PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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%AugustSeptemberOctoberNovemberDecember2025
54.45%
12.62%
XPEV
^HSI

Key characteristics

Sharpe Ratio

XPEV:

0.15

^HSI:

0.83

Sortino Ratio

XPEV:

0.78

^HSI:

1.29

Omega Ratio

XPEV:

1.08

^HSI:

1.16

Calmar Ratio

XPEV:

0.12

^HSI:

0.38

Martin Ratio

XPEV:

0.51

^HSI:

2.21

Ulcer Index

XPEV:

21.25%

^HSI:

9.41%

Daily Std Dev

XPEV:

74.50%

^HSI:

25.01%

Max Drawdown

XPEV:

-91.12%

^HSI:

-91.54%

Current Drawdown

XPEV:

-81.92%

^HSI:

-41.02%

Returns By Period

In the year-to-date period, XPEV achieves a 10.41% return, which is significantly higher than ^HSI's -2.51% return.


XPEV

YTD

10.41%

1M

5.33%

6M

51.74%

1Y

22.88%

5Y*

N/A

10Y*

N/A

^HSI

YTD

-2.51%

1M

-0.73%

6M

10.00%

1Y

28.01%

5Y*

-7.79%

10Y*

-1.97%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

XPEV vs. ^HSI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XPEV
The Risk-Adjusted Performance Rank of XPEV is 5454
Overall Rank
The Sharpe Ratio Rank of XPEV is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of XPEV is 5555
Sortino Ratio Rank
The Omega Ratio Rank of XPEV is 5252
Omega Ratio Rank
The Calmar Ratio Rank of XPEV is 5353
Calmar Ratio Rank
The Martin Ratio Rank of XPEV is 5454
Martin Ratio Rank

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 4141
Overall Rank
The Sharpe Ratio Rank of ^HSI is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 4646
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.62, compared to the broader market-2.000.002.004.000.620.95
The chart of Sortino ratio for XPEV, currently valued at 1.37, compared to the broader market-4.00-2.000.002.004.001.371.44
The chart of Omega ratio for XPEV, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.19
The chart of Calmar ratio for XPEV, currently valued at 0.50, compared to the broader market0.002.004.006.000.500.45
The chart of Martin ratio for XPEV, currently valued at 2.33, compared to the broader market-10.000.0010.0020.0030.002.332.41
XPEV
^HSI

The current XPEV Sharpe Ratio is 0.15, which is lower than the ^HSI Sharpe Ratio of 0.83. 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.62
0.95
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%AugustSeptemberOctoberNovemberDecember2025
-81.92%
-37.38%
XPEV
^HSI

Volatility

XPEV vs. ^HSI - Volatility Comparison

XPeng Inc. (XPEV) has a higher volatility of 16.87% compared to Hang Seng Index (^HSI) at 4.36%. 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%AugustSeptemberOctoberNovemberDecember2025
16.87%
4.36%
XPEV
^HSI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab