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

Correlation

The correlation between EPAM and TSLA is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

EPAM vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EPAM Systems, Inc. (EPAM) and Tesla, Inc. (TSLA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EPAM:

-0.07

TSLA:

1.40

Sortino Ratio

EPAM:

0.24

TSLA:

2.11

Omega Ratio

EPAM:

1.03

TSLA:

1.25

Calmar Ratio

EPAM:

-0.02

TSLA:

1.66

Martin Ratio

EPAM:

-0.10

TSLA:

4.00

Ulcer Index

EPAM:

18.52%

TSLA:

24.27%

Daily Std Dev

EPAM:

42.17%

TSLA:

72.45%

Max Drawdown

EPAM:

-80.02%

TSLA:

-73.63%

Current Drawdown

EPAM:

-74.41%

TSLA:

-27.07%

Fundamentals

Market Cap

EPAM:

$10.46B

TSLA:

$1.13T

EPS

EPAM:

$7.11

TSLA:

$1.78

PE Ratio

EPAM:

25.82

TSLA:

196.62

PEG Ratio

EPAM:

2.12

TSLA:

5.40

PS Ratio

EPAM:

2.15

TSLA:

11.78

PB Ratio

EPAM:

2.87

TSLA:

14.79

Total Revenue (TTM)

EPAM:

$4.86B

TSLA:

$95.72B

Gross Profit (TTM)

EPAM:

$1.45B

TSLA:

$16.91B

EBITDA (TTM)

EPAM:

$675.00M

TSLA:

$13.96B

Returns By Period

In the year-to-date period, EPAM achieves a -21.48% return, which is significantly lower than TSLA's -13.34% return. Over the past 10 years, EPAM has underperformed TSLA with an annualized return of 10.35%, while TSLA has yielded a comparatively higher 36.01% annualized return.


EPAM

YTD

-21.48%

1M

24.76%

6M

-21.97%

1Y

-2.24%

5Y*

-3.73%

10Y*

10.35%

TSLA

YTD

-13.34%

1M

45.00%

6M

9.12%

1Y

97.22%

5Y*

45.36%

10Y*

36.01%

*Annualized

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Risk-Adjusted Performance

EPAM vs. TSLA — Risk-Adjusted Performance Rank

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

EPAM
The Risk-Adjusted Performance Rank of EPAM is 4646
Overall Rank
The Sharpe Ratio Rank of EPAM is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of EPAM is 4242
Sortino Ratio Rank
The Omega Ratio Rank of EPAM is 4343
Omega Ratio Rank
The Calmar Ratio Rank of EPAM is 4949
Calmar Ratio Rank
The Martin Ratio Rank of EPAM is 4848
Martin Ratio Rank

TSLA
The Risk-Adjusted Performance Rank of TSLA is 8787
Overall Rank
The Sharpe Ratio Rank of TSLA is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLA is 8787
Sortino Ratio Rank
The Omega Ratio Rank of TSLA is 8383
Omega Ratio Rank
The Calmar Ratio Rank of TSLA is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TSLA is 8383
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.

EPAM vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EPAM Systems, Inc. (EPAM) 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 current EPAM Sharpe Ratio is -0.07, which is lower than the TSLA Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of EPAM 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.


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Dividends

EPAM vs. TSLA - Dividend Comparison

Neither EPAM nor TSLA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EPAM vs. TSLA - Drawdown Comparison

The maximum EPAM drawdown since its inception was -80.02%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for EPAM and TSLA. For additional features, visit the drawdowns tool.


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Volatility

EPAM vs. TSLA - Volatility Comparison

The current volatility for EPAM Systems, Inc. (EPAM) is 14.15%, while Tesla, Inc. (TSLA) has a volatility of 16.73%. This indicates that EPAM 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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Financials

EPAM vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between EPAM Systems, Inc. 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


0.005.00B10.00B15.00B20.00B25.00B20212022202320242025
1.30B
19.34B
(EPAM) Total Revenue
(TSLA) Total Revenue
Values in USD except per share items

EPAM vs. TSLA - Profitability Comparison

The chart below illustrates the profitability comparison between EPAM Systems, Inc. and Tesla, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%20212022202320242025
26.9%
16.3%
(EPAM) Gross Margin
(TSLA) Gross Margin
EPAM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, EPAM Systems, Inc. reported a gross profit of 349.68M and revenue of 1.30B. Therefore, the gross margin over that period was 26.9%.

TSLA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Tesla, Inc. reported a gross profit of 3.15B and revenue of 19.34B. Therefore, the gross margin over that period was 16.3%.

EPAM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, EPAM Systems, Inc. reported an operating income of 99.33M and revenue of 1.30B, resulting in an operating margin of 7.6%.

TSLA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Tesla, Inc. reported an operating income of 399.00M and revenue of 19.34B, resulting in an operating margin of 2.1%.

EPAM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, EPAM Systems, Inc. reported a net income of 73.48M and revenue of 1.30B, resulting in a net margin of 5.7%.

TSLA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Tesla, Inc. reported a net income of 409.00M and revenue of 19.34B, resulting in a net margin of 2.1%.