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XPEV vs. TQQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XPEVTQQQ
YTD Return-43.25%20.10%
1Y Return-15.51%111.06%
3Y Return (Ann)-31.51%9.09%
Sharpe Ratio-0.202.36
Daily Std Dev78.77%48.43%
Max Drawdown-91.12%-81.66%
Current Drawdown-88.53%-29.72%

Correlation

-0.50.00.51.00.4

The correlation between XPEV and TQQQ is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

XPEV vs. TQQQ - Performance Comparison

In the year-to-date period, XPEV achieves a -43.25% return, which is significantly lower than TQQQ's 20.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%December2024FebruaryMarchAprilMay
-60.98%
60.31%
XPEV
TQQQ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XPeng Inc.

ProShares UltraPro QQQ

Risk-Adjusted Performance

XPEV vs. TQQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and ProShares UltraPro QQQ (TQQQ). 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
Sharpe ratio
The chart of Sharpe ratio for XPEV, currently valued at -0.20, compared to the broader market-2.00-1.000.001.002.003.004.00-0.20
Sortino ratio
The chart of Sortino ratio for XPEV, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.006.000.26
Omega ratio
The chart of Omega ratio for XPEV, currently valued at 1.03, compared to the broader market0.501.001.502.001.03
Calmar ratio
The chart of Calmar ratio for XPEV, currently valued at -0.17, compared to the broader market0.002.004.006.00-0.17
Martin ratio
The chart of Martin ratio for XPEV, currently valued at -0.37, compared to the broader market-10.000.0010.0020.0030.00-0.37
TQQQ
Sharpe ratio
The chart of Sharpe ratio for TQQQ, currently valued at 2.36, compared to the broader market-2.00-1.000.001.002.003.004.002.36
Sortino ratio
The chart of Sortino ratio for TQQQ, currently valued at 2.76, compared to the broader market-4.00-2.000.002.004.006.002.76
Omega ratio
The chart of Omega ratio for TQQQ, currently valued at 1.34, compared to the broader market0.501.001.502.001.34
Calmar ratio
The chart of Calmar ratio for TQQQ, currently valued at 1.71, compared to the broader market0.002.004.006.001.71
Martin ratio
The chart of Martin ratio for TQQQ, currently valued at 10.19, compared to the broader market-10.000.0010.0020.0030.0010.19

XPEV vs. TQQQ - Sharpe Ratio Comparison

The current XPEV Sharpe Ratio is -0.20, which is lower than the TQQQ Sharpe Ratio of 2.36. The chart below compares the 12-month rolling Sharpe Ratio of XPEV and TQQQ.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
-0.20
2.36
XPEV
TQQQ

Dividends

XPEV vs. TQQQ - Dividend Comparison

XPEV has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 1.16%.


TTM2023202220212020201920182017201620152014
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%
TQQQ
ProShares UltraPro QQQ
1.16%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%

Drawdowns

XPEV vs. TQQQ - Drawdown Comparison

The maximum XPEV drawdown since its inception was -91.12%, which is greater than TQQQ's maximum drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for XPEV and TQQQ. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%December2024FebruaryMarchAprilMay
-88.53%
-29.72%
XPEV
TQQQ

Volatility

XPEV vs. TQQQ - Volatility Comparison

XPeng Inc. (XPEV) has a higher volatility of 23.80% compared to ProShares UltraPro QQQ (TQQQ) at 14.81%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay
23.80%
14.81%
XPEV
TQQQ