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XPEV vs. SCHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XPEV vs. SCHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XPeng Inc. (XPEV) and Schwab International Dividend Equity ETF (SCHY). 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 -17.11% return, which is significantly lower than SCHY's 8.55% return.


XPEV

1D
-3.72%
1M
6.26%
YTD
-17.11%
6M
-13.79%
1Y
-17.48%
3Y*
25.77%
5Y*
-14.65%
10Y*

SCHY

1D
0.56%
1M
0.16%
YTD
8.55%
6M
10.58%
1Y
22.67%
3Y*
15.58%
5Y*
8.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPEV vs. SCHY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XPEV
XPeng Inc.
-17.11%71.57%-18.99%46.78%-80.25%64.91%
SCHY
Schwab International Dividend Equity ETF
8.55%33.98%-1.79%14.27%-9.43%4.08%

Correlation

The correlation between XPEV and SCHY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.28

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

0.29

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2021

0.29

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Return for Risk

XPEV vs. SCHY — Risk / Return Rank

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

XPEV
XPEV Risk / Return Rank: 2929
Overall Rank
XPEV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XPEV Sortino Ratio Rank: 2828
Sortino Ratio Rank
XPEV Omega Ratio Rank: 2828
Omega Ratio Rank
XPEV Calmar Ratio Rank: 2929
Calmar Ratio Rank
XPEV Martin Ratio Rank: 3030
Martin Ratio Rank

SCHY
SCHY Risk / Return Rank: 5454
Overall Rank
SCHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SCHY Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHY Omega Ratio Rank: 5656
Omega Ratio Rank
SCHY Calmar Ratio Rank: 5252
Calmar Ratio Rank
SCHY Martin Ratio Rank: 4848
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. SCHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and Schwab International Dividend Equity ETF (SCHY). 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.


XPEVSCHYDifference
Sharpe ratioReturn per unit of total volatility

-2.23

Sortino ratioReturn per unit of downside risk

-2.73

Omega ratioGain probability vs. loss probability

0.99

1.34

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.38

2.50

-2.88

Martin ratioReturn relative to average drawdown

-0.65

7.95

-8.60

XPEV vs. SCHY - Sharpe Ratio Comparison

The current XPEV Sharpe Ratio is -0.32, which is lower than the SCHY Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of XPEV and SCHY, 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


XPEVSCHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

1.92

-2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.61

-0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.67

-0.72

Drawdowns

XPEV vs. SCHY - Drawdown Comparison

The maximum XPEV drawdown since its inception was -91.12%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for XPEV and SCHY.


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Drawdown Indicators


XPEVSCHYDifference

Max Drawdown

Largest peak-to-trough decline

-91.12%

-24.04%

-67.08%

Max Drawdown (1Y)

Largest decline over 1 year

-46.78%

-9.11%

-37.67%

Max Drawdown (3Y)

Largest decline over 3 years

-71.65%

-12.16%

-59.49%

Max Drawdown (5Y)

Largest decline over 5 years

-88.35%

-24.04%

-64.31%

Current Drawdown

Current decline from peak

-76.71%

-4.60%

-72.11%

Average Drawdown

Average peak-to-trough decline

-67.85%

-4.97%

-62.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.91%

2.86%

+24.05%

Volatility

XPEV vs. SCHY - Volatility Comparison

XPeng Inc. (XPEV) has a higher volatility of 13.17% compared to Schwab International Dividend Equity ETF (SCHY) at 3.33%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XPEVSCHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.17%

3.33%

+9.84%

Volatility (6M)

Calculated over the trailing 6-month period

35.64%

9.80%

+25.84%

Volatility (1Y)

Calculated over the trailing 1-year period

55.33%

11.88%

+43.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.76%

13.25%

+65.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.46%

13.23%

+70.23%

Dividends

XPEV vs. SCHY - Dividend Comparison

XPEV has not paid dividends to shareholders, while SCHY's dividend yield for the trailing twelve months is around 3.42%.


PositionTTM20252024202320222021
SCHY
Schwab International Dividend Equity ETF
3.42%3.55%4.64%3.97%3.67%1.73%
XPEV
XPeng Inc.
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XPEV and SCHY have a correlation of 0.20, 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 SCHY (3.33%). In terms of maximum drawdown, XPEV dropped -91.12% vs SCHY's -24.04%.

SCHY currently has the higher Sharpe Ratio (1.92 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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