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

Performance

HMC vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Honda Motor Co., Ltd. (HMC) 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
-19.79%
96.70%
HMC
TSLA

Returns By Period

In the year-to-date period, HMC achieves a -13.17% return, which is significantly lower than TSLA's 41.89% return. Over the past 10 years, HMC has underperformed TSLA with an annualized return of 1.47%, while TSLA has yielded a comparatively higher 35.87% annualized return.


HMC

YTD

-13.17%

1M

-12.33%

6M

-19.80%

1Y

-14.03%

5Y (annualized)

1.35%

10Y (annualized)

1.47%

TSLA

YTD

41.89%

1M

65.02%

6M

96.70%

1Y

50.53%

5Y (annualized)

74.00%

10Y (annualized)

35.87%

Fundamentals


HMCTSLA
Market Cap$41.84B$1.11T
EPS$3.97$3.59
PE Ratio6.7395.27
PEG Ratio3.629.75
Total Revenue (TTM)$21.63T$97.15B
Gross Profit (TTM)$4.69T$17.71B
EBITDA (TTM)$3.00T$13.83B

Key characteristics


HMCTSLA
Sharpe Ratio-0.590.83
Sortino Ratio-0.661.60
Omega Ratio0.921.19
Calmar Ratio-0.450.77
Martin Ratio-1.102.21
Ulcer Index12.76%22.88%
Daily Std Dev23.86%61.24%
Max Drawdown-53.55%-73.63%
Current Drawdown-28.77%-14.00%

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Correlation

-0.50.00.51.00.2

The correlation between HMC and TSLA is 0.25, 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

HMC vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Honda Motor Co., Ltd. (HMC) 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 HMC, currently valued at -0.59, compared to the broader market-4.00-2.000.002.004.00-0.590.83
The chart of Sortino ratio for HMC, currently valued at -0.66, compared to the broader market-4.00-2.000.002.004.00-0.661.60
The chart of Omega ratio for HMC, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.19
The chart of Calmar ratio for HMC, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.450.77
The chart of Martin ratio for HMC, currently valued at -1.10, compared to the broader market0.0010.0020.0030.00-1.102.21
HMC
TSLA

The current HMC Sharpe Ratio is -0.59, which is lower than the TSLA Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of HMC 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.59
0.83
HMC
TSLA

Dividends

HMC vs. TSLA - Dividend Comparison

HMC's dividend yield for the trailing twelve months is around 0.94%, while TSLA has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
HMC
Honda Motor Co., Ltd.
0.94%3.30%4.11%2.74%2.23%2.90%3.19%3.02%5.37%3.30%4.39%4.38%
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

HMC vs. TSLA - Drawdown Comparison

The maximum HMC drawdown since its inception was -53.55%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for HMC and TSLA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-28.77%
-14.00%
HMC
TSLA

Volatility

HMC vs. TSLA - Volatility Comparison

The current volatility for Honda Motor Co., Ltd. (HMC) is 10.69%, while Tesla, Inc. (TSLA) has a volatility of 22.24%. This indicates that HMC 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
10.69%
22.24%
HMC
TSLA

Financials

HMC vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between Honda Motor Co., Ltd. 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