IMBBY vs. TSLA

In the year-to-date period, IMBBY achieves a 20.75% return, which is significantly higher than TSLA's -14.21% return. Over the past 10 years, IMBBY has underperformed TSLA with an annualized return of 4.54%, while TSLA has yielded a comparatively higher 35.54% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Imperial Brands PLC (IMBBY) 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 IMBBY Sharpe Ratio is 3.04, which is higher than the TSLA Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of IMBBY 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.

IMBBY's dividend yield for the trailing twelve months is around 4.39%, while TSLA has not paid dividends to shareholders.

The maximum IMBBY drawdown since its inception was -65.18%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for IMBBY and TSLA.

The current volatility for Imperial Brands PLC (IMBBY) is 10.84%, while Tesla, Inc. (TSLA) has a volatility of 14.12%. This indicates that IMBBY 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 Imperial Brands 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.