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

Correlation

The correlation between FRHC and TSLA is 0.29, 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.


-0.50.00.51.00.3

Performance

FRHC vs. TSLA - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%JulyAugustSeptemberOctoberNovemberDecember
6,456.70%
1,791.14%
FRHC
TSLA

Key characteristics

Sharpe Ratio

FRHC:

2.08

TSLA:

1.24

Sortino Ratio

FRHC:

2.85

TSLA:

2.02

Omega Ratio

FRHC:

1.36

TSLA:

1.24

Calmar Ratio

FRHC:

1.74

TSLA:

1.19

Martin Ratio

FRHC:

6.32

TSLA:

3.39

Ulcer Index

FRHC:

9.69%

TSLA:

22.89%

Daily Std Dev

FRHC:

29.36%

TSLA:

62.73%

Max Drawdown

FRHC:

-45.93%

TSLA:

-73.63%

Current Drawdown

FRHC:

-4.75%

TSLA:

-8.53%

Fundamentals

Market Cap

FRHC:

$8.09B

TSLA:

$1.54T

EPS

FRHC:

$5.70

TSLA:

$3.66

PE Ratio

FRHC:

23.43

TSLA:

131.11

Total Revenue (TTM)

FRHC:

$1.82B

TSLA:

$97.15B

Gross Profit (TTM)

FRHC:

$1.24B

TSLA:

$17.71B

EBITDA (TTM)

FRHC:

$899.68M

TSLA:

$13.83B

Returns By Period

In the year-to-date period, FRHC achieves a 57.82% return, which is significantly lower than TSLA's 76.64% return.


FRHC

YTD

57.82%

1M

8.72%

6M

57.19%

1Y

61.16%

5Y*

54.23%

10Y*

N/A

TSLA

YTD

76.64%

1M

26.86%

6M

141.74%

1Y

77.60%

5Y*

74.77%

10Y*

40.39%

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Risk-Adjusted Performance

FRHC vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Freedom Holding Corp. (FRHC) 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.


Sharpe ratio
The chart of Sharpe ratio for FRHC, currently valued at 2.08, compared to the broader market-4.00-2.000.002.002.081.24
The chart of Sortino ratio for FRHC, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.852.02
The chart of Omega ratio for FRHC, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.24
The chart of Calmar ratio for FRHC, currently valued at 1.74, compared to the broader market0.002.004.006.001.741.19
The chart of Martin ratio for FRHC, currently valued at 6.31, compared to the broader market0.0010.0020.006.313.39
FRHC
TSLA

The current FRHC Sharpe Ratio is 2.08, which is higher than the TSLA Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of FRHC 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
2.08
1.24
FRHC
TSLA

Dividends

FRHC vs. TSLA - Dividend Comparison

Neither FRHC nor TSLA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FRHC vs. TSLA - Drawdown Comparison

The maximum FRHC drawdown since its inception was -45.93%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for FRHC and TSLA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.75%
-8.53%
FRHC
TSLA

Volatility

FRHC vs. TSLA - Volatility Comparison

The current volatility for Freedom Holding Corp. (FRHC) is 8.87%, while Tesla, Inc. (TSLA) has a volatility of 16.44%. This indicates that FRHC 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%JulyAugustSeptemberOctoberNovemberDecember
8.87%
16.44%
FRHC
TSLA

Financials

FRHC vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between Freedom Holding 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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