PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
XPEV vs. ^VIX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XPEV and ^VIX is -0.28. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.3

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.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
66.84%
81.41%
XPEV
^VIX

Key characteristics

Sharpe Ratio

XPEV:

-0.17

^VIX:

0.57

Sortino Ratio

XPEV:

0.27

^VIX:

2.17

Omega Ratio

XPEV:

1.03

^VIX:

1.26

Calmar Ratio

XPEV:

-0.14

^VIX:

0.96

Martin Ratio

XPEV:

-0.34

^VIX:

2.15

Ulcer Index

XPEV:

38.08%

^VIX:

38.41%

Daily Std Dev

XPEV:

73.83%

^VIX:

142.23%

Max Drawdown

XPEV:

-91.12%

^VIX:

-88.70%

Current Drawdown

XPEV:

-82.71%

^VIX:

-70.87%

Returns By Period

In the year-to-date period, XPEV achieves a -14.46% return, which is significantly lower than ^VIX's 93.49% return.


XPEV

YTD

-14.46%

1M

-4.07%

6M

66.84%

1Y

-15.62%

5Y*

N/A

10Y*

N/A

^VIX

YTD

93.49%

1M

47.34%

6M

81.40%

1Y

76.23%

5Y*

13.50%

10Y*

4.52%

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. ^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.


Sharpe ratio
The chart of Sharpe ratio for XPEV, currently valued at -0.15, compared to the broader market-4.00-2.000.002.00-0.150.57
The chart of Sortino ratio for XPEV, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.000.302.17
The chart of Omega ratio for XPEV, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.26
The chart of Calmar ratio for XPEV, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.121.17
The chart of Martin ratio for XPEV, currently valued at -0.30, compared to the broader market0.0010.0020.00-0.302.15
XPEV
^VIX

The current XPEV Sharpe Ratio is -0.17, which is lower than the ^VIX Sharpe Ratio of 0.57. 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.15
0.57
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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-82.71%
-40.19%
XPEV
^VIX

Volatility

XPEV vs. ^VIX - Volatility Comparison

The current volatility for XPeng Inc. (XPEV) is 18.54%, while CBOE Volatility Index (^VIX) has a volatility of 61.67%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
18.54%
61.67%
XPEV
^VIX
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 © 2024 PortfoliosLab