XPEV vs. VEA
XPEV (XPeng Inc.) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 5 years, XPEV returned -18.49%/yr vs 9.88%/yr for VEA. At a 0.35 correlation, their price movements are largely independent.
Performance
XPEV vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, XPEV achieves a -30.77% return, which is significantly lower than VEA's 12.88% return.
XPEV
- 1D
- 1.89%
- 1M
- 1.45%
- 6M
- -32.76%
- YTD
- -30.77%
- 1Y
- -21.70%
- 3Y*
- -0.07%
- 5Y*
- -18.49%
- 10Y*
- —
VEA
- 1D
- -1.12%
- 1M
- -2.66%
- 6M
- 8.56%
- YTD
- 12.88%
- 1Y
- 27.21%
- 3Y*
- 17.68%
- 5Y*
- 9.88%
- 10Y*
- 10.02%
XPEV vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XPEV XPeng Inc. | -30.77% | 71.57% | -18.99% | 46.78% | -80.25% | 17.51% | 85.41% |
VEA Vanguard FTSE Developed Markets ETF | 12.88% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 13.19% |
Correlation
The correlation between XPEV and VEA is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2020 | 0.35 |
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Return for Risk
XPEV vs. VEA — Risk / Return Rank
XPEV
VEA
XPEV vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and Vanguard FTSE Developed Markets ETF (VEA). 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 | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.00 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.29 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 2.35 | -2.73 |
| Martin ratioReturn relative to average drawdown | -0.69 | 8.89 | -9.57 |
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Drawdowns
XPEV vs. VEA - Drawdown Comparison
The maximum XPEV drawdown since its inception was -91.12%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for XPEV and VEA.
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Drawdown Indicators
| XPEV | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -60.68% | -30.44% |
Max Drawdown (1Y)Largest decline over 1 year | -56.93% | -11.63% | -45.30% |
Max Drawdown (3Y)Largest decline over 3 years | -71.65% | -13.45% | -58.20% |
Max Drawdown (5Y)Largest decline over 5 years | -88.35% | -29.71% | -58.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.73% | — |
Current DrawdownCurrent decline from peak | -80.55% | -3.26% | -77.29% |
Average DrawdownAverage peak-to-trough decline | -68.10% | -13.22% | -54.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.68% | 3.07% | +28.61% |
Volatility
XPEV vs. VEA - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 13.81% compared to Vanguard FTSE Developed Markets ETF (VEA) at 5.28%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XPEV | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.81% | 5.28% | +8.53% |
Volatility (6M)Calculated over the trailing 6-month period | 34.57% | 15.12% | +19.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.24% | 17.03% | +38.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.52% | 16.80% | +61.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.96% | 17.17% | +65.79% |
Dividends
XPEV vs. VEA - Dividend Comparison
XPEV has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEA Vanguard FTSE Developed Markets ETF | 2.59% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
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 VEA have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPEV has higher volatility (13.81%) compared to VEA (5.28%). In terms of maximum drawdown, XPEV dropped -91.12% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.61 vs -0.39), 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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