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

Performance

GM vs. TSLA - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
26.40%
83.32%
GM
TSLA

Returns By Period

In the year-to-date period, GM achieves a 59.22% return, which is significantly higher than TSLA's 29.07% return. Over the past 10 years, GM has underperformed TSLA with an annualized return of 8.61%, while TSLA has yielded a comparatively higher 34.08% annualized return.


GM

YTD

59.22%

1M

15.35%

6M

24.61%

1Y

104.62%

5Y (annualized)

10.33%

10Y (annualized)

8.61%

TSLA

YTD

29.07%

1M

44.91%

6M

80.73%

1Y

37.30%

5Y (annualized)

68.83%

10Y (annualized)

34.08%

Fundamentals


GMTSLA
Market Cap$63.40B$1.12T
EPS$9.33$3.42
PE Ratio6.1596.05
PEG Ratio6.779.98
Total Revenue (TTM)$182.72B$97.15B
Gross Profit (TTM)$21.86B$17.71B
EBITDA (TTM)$25.20B$13.83B

Key characteristics


GMTSLA
Sharpe Ratio3.470.52
Sortino Ratio4.271.23
Omega Ratio1.601.15
Calmar Ratio1.910.49
Martin Ratio21.651.40
Ulcer Index5.02%22.88%
Daily Std Dev31.32%61.10%
Max Drawdown-59.95%-73.63%
Current Drawdown-11.68%-21.77%

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Correlation

-0.50.00.51.00.3

The correlation between GM and TSLA is 0.30, 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.

Risk-Adjusted Performance

GM vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for General Motors Company (GM) 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 GM, currently valued at 3.47, compared to the broader market-4.00-2.000.002.004.003.470.61
The chart of Sortino ratio for GM, currently valued at 4.27, compared to the broader market-4.00-2.000.002.004.004.271.34
The chart of Omega ratio for GM, currently valued at 1.60, compared to the broader market0.501.001.502.001.601.16
The chart of Calmar ratio for GM, currently valued at 1.91, compared to the broader market0.002.004.006.001.910.57
The chart of Martin ratio for GM, currently valued at 21.65, compared to the broader market0.0010.0020.0030.0021.651.63
GM
TSLA

The current GM Sharpe Ratio is 3.47, which is higher than the TSLA Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of GM 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.47
0.61
GM
TSLA

Dividends

GM vs. TSLA - Dividend Comparison

GM's dividend yield for the trailing twelve months is around 0.79%, while TSLA has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
GM
General Motors Company
0.79%1.00%0.54%0.00%0.91%4.15%4.54%3.71%4.36%4.06%3.44%
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%

Drawdowns

GM vs. TSLA - Drawdown Comparison

The maximum GM drawdown since its inception was -59.95%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for GM and TSLA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-11.68%
-21.77%
GM
TSLA

Volatility

GM vs. TSLA - Volatility Comparison

The current volatility for General Motors Company (GM) is 11.81%, while Tesla, Inc. (TSLA) has a volatility of 28.91%. This indicates that GM 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.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
11.81%
28.91%
GM
TSLA

Financials

GM vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between General Motors 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