FERG vs. TSLA

In the year-to-date period, FERG achieves a -0.87% return, which is significantly higher than TSLA's -26.14% return. Over the past 10 years, FERG has underperformed TSLA with an annualized return of 13.75%, while TSLA has yielded a comparatively higher 33.91% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Ferguson plc (FERG) 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 FERG Sharpe Ratio is -0.66, which is lower than the TSLA Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of FERG 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.

FERG's dividend yield for the trailing twelve months is around 1.89%, while TSLA has not paid dividends to shareholders.

The maximum FERG drawdown since its inception was -55.35%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for FERG and TSLA. For additional features, visit the drawdowns tool.

The current volatility for Ferguson plc (FERG) is 6.89%, while Tesla, Inc. (TSLA) has a volatility of 18.43%. This indicates that FERG 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.

This section allows you to compare key financial metrics between Ferguson plc 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.