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

Correlation

The correlation between XPEV and ^VIX is 0.35, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

XPEV vs. ^VIX - Performance Comparison

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

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-5.37%
1.51%
XPEV
^VIX

Key characteristics

Sharpe Ratio

XPEV:

2.32

^VIX:

0.52

Sortino Ratio

XPEV:

2.82

^VIX:

2.23

Omega Ratio

XPEV:

1.31

^VIX:

1.27

Calmar Ratio

XPEV:

1.98

^VIX:

1.06

Martin Ratio

XPEV:

11.36

^VIX:

1.98

Ulcer Index

XPEV:

15.81%

^VIX:

46.00%

Daily Std Dev

XPEV:

77.69%

^VIX:

171.33%

Max Drawdown

XPEV:

-91.12%

^VIX:

-88.70%

Current Drawdown

XPEV:

-72.18%

^VIX:

-69.96%

Returns By Period

In the year-to-date period, XPEV achieves a 69.88% return, which is significantly higher than ^VIX's 43.17% return.


XPEV

YTD

69.88%

1M

-3.09%

6M

80.41%

1Y

183.62%

5Y*

N/A

10Y*

N/A

^VIX

YTD

43.17%

1M

35.52%

6M

22.18%

1Y

61.61%

5Y*

-6.88%

10Y*

6.94%

*Annualized

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Risk-Adjusted Performance

XPEV vs. ^VIX — 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 9494
Overall Rank
The Sharpe Ratio Rank of XPEV is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of XPEV is 9494
Sortino Ratio Rank
The Omega Ratio Rank of XPEV is 8989
Omega Ratio Rank
The Calmar Ratio Rank of XPEV is 9393
Calmar Ratio Rank
The Martin Ratio Rank of XPEV is 9696
Martin Ratio Rank

^VIX
The Risk-Adjusted Performance Rank of ^VIX is 8787
Overall Rank
The Sharpe Ratio Rank of ^VIX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ^VIX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ^VIX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of ^VIX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of ^VIX is 7474
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. ^VIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and CBOE Volatility Index (^VIX). 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 chart of Sharpe ratio for XPEV, currently valued at 2.07, compared to the broader market-2.00-1.000.001.002.003.00
XPEV: 2.07
^VIX: 0.52
The chart of Sortino ratio for XPEV, currently valued at 2.63, compared to the broader market-6.00-4.00-2.000.002.004.00
XPEV: 2.63
^VIX: 2.23
The chart of Omega ratio for XPEV, currently valued at 1.30, compared to the broader market0.501.001.502.00
XPEV: 1.30
^VIX: 1.27
The chart of Calmar ratio for XPEV, currently valued at 1.70, compared to the broader market0.001.002.003.004.005.00
XPEV: 1.70
^VIX: 1.29
The chart of Martin ratio for XPEV, currently valued at 10.51, compared to the broader market-5.000.005.0010.0015.0020.00
XPEV: 10.51
^VIX: 1.98

The current XPEV Sharpe Ratio is 2.32, which is higher than the ^VIX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of XPEV and ^VIX, 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
2.07
0.52
XPEV
^VIX

Drawdowns

XPEV vs. ^VIX - Drawdown Comparison

The maximum XPEV drawdown since its inception was -91.12%, roughly equal to the maximum ^VIX drawdown of -88.70%. Use the drawdown chart below to compare losses from any high point for XPEV and ^VIX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-72.18%
-52.53%
XPEV
^VIX

Volatility

XPEV vs. ^VIX - Volatility Comparison

The current volatility for XPeng Inc. (XPEV) is 25.07%, while CBOE Volatility Index (^VIX) has a volatility of 82.50%. This indicates that XPEV experiences smaller price fluctuations and is considered to be less risky than ^VIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
25.07%
82.50%
XPEV
^VIX