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

Performance

XPEV vs. TMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XPeng Inc. (XPEV) and TransMedics Group, Inc. (TMDX). 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 -28.55% return, which is significantly higher than TMDX's -40.07% return.


XPEV

1D
0.21%
1M
-7.23%
YTD
-28.55%
6M
-23.70%
1Y
-20.30%
3Y*
12.09%
5Y*
-18.98%
10Y*

TMDX

1D
-0.92%
1M
15.36%
YTD
-40.07%
6M
-42.50%
1Y
-48.97%
3Y*
-4.58%
5Y*
20.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XPEV vs. TMDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XPEV
XPeng Inc.
-28.55%71.57%-18.99%46.78%-80.25%17.51%85.41%
TMDX
TransMedics Group, Inc.
-40.07%95.11%-21.01%27.88%222.13%-3.72%11.48%

Correlation

The correlation between XPEV and TMDX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.14

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

0.23

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2020

0.24

The correlation between XPEV and TMDX shifts across timeframes, from 0.14 (3 years) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

XPEV:

$6.92B

TMDX:

$2.64B

EPS

XPEV:

-CN¥3.15

TMDX:

$4.34

PS Ratio

XPEV:

0.95

TMDX:

4.54

PB Ratio

XPEV:

1.65

TMDX:

5.34

Total Revenue (TTM)

XPEV:

CN¥73.56B

TMDX:

$635.89M

Gross Profit (TTM)

XPEV:

CN¥14.61B

TMDX:

$375.74M

EBITDA (TTM)

XPEV:

-CN¥3.76B

TMDX:

$125.51M

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Return for Risk

XPEV vs. TMDX — Risk / Return Rank

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

XPEV
XPEV Risk / Return Rank: 2424
Overall Rank
XPEV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XPEV Sortino Ratio Rank: 2424
Sortino Ratio Rank
XPEV Omega Ratio Rank: 2525
Omega Ratio Rank
XPEV Calmar Ratio Rank: 2525
Calmar Ratio Rank
XPEV Martin Ratio Rank: 2525
Martin Ratio Rank

TMDX
TMDX Risk / Return Rank: 88
Overall Rank
TMDX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TMDX Sortino Ratio Rank: 1010
Sortino Ratio Rank
TMDX Omega Ratio Rank: 1111
Omega Ratio Rank
TMDX Calmar Ratio Rank: 1010
Calmar Ratio Rank
TMDX Martin Ratio Rank: 11
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. TMDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and TransMedics Group, Inc. (TMDX). 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.


XPEVTMDXDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

0.96

0.86

+0.10

Calmar ratioReturn relative to maximum drawdown

-0.51

-0.84

+0.33

Martin ratioReturn relative to average drawdown

-0.89

-1.99

+1.10

XPEV vs. TMDX - Sharpe Ratio Comparison

The current XPEV Sharpe Ratio is -0.45, which is higher than the TMDX Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of XPEV and TMDX, 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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Drawdowns

XPEV vs. TMDX - Drawdown Comparison

The maximum XPEV drawdown since its inception was -91.12%, which is greater than TMDX's maximum drawdown of -73.69%. Use the drawdown chart below to compare losses from any high point for XPEV and TMDX.


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Drawdown Indicators


XPEVTMDXDifference

Max Drawdown

Largest peak-to-trough decline

-91.12%

-73.69%

-17.43%

Max Drawdown (1Y)

Largest decline over 1 year

-48.49%

-58.76%

+10.27%

Max Drawdown (3Y)

Largest decline over 3 years

-71.65%

-67.79%

-3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-88.35%

-67.79%

-20.56%

Current Drawdown

Current decline from peak

-79.92%

-58.60%

-21.32%

Average Drawdown

Average peak-to-trough decline

-67.89%

-31.89%

-36.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.68%

24.65%

+3.03%

Volatility

XPEV vs. TMDX - Volatility Comparison

XPeng Inc. (XPEV) has a higher volatility of 14.02% compared to TransMedics Group, Inc. (TMDX) at 12.66%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than TMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XPEVTMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.02%

12.66%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

35.62%

43.87%

-8.25%

Volatility (1Y)

Calculated over the trailing 1-year period

55.48%

58.06%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.68%

72.00%

+6.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.39%

71.72%

+11.67%

Dividends

XPEV vs. TMDX - Dividend Comparison

Neither XPEV nor TMDX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

XPEV vs. TMDX - Financials Comparison

This section allows you to compare key financial metrics between XPeng Inc. and TransMedics Group, 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


0.005.00B10.00B15.00B20.00B20222023202420252026
12.95B
173.93M
(XPEV) Total Revenue
(TMDX) Total Revenue
Please note, different currencies. XPEV values in CNY, TMDX values in USD

XPEV vs. TMDX - Profitability Comparison

The chart below illustrates the profitability comparison between XPeng Inc. and TransMedics Group, 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%20.0%40.0%60.0%80.0%20222023202420252026
20.6%
58.2%
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%.

TMDX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransMedics Group, Inc. reported a gross profit of 101.16M and revenue of 173.93M. Therefore, the gross margin over that period was 58.2%.

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%.

TMDX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransMedics Group, Inc. reported an operating income of 13.30M and revenue of 173.93M, resulting in an operating margin of 7.6%.

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%.

TMDX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransMedics Group, Inc. reported a net income of 7.32M and revenue of 173.93M, resulting in a net margin of 4.2%.


Frequently Asked Questions


XPEV and TMDX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XPEV has higher volatility (14.02%) compared to TMDX (12.66%). In terms of maximum drawdown, XPEV dropped -91.12% vs TMDX's -73.69%.

XPEV currently has the higher Sharpe Ratio (-0.45 vs -0.85), 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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