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

Correlation

The correlation between F and TSLA is 0.59, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

F vs. TSLA - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%25,000.00%30,000.00%35,000.00%NovemberDecember2025FebruaryMarchApril
90.31%
16,193.72%
F
TSLA

Key characteristics

Sharpe Ratio

F:

-0.42

TSLA:

1.12

Sortino Ratio

F:

-0.33

TSLA:

1.95

Omega Ratio

F:

0.95

TSLA:

1.23

Calmar Ratio

F:

-0.28

TSLA:

1.28

Martin Ratio

F:

-0.67

TSLA:

3.67

Ulcer Index

F:

23.84%

TSLA:

22.55%

Daily Std Dev

F:

38.06%

TSLA:

74.12%

Max Drawdown

F:

-95.49%

TSLA:

-73.63%

Current Drawdown

F:

-49.64%

TSLA:

-45.92%

Fundamentals

Market Cap

F:

$38.37B

TSLA:

$806.51B

EPS

F:

$1.48

TSLA:

$1.76

PE Ratio

F:

6.61

TSLA:

142.47

PEG Ratio

F:

3.46

TSLA:

2.51

PS Ratio

F:

0.21

TSLA:

8.43

PB Ratio

F:

0.87

TSLA:

10.50

Total Revenue (TTM)

F:

$142.22B

TSLA:

$95.72B

Gross Profit (TTM)

F:

$11.87B

TSLA:

$16.91B

EBITDA (TTM)

F:

$10.82B

TSLA:

$13.96B

Returns By Period

In the year-to-date period, F achieves a 4.94% return, which is significantly higher than TSLA's -35.74% return. Over the past 10 years, F has underperformed TSLA with an annualized return of 0.82%, while TSLA has yielded a comparatively higher 32.69% annualized return.


F

YTD

4.94%

1M

-2.24%

6M

-6.32%

1Y

-16.42%

5Y*

21.30%

10Y*

0.82%

TSLA

YTD

-35.74%

1M

-9.94%

6M

-0.37%

1Y

60.06%

5Y*

40.10%

10Y*

32.69%

*Annualized

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Risk-Adjusted Performance

F vs. TSLA — Risk-Adjusted Performance Rank

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

F
The Risk-Adjusted Performance Rank of F is 3232
Overall Rank
The Sharpe Ratio Rank of F is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of F is 2929
Sortino Ratio Rank
The Omega Ratio Rank of F is 2828
Omega Ratio Rank
The Calmar Ratio Rank of F is 3535
Calmar Ratio Rank
The Martin Ratio Rank of F is 3838
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 8585
Sortino Ratio Rank
The Omega Ratio Rank of TSLA is 8181
Omega Ratio Rank
The Calmar Ratio Rank of TSLA is 8888
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.

F vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ford Motor Company (F) 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 F, currently valued at -0.42, compared to the broader market-2.00-1.000.001.002.003.00
F: -0.42
TSLA: 1.12
The chart of Sortino ratio for F, currently valued at -0.33, compared to the broader market-6.00-4.00-2.000.002.004.00
F: -0.33
TSLA: 1.95
The chart of Omega ratio for F, currently valued at 0.95, compared to the broader market0.501.001.502.00
F: 0.95
TSLA: 1.23
The chart of Calmar ratio for F, currently valued at -0.28, compared to the broader market0.001.002.003.004.005.00
F: -0.28
TSLA: 1.28
The chart of Martin ratio for F, currently valued at -0.67, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
F: -0.67
TSLA: 3.67

The current F Sharpe Ratio is -0.42, which is lower than the TSLA Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of F 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-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.42
1.12
F
TSLA

Dividends

F vs. TSLA - Dividend Comparison

F's dividend yield for the trailing twelve months is around 7.46%, while TSLA has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
F
Ford Motor Company
7.46%7.88%10.25%4.30%0.48%1.71%6.45%9.54%5.20%7.01%4.26%3.23%
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%

Drawdowns

F vs. TSLA - Drawdown Comparison

The maximum F drawdown since its inception was -95.49%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for F and TSLA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-49.64%
-45.92%
F
TSLA

Volatility

F vs. TSLA - Volatility Comparison

The current volatility for Ford Motor Company (F) is 16.75%, while Tesla, Inc. (TSLA) has a volatility of 30.11%. This indicates that F 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.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
16.75%
30.11%
F
TSLA

Financials

F vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between Ford Motor Company 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