TSLA's Sortino Ratio of 1.24 indicates that for each unit of downside volatility, it generates 1.24 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 11, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
TSLA Sortino Ratio Rank
TSLA ranks above 65.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection 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 risk profile
TSLA Sortino Ratio Market Positioning
The chart shows TSLA's Sortino Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): -0.39 or lower
- Yellow zone (middle 50%): -0.39 to 1.74
- Green zone (top 25%): 1.74 or higher
- Top 1%: 5.91+
- Median: 0.61 — half of all investments score higher
How it compares to other similar stocks
The table compares Tesla, Inc.'s Sortino Ratio with other stocks in the Auto Manufacturers industry across multiple time periods, showing how TSLA'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 Jul 11, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| DNFGY | Dongfeng Motor Group Co Ltd | 6.75 | |||
| EVTV | Envirotech Vehicles Inc | 3.89 | |||
| BLBD | Blue Bird Corporation | 2.39 | |||
| GM | General Motors Company | 2.23 | |||
| GGROW | Gogoro Equity Warrant Exp 4th April 2027 | 1.48 | |||
| F | Ford Motor Company | 1.28 | |||
| TSLA | Tesla, Inc. | 1.24 | |||
| RIVN | Rivian Automotive, Inc. | 1.22 | |||
| MZDAY | Mazda Motor Corporation | 1.15 | |||
| NIO | NIO Inc. | 1.15 |
Historical Sortino Ratio
The chart shows TSLA's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when TSLA consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does TSLA fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio