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XPEV vs. ^HSI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XPEV and ^HSI is 0.31, 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.


-0.50.00.51.00.3

Performance

XPEV vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XPeng Inc. (XPEV) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
66.84%
7.83%
XPEV
^HSI

Key characteristics

Sharpe Ratio

XPEV:

-0.17

^HSI:

0.87

Sortino Ratio

XPEV:

0.27

^HSI:

1.35

Omega Ratio

XPEV:

1.03

^HSI:

1.17

Calmar Ratio

XPEV:

-0.14

^HSI:

0.40

Martin Ratio

XPEV:

-0.34

^HSI:

2.51

Ulcer Index

XPEV:

38.08%

^HSI:

8.79%

Daily Std Dev

XPEV:

73.83%

^HSI:

25.51%

Max Drawdown

XPEV:

-91.12%

^HSI:

-91.54%

Current Drawdown

XPEV:

-82.71%

^HSI:

-40.34%

Returns By Period

In the year-to-date period, XPEV achieves a -14.46% return, which is significantly lower than ^HSI's 16.03% return.


XPEV

YTD

-14.46%

1M

-4.07%

6M

66.84%

1Y

-15.62%

5Y*

N/A

10Y*

N/A

^HSI

YTD

16.03%

1M

1.04%

6M

7.33%

1Y

19.85%

5Y*

-6.79%

10Y*

-1.58%

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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.


Sharpe ratio
The chart of Sharpe ratio for XPEV, currently valued at -0.20, compared to the broader market-4.00-2.000.002.00-0.200.66
The chart of Sortino ratio for XPEV, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.221.08
The chart of Omega ratio for XPEV, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.14
The chart of Calmar ratio for XPEV, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.160.32
The chart of Martin ratio for XPEV, currently valued at -0.39, compared to the broader market0.0010.0020.00-0.391.88
XPEV
^HSI

The current XPEV Sharpe Ratio is -0.17, which is lower than the ^HSI Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of XPEV and ^HSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.20
0.66
XPEV
^HSI

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.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-82.71%
-36.51%
XPEV
^HSI

Volatility

XPEV vs. ^HSI - Volatility Comparison

XPeng Inc. (XPEV) has a higher volatility of 18.54% compared to Hang Seng Index (^HSI) at 5.78%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.54%
5.78%
XPEV
^HSI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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