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^VIX vs. XPEV
Performance
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Drawdowns
Volatility

^VIX vs. XPEV

Last updated May 15, 2025

Compare and contrast key facts about CBOE Volatility Index (^VIX) and XPeng Inc. (XPEV).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^VIX or XPEV.

Correlation

The correlation between ^VIX and XPEV 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.

Performance

^VIX vs. XPEV - Performance Comparison

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

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Key characteristics

Sharpe Ratio

^VIX:

0.22

XPEV:

2.05

Sortino Ratio

^VIX:

1.95

XPEV:

2.76

Omega Ratio

^VIX:

1.24

XPEV:

1.31

Calmar Ratio

^VIX:

0.60

XPEV:

1.88

Martin Ratio

^VIX:

1.09

XPEV:

11.08

Ulcer Index

^VIX:

47.39%

XPEV:

15.39%

Daily Std Dev

^VIX:

172.91%

XPEV:

75.23%

Max Drawdown

^VIX:

-88.70%

XPEV:

-91.12%

Current Drawdown

^VIX:

-77.48%

XPEV:

-71.03%

Returns By Period

In the year-to-date period, ^VIX achieves a 7.32% return, which is significantly lower than XPEV's 76.90% return.

^VIX

YTD

7.32%

1M

-39.72%

6M

32.81%

1Y

38.75%

5Y*

-10.07%

10Y*

4.14%

XPEV

YTD

76.90%

1M

-0.81%

6M

56.63%

1Y

152.54%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^VIX vs. XPEV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^VIX
The Risk-Adjusted Performance Rank of ^VIX is 6565
Overall Rank
The Sharpe Ratio Rank of ^VIX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of ^VIX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of ^VIX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ^VIX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^VIX is 4141
Martin Ratio Rank
XPEV
The Risk-Adjusted Performance Rank of XPEV is 9393
Overall Rank
The Sharpe Ratio Rank of XPEV is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of XPEV is 9393
Sortino Ratio Rank
The Omega Ratio Rank of XPEV is 8989
Omega Ratio Rank
The Calmar Ratio Rank of XPEV is 9292
Calmar Ratio Rank
The Martin Ratio Rank of XPEV is 9696
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.

^VIX vs. XPEV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CBOE Volatility Index (^VIX) and XPeng Inc. (XPEV). 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 ^VIX Sharpe Ratio is 0.22, which is lower than the XPEV Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of ^VIX and XPEV, 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

^VIX vs. XPEV - Drawdown Comparison

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

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Volatility

^VIX vs. XPEV - Volatility Comparison

CBOE Volatility Index (^VIX) has a higher volatility of 31.61% compared to XPeng Inc. (XPEV) at 18.12%. This indicates that ^VIX's price experiences larger fluctuations and is considered to be riskier than XPEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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