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BMW.DE vs. TSLA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BMW.DE vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) and Tesla, Inc. (TSLA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BMW.DE is traded in EUR, while TSLA is traded in USD. To make them comparable, the TSLA values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, BMW.DE achieves a -20.24% return, which is significantly lower than TSLA's -5.89% return. Over the past 10 years, BMW.DE has underperformed TSLA with an annualized return of 5.43%, while TSLA has yielded a comparatively higher 39.46% annualized return.


BMW.DE

1D
-1.51%
1M
-3.79%
YTD
-20.24%
6M
-20.27%
1Y
-3.82%
3Y*
-7.87%
5Y*
0.58%
10Y*
5.43%

TSLA

1D
-1.38%
1M
8.18%
YTD
-5.89%
6M
-7.69%
1Y
23.90%
3Y*
21.05%
5Y*
17.02%
10Y*
39.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMW.DE vs. TSLA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BMW.DE
Bayerische Motoren Werke Aktiengesellschaft
-20.24%24.43%-16.78%31.15%1.37%27.92%4.29%8.91%-14.93%1.79%
TSLA
Tesla, Inc.
-5.89%-1.85%73.25%95.67%-62.86%60.96%673.92%28.54%11.91%27.80%

Correlation

The correlation between BMW.DE and TSLA is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2010

0.21

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Return for Risk

BMW.DE vs. TSLA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BMW.DE
BMW.DE Risk / Return Rank: 3434
Overall Rank
BMW.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
BMW.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
BMW.DE Omega Ratio Rank: 3131
Omega Ratio Rank
BMW.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
BMW.DE Martin Ratio Rank: 3535
Martin Ratio Rank

TSLA
TSLA Risk / Return Rank: 5858
Overall Rank
TSLA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 5656
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5454
Omega Ratio Rank
TSLA Calmar Ratio Rank: 6060
Calmar Ratio Rank
TSLA Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BMW.DE vs. TSLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) and Tesla, Inc. (TSLA). 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.


BMW.DETSLADifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.00

1.12

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.16

0.82

-0.98

Martin ratioReturn relative to average drawdown

-0.35

1.90

-2.25

BMW.DE vs. TSLA - Sharpe Ratio Comparison

The current BMW.DE Sharpe Ratio is -0.14, which is lower than the TSLA Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of BMW.DE and TSLA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BMW.DETSLADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

0.52

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.29

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.67

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.74

-0.43

Drawdowns

BMW.DE vs. TSLA - Drawdown Comparison

The maximum BMW.DE drawdown since its inception was -62.33%, smaller than the maximum TSLA drawdown of -71.11%. Use the drawdown chart below to compare losses from any high point for BMW.DE and TSLA.


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Drawdown Indicators


BMW.DETSLADifference

Max Drawdown

Largest peak-to-trough decline

-62.33%

-71.11%

+8.78%

Max Drawdown (1Y)

Largest decline over 1 year

-23.74%

-29.45%

+5.71%

Max Drawdown (3Y)

Largest decline over 3 years

-41.22%

-56.79%

+15.57%

Max Drawdown (5Y)

Largest decline over 5 years

-41.22%

-71.11%

+29.89%

Max Drawdown (10Y)

Largest decline over 10 years

-56.97%

-71.11%

+14.14%

Current Drawdown

Current decline from peak

-27.46%

-21.23%

-6.23%

Average Drawdown

Average peak-to-trough decline

-17.74%

-22.76%

+5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.99%

12.68%

-1.69%

Volatility

BMW.DE vs. TSLA - Volatility Comparison

The current volatility for Bayerische Motoren Werke Aktiengesellschaft (BMW.DE) is 5.73%, while Tesla, Inc. (TSLA) has a volatility of 11.69%. This indicates that BMW.DE experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BMW.DETSLADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

11.69%

-5.96%

Volatility (6M)

Calculated over the trailing 6-month period

19.10%

26.91%

-7.81%

Volatility (1Y)

Calculated over the trailing 1-year period

27.71%

46.28%

-18.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.57%

58.39%

-30.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.60%

59.05%

-31.45%

Dividends

BMW.DE vs. TSLA - Dividend Comparison

BMW.DE's dividend yield for the trailing twelve months is around 6.26%, while TSLA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BMW.DE
Bayerische Motoren Werke Aktiengesellschaft
6.26%4.62%7.60%8.43%6.96%4.02%3.46%4.79%5.66%4.03%3.61%2.97%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

BMW.DE vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between Bayerische Motoren Werke Aktiengesellschaft and Tesla, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. BMW.DE values in EUR, TSLA values in USD

Frequently Asked Questions


BMW.DE and TSLA have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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