XPEV vs. TSM
XPEV (XPeng Inc.) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. XPEV operates in Auto Manufacturers (Consumer Cyclical), while TSM operates in Semiconductors (Technology). Over the past 5 years, XPEV returned -18.98%/yr vs 31.30%/yr for TSM. At a 0.30 correlation, their price movements are largely independent.
Performance
XPEV vs. TSM - Performance Comparison
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Returns By Period
In the year-to-date period, XPEV achieves a -28.55% return, which is significantly lower than TSM's 40.22% return.
XPEV
- 1D
- 0.21%
- 1M
- -7.23%
- YTD
- -28.55%
- 6M
- -23.70%
- 1Y
- -20.30%
- 3Y*
- 12.09%
- 5Y*
- -18.98%
- 10Y*
- —
TSM
- 1D
- 0.68%
- 1M
- 5.09%
- YTD
- 40.22%
- 6M
- 45.91%
- 1Y
- 103.01%
- 3Y*
- 60.80%
- 5Y*
- 31.30%
- 10Y*
- 35.80%
XPEV vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XPEV XPeng Inc. | -28.55% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 85.41% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 40.22% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 34.64% |
Correlation
The correlation between XPEV and TSM is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2020 | 0.30 |
Fundamentals
XPEV:
$6.92B
TSM:
$2.20T
XPEV:
-CN¥3.15
TSM:
NT$373.98
XPEV:
0.95
TSM:
16.87
XPEV:
1.65
TSM:
11.82
XPEV:
CN¥73.56B
TSM:
NT$4.13T
XPEV:
CN¥14.61B
TSM:
NT$2.55T
XPEV:
-CN¥3.76B
TSM:
NT$3.14T
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Return for Risk
XPEV vs. TSM — Risk / Return Rank
XPEV
TSM
XPEV vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and Taiwan Semiconductor Manufacturing Company Limited (TSM). 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 | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.16 | ||
| Sortino ratioReturn per unit of downside risk | -3.66 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.40 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 5.48 | -5.99 |
| Martin ratioReturn relative to average drawdown | -0.89 | 19.42 | -20.32 |
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Drawdowns
XPEV vs. TSM - Drawdown Comparison
The maximum XPEV drawdown since its inception was -91.12%, roughly equal to the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for XPEV and TSM.
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Drawdown Indicators
| XPEV | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -89.08% | -2.04% |
Max Drawdown (1Y)Largest decline over 1 year | -48.49% | -18.14% | -30.35% |
Max Drawdown (3Y)Largest decline over 3 years | -71.65% | -36.82% | -34.83% |
Max Drawdown (5Y)Largest decline over 5 years | -88.35% | -56.47% | -31.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.47% | — |
Current DrawdownCurrent decline from peak | -79.92% | -4.87% | -75.05% |
Average DrawdownAverage peak-to-trough decline | -67.89% | -42.85% | -25.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.68% | 5.11% | +22.57% |
Volatility
XPEV vs. TSM - Volatility Comparison
XPeng Inc. (XPEV) and Taiwan Semiconductor Manufacturing Company Limited (TSM) have volatilities of 14.02% and 13.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPEV | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.02% | 13.42% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 35.62% | 28.65% | +6.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.48% | 36.69% | +18.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.68% | 37.46% | +41.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.39% | 34.23% | +49.16% |
Dividends
XPEV vs. TSM - Dividend Comparison
XPEV has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.83% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
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% |
Financials
XPEV vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between XPeng Inc. and Taiwan Semiconductor Manufacturing Company Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
XPEV vs. TSM - Profitability Comparison
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%.
TSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 759.06B and revenue of 1.15T. Therefore, the gross margin over that period was 66.3%.
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%.
TSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 664.08B and revenue of 1.15T, resulting in an operating margin of 58.0%.
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%.
TSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 578.40B and revenue of 1.15T, resulting in a net margin of 50.5%.
Frequently Asked Questions
XPEV and TSM have a correlation of 0.29, 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 TSM (13.42%). In terms of maximum drawdown, XPEV dropped -91.12% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (2.71 vs -0.45), 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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