PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Tesla Inc CDR (TSLA.NEO) Sharpe Ratio: 0.72

TSLA.NEO's Sharpe Ratio of 0.72 indicates that for each unit of volatility, it generates 0.72 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

TSLA.NEO Sharpe Ratio Rank

TSLA.NEO Sharpe Ratio Rank: 65.365
Above Average

TSLA.NEO ranks above 65.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

TSLA.NEO Sharpe Ratio Market Positioning

The chart shows TSLA.NEO's Sharpe Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): -0.34 or lower
  • Yellow zone (middle 50%): -0.34 to 1.11
  • Green zone (top 25%): 1.11 or higher
  • Top 1%: 4.83+
  • Median: 0.28 — half of all investments score higher

How it compares to other similar stocks

The table compares Tesla Inc CDR's Sharpe Ratio with other stocks in the Auto Manufacturers industry across multiple time periods, showing how TSLA.NEO's risk-adjusted performance compares to industry peers.

Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Apr 2, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
005380.KSHyundai Motor2.88
BLBDBlue Bird Corporation1.93
005385.KSHyundai Motor Co. Ltd. Pfd. Series 11.80
GMGeneral Motors Company1.75
005389.KSHyundai Motor S3 Pref1.71
005387.KSHyundai Motor Co Pref1.68
000270.KSKia Corp1.68
TVSMOTOR.NSTVS Motor Company Limited1.67
0489.HKDongfeng Group1.61
NFI.TONFI Group Inc.1.54
TSLA.NEOTesla Inc CDR0.72

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows TSLA.NEO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when TSLA.NEO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading graphics...

Explore TSLA.NEO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

TSLA.NEO Sortino Ratio