XPEV vs. SPY
XPEV (XPeng Inc.) is a stock, while SPY (State Street SPDR S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, XPEV returned -20.12%/yr vs 13.05%/yr for SPY. At a 0.34 correlation, their price movements are largely independent.
Performance
XPEV vs. SPY - Performance Comparison
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Returns By Period
In the year-to-date period, XPEV achieves a -36.00% return, which is significantly lower than SPY's 10.82% return.
XPEV
- 1D
- -2.19%
- 1M
- -16.15%
- 6M
- -36.74%
- YTD
- -36.00%
- 1Y
- -26.46%
- 3Y*
- -2.84%
- 5Y*
- -20.12%
- 10Y*
- —
SPY
- 1D
- 0.85%
- 1M
- 2.25%
- 6M
- 9.60%
- YTD
- 10.82%
- 1Y
- 21.79%
- 3Y*
- 21.07%
- 5Y*
- 13.05%
- 10Y*
- 15.25%
XPEV vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XPEV XPeng Inc. | -36.00% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 85.41% |
SPY State Street SPDR S&P 500 ETF | 10.82% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 8.46% |
Correlation
The correlation between XPEV and SPY is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2020 | 0.34 |
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Return for Risk
XPEV vs. SPY — Risk / Return Rank
XPEV
SPY
XPEV vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and State Street SPDR S&P 500 ETF (SPY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XPEV | SPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.32 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 2.46 | -2.93 |
| Martin ratioReturn relative to average drawdown | -0.86 | 10.74 | -11.60 |
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Drawdowns
XPEV vs. SPY - Drawdown Comparison
The maximum XPEV drawdown since its inception was -91.12%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for XPEV and SPY.
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Drawdown Indicators
| XPEV | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -55.19% | -35.93% |
Max Drawdown (1Y)Largest decline over 1 year | -56.93% | -8.88% | -48.05% |
Max Drawdown (3Y)Largest decline over 3 years | -71.65% | -18.76% | -52.89% |
Max Drawdown (5Y)Largest decline over 5 years | -88.35% | -24.50% | -63.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.72% | — |
Current DrawdownCurrent decline from peak | -82.01% | -0.78% | -81.23% |
Average DrawdownAverage peak-to-trough decline | -68.05% | -9.03% | -59.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.81% | 2.03% | +28.78% |
Volatility
XPEV vs. SPY - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 13.32% compared to State Street SPDR S&P 500 ETF (SPY) at 4.53%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPEV | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.32% | 4.53% | +8.79% |
Volatility (6M)Calculated over the trailing 6-month period | 35.53% | 9.98% | +25.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.09% | 12.56% | +42.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.52% | 17.17% | +61.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.07% | 17.92% | +65.15% |
Dividends
XPEV vs. SPY - Dividend Comparison
XPEV has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY State Street SPDR S&P 500 ETF | 1.00% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
XPEV XPeng Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XPEV and SPY have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPEV has higher volatility (13.32%) compared to SPY (4.53%). In terms of maximum drawdown, XPEV dropped -91.12% vs SPY's -55.19%.
SPY currently has the higher Sharpe Ratio (1.74 vs -0.48), 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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