared to YieldMax NVDA Option Income Strategy ETF (NVDY) at 9.43%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPEV | NVDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.17% | 9.43% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 35.64% | 20.71% | +14.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.33% | 27.33% | +28.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.76% | 38.22% | +40.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.46% | 38.22% | +45.24% |
Dividends
XPEV vs. NVDY - Dividend Comparison
XPEV has not paid dividends to shareholders, while NVDY's dividend yield for the trailing twelve months is around 62.14%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
NVDY YieldMax NVDA Option Income Strategy ETF | 62.14% | 83.10% | 83.65% | 22.32% |
XPEV XPeng Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XPEV and NVDY have a correlation of 0.22, 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 NVDY (9.43%). In terms of maximum drawdown, XPEV dropped -91.12% vs NVDY's -34.08%.
NVDY currently has the higher Sharpe Ratio (1.76 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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