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DJT vs. TSLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DJT and TSLA is 0.20, 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.


-0.50.00.51.00.2

Performance

DJT vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trump Media & Technology Group Corp. (DJT) and Tesla, Inc. (TSLA). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
21.64%
73.11%
DJT
TSLA

Key characteristics

Sharpe Ratio

DJT:

0.46

TSLA:

1.51

Sortino Ratio

DJT:

2.01

TSLA:

2.28

Omega Ratio

DJT:

1.23

TSLA:

1.27

Calmar Ratio

DJT:

0.84

TSLA:

1.50

Martin Ratio

DJT:

1.55

TSLA:

6.83

Ulcer Index

DJT:

47.66%

TSLA:

14.32%

Daily Std Dev

DJT:

160.84%

TSLA:

64.69%

Max Drawdown

DJT:

-87.54%

TSLA:

-73.63%

Current Drawdown

DJT:

-58.96%

TSLA:

-11.12%

Fundamentals

Market Cap

DJT:

$8.68B

TSLA:

$1.37T

EPS

DJT:

-$0.42

TSLA:

$3.67

PEG Ratio

DJT:

0.00

TSLA:

5.02

Total Revenue (TTM)

DJT:

$2.62M

TSLA:

$71.98B

Gross Profit (TTM)

DJT:

$1.60M

TSLA:

$13.27B

EBITDA (TTM)

DJT:

-$361.67M

TSLA:

$10.35B

Returns By Period

In the year-to-date period, DJT achieves a 17.39% return, which is significantly higher than TSLA's 5.61% return.


DJT

YTD

17.39%

1M

13.05%

6M

14.40%

1Y

51.74%

5Y*

N/A

10Y*

N/A

TSLA

YTD

5.61%

1M

-3.10%

6M

78.30%

1Y

101.29%

5Y*

66.01%

10Y*

42.10%

*Annualized

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Risk-Adjusted Performance

DJT vs. TSLA — Risk-Adjusted Performance Rank

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

DJT
The Risk-Adjusted Performance Rank of DJT is 7171
Overall Rank
The Sharpe Ratio Rank of DJT is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of DJT is 8080
Sortino Ratio Rank
The Omega Ratio Rank of DJT is 7575
Omega Ratio Rank
The Calmar Ratio Rank of DJT is 7676
Calmar Ratio Rank
The Martin Ratio Rank of DJT is 6262
Martin Ratio Rank

TSLA
The Risk-Adjusted Performance Rank of TSLA is 8585
Overall Rank
The Sharpe Ratio Rank of TSLA is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLA is 8484
Sortino Ratio Rank
The Omega Ratio Rank of TSLA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of TSLA is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TSLA is 8686
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.

DJT vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trump Media & Technology Group Corp. (DJT) 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.


The chart of Sharpe ratio for DJT, currently valued at 0.46, compared to the broader market-2.000.002.004.000.461.51
The chart of Sortino ratio for DJT, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.002.012.28
The chart of Omega ratio for DJT, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.27
The chart of Calmar ratio for DJT, currently valued at 0.84, compared to the broader market0.002.004.006.000.841.50
The chart of Martin ratio for DJT, currently valued at 1.55, compared to the broader market-10.000.0010.0020.001.556.83
DJT
TSLA

The current DJT Sharpe Ratio is 0.46, which is lower than the TSLA Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of DJT and TSLA, 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-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.46
1.51
DJT
TSLA

Dividends

DJT vs. TSLA - Dividend Comparison

Neither DJT nor TSLA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DJT vs. TSLA - Drawdown Comparison

The maximum DJT drawdown since its inception was -87.54%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for DJT and TSLA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-58.96%
-11.12%
DJT
TSLA

Volatility

DJT vs. TSLA - Volatility Comparison

Trump Media & Technology Group Corp. (DJT) has a higher volatility of 25.63% compared to Tesla, Inc. (TSLA) at 20.78%. This indicates that DJT's price experiences larger fluctuations and is considered to be riskier than TSLA 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%AugustSeptemberOctoberNovemberDecember2025
25.63%
20.78%
DJT
TSLA

Financials

DJT vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between Trump Media & Technology Group Corp. 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


Values in USD except per share items