XPEV vs. ^HSI
Compare and contrast key facts about XPeng Inc. (XPEV) and Hang Seng Index (^HSI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XPEV or ^HSI.
Key characteristics
| XPEV | ^HSI | |
|---|---|---|
| YTD Return | -0.69% | 21.59% |
| 1Y Return | -8.81% | 18.37% |
| 3Y Return (Ann) | -31.17% | -5.97% |
| Sharpe Ratio | -0.14 | 0.82 |
| Sortino Ratio | 0.33 | 1.31 |
| Omega Ratio | 1.04 | 1.16 |
| Calmar Ratio | -0.11 | 0.39 |
| Martin Ratio | -0.21 | 2.34 |
| Ulcer Index | 48.44% | 9.03% |
| Daily Std Dev | 73.62% | 25.76% |
| Max Drawdown | -91.12% | -91.54% |
| Current Drawdown | -79.92% | -37.48% |
Correlation
The correlation between XPEV and ^HSI is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XPEV vs. ^HSI - Performance Comparison
In the year-to-date period, XPEV achieves a -0.69% return, which is significantly lower than ^HSI's 21.59% 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. ^HSI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and Hang Seng Index (^HSI). 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.
Drawdowns
XPEV vs. ^HSI - Drawdown Comparison
The maximum XPEV drawdown since its inception was -91.12%, roughly equal to the maximum ^HSI drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for XPEV and ^HSI. For additional features, visit the drawdowns tool.
Volatility
XPEV vs. ^HSI - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 26.60% compared to Hang Seng Index (^HSI) at 7.57%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.