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

Correlation

The correlation between JOBY and TSLA is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

JOBY vs. TSLA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JOBY:

0.59

TSLA:

1.40

Sortino Ratio

JOBY:

1.38

TSLA:

2.11

Omega Ratio

JOBY:

1.15

TSLA:

1.25

Calmar Ratio

JOBY:

0.57

TSLA:

1.66

Martin Ratio

JOBY:

1.42

TSLA:

4.00

Ulcer Index

JOBY:

26.19%

TSLA:

24.27%

Daily Std Dev

JOBY:

81.30%

TSLA:

72.45%

Max Drawdown

JOBY:

-76.27%

TSLA:

-73.63%

Current Drawdown

JOBY:

-44.85%

TSLA:

-27.07%

Fundamentals

Market Cap

JOBY:

$5.67B

TSLA:

$1.12T

EPS

JOBY:

-$0.84

TSLA:

$1.71

PS Ratio

JOBY:

51.07K

TSLA:

11.70

PB Ratio

JOBY:

6.60

TSLA:

14.79

Total Revenue (TTM)

JOBY:

$111.00K

TSLA:

$95.72B

Gross Profit (TTM)

JOBY:

-$8.63M

TSLA:

$16.91B

EBITDA (TTM)

JOBY:

-$577.94M

TSLA:

$13.96B

Returns By Period

In the year-to-date period, JOBY achieves a -9.10% return, which is significantly higher than TSLA's -13.34% return.


JOBY

YTD

-9.10%

1M

27.63%

6M

28.97%

1Y

47.21%

5Y*

N/A

10Y*

N/A

TSLA

YTD

-13.34%

1M

44.89%

6M

9.12%

1Y

100.17%

5Y*

45.84%

10Y*

35.84%

*Annualized

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Risk-Adjusted Performance

JOBY vs. TSLA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JOBY
The Risk-Adjusted Performance Rank of JOBY is 7272
Overall Rank
The Sharpe Ratio Rank of JOBY is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of JOBY is 7575
Sortino Ratio Rank
The Omega Ratio Rank of JOBY is 6969
Omega Ratio Rank
The Calmar Ratio Rank of JOBY is 7474
Calmar Ratio Rank
The Martin Ratio Rank of JOBY is 6868
Martin Ratio Rank

TSLA
The Risk-Adjusted Performance Rank of TSLA is 8787
Overall Rank
The Sharpe Ratio Rank of TSLA is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLA is 8787
Sortino Ratio Rank
The Omega Ratio Rank of TSLA is 8383
Omega Ratio Rank
The Calmar Ratio Rank of TSLA is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TSLA is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JOBY vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Joby Aviation, Inc. (JOBY) 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 JOBY Sharpe Ratio is 0.59, which is lower than the TSLA Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of JOBY 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.


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Dividends

JOBY vs. TSLA - Dividend Comparison

Neither JOBY nor TSLA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JOBY vs. TSLA - Drawdown Comparison

The maximum JOBY drawdown since its inception was -76.27%, roughly equal to the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for JOBY and TSLA. For additional features, visit the drawdowns tool.


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Volatility

JOBY vs. TSLA - Volatility Comparison

The current volatility for Joby Aviation, Inc. (JOBY) is 12.21%, while Tesla, Inc. (TSLA) has a volatility of 16.73%. This indicates that JOBY 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.


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Financials

JOBY vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between Joby Aviation, Inc. 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


0.005.00B10.00B15.00B20.00B25.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober20250
19.34B
(JOBY) Total Revenue
(TSLA) Total Revenue
Values in USD except per share items