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

XPEV vs. ^HSI

Last updated May 18, 2025

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.

Correlation

The correlation between XPEV and ^HSI is 0.13, 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

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.

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Key characteristics

Sharpe Ratio

XPEV:

2.02

^HSI:

0.73

Sortino Ratio

XPEV:

2.58

^HSI:

1.31

Omega Ratio

XPEV:

1.29

^HSI:

1.20

Calmar Ratio

XPEV:

1.65

^HSI:

0.53

Martin Ratio

XPEV:

9.65

^HSI:

2.51

Ulcer Index

XPEV:

15.51%

^HSI:

10.51%

Daily Std Dev

XPEV:

75.13%

^HSI:

28.94%

Max Drawdown

XPEV:

-91.12%

^HSI:

-65.18%

Current Drawdown

XPEV:

-71.36%

^HSI:

-29.59%

Returns By Period

In the year-to-date period, XPEV achieves a 74.87% return, which is significantly higher than ^HSI's 16.38% return.

XPEV

YTD

74.87%

1M

13.45%

6M

62.24%

1Y

149.04%

5Y*

N/A

10Y*

N/A

^HSI

YTD

16.38%

1M

9.11%

6M

20.17%

1Y

19.39%

5Y*

-0.51%

10Y*

-1.70%

*Annualized

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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 9292
Overall Rank
The Sharpe Ratio Rank of XPEV is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of XPEV is 9292
Sortino Ratio Rank
The Omega Ratio Rank of XPEV is 8787
Omega Ratio Rank
The Calmar Ratio Rank of XPEV is 9090
Calmar Ratio Rank
The Martin Ratio Rank of XPEV is 9595
Martin Ratio Rank
^HSI
The Risk-Adjusted Performance Rank of ^HSI is 7676
Overall Rank
The Sharpe Ratio Rank of ^HSI is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 8686
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 8888
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 7272
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.

The current XPEV Sharpe Ratio is 2.02, which is higher than the ^HSI Sharpe Ratio of 0.73. 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.

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Drawdowns

XPEV vs. ^HSI - Drawdown Comparison

The maximum XPEV drawdown since its inception was -91.12%, which is greater than ^HSI's maximum drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for XPEV and ^HSI. For additional features, visit the drawdowns tool.

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Volatility

XPEV vs. ^HSI - Volatility Comparison

XPeng Inc. (XPEV) has a higher volatility of 15.83% compared to Hang Seng Index (^HSI) at 6.08%. 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.

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