XPEV vs. TQQQ
Compare and contrast key facts about XPeng Inc. (XPEV) and ProShares UltraPro QQQ (TQQQ).
TQQQ is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Index (300%). It was launched on Feb 9, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XPEV or TQQQ.
Key characteristics
| XPEV | TQQQ | |
|---|---|---|
| YTD Return | -0.69% | 64.96% |
| 1Y Return | -8.81% | 119.79% |
| 3Y Return (Ann) | -31.17% | 0.92% |
| Sharpe Ratio | -0.14 | 2.20 |
| Sortino Ratio | 0.33 | 2.54 |
| Omega Ratio | 1.04 | 1.34 |
| Calmar Ratio | -0.11 | 2.04 |
| Martin Ratio | -0.21 | 9.24 |
| Ulcer Index | 48.44% | 12.40% |
| Daily Std Dev | 73.62% | 52.07% |
| Max Drawdown | -91.12% | -81.66% |
| Current Drawdown | -79.92% | -3.47% |
Correlation
The correlation between XPEV and TQQQ is 0.40, 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 -0.69% return, which is significantly lower than TQQQ's 64.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 1.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.15% | 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.
Volatility
XPEV vs. TQQQ - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 26.60% compared to ProShares UltraPro QQQ (TQQQ) at 15.47%. 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.