PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NIO vs. TSLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NIO and TSLA is 0.42, 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.


-0.50.00.51.00.4

Performance

NIO vs. TSLA - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
-34.55%
2,172.31%
NIO
TSLA

Key characteristics

Sharpe Ratio

NIO:

-0.68

TSLA:

1.19

Sortino Ratio

NIO:

-0.84

TSLA:

1.97

Omega Ratio

NIO:

0.91

TSLA:

1.24

Calmar Ratio

NIO:

-0.51

TSLA:

1.14

Martin Ratio

NIO:

-1.05

TSLA:

3.26

Ulcer Index

NIO:

45.97%

TSLA:

22.88%

Daily Std Dev

NIO:

71.14%

TSLA:

62.89%

Max Drawdown

NIO:

-94.16%

TSLA:

-73.63%

Current Drawdown

NIO:

-93.13%

TSLA:

-8.28%

Fundamentals

Market Cap

NIO:

$9.75B

TSLA:

$1.54T

EPS

NIO:

-$1.50

TSLA:

$3.66

Total Revenue (TTM)

NIO:

$63.47B

TSLA:

$97.15B

Gross Profit (TTM)

NIO:

$5.87B

TSLA:

$17.71B

EBITDA (TTM)

NIO:

-$14.68B

TSLA:

$13.83B

Returns By Period

In the year-to-date period, NIO achieves a -52.37% return, which is significantly lower than TSLA's 77.13% return.


NIO

YTD

-52.37%

1M

-7.49%

6M

-2.48%

1Y

-51.02%

5Y*

9.97%

10Y*

N/A

TSLA

YTD

77.13%

1M

29.93%

6M

138.09%

1Y

71.11%

5Y*

75.02%

10Y*

40.66%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NIO vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NIO Inc. (NIO) 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 NIO, currently valued at -0.68, compared to the broader market-4.00-2.000.002.00-0.681.19
The chart of Sortino ratio for NIO, currently valued at -0.84, compared to the broader market-4.00-2.000.002.004.00-0.841.97
The chart of Omega ratio for NIO, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.24
The chart of Calmar ratio for NIO, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.511.14
The chart of Martin ratio for NIO, currently valued at -1.05, compared to the broader market0.0010.0020.00-1.053.26
NIO
TSLA

The current NIO Sharpe Ratio is -0.68, which is lower than the TSLA Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of NIO 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.68
1.19
NIO
TSLA

Dividends

NIO vs. TSLA - Dividend Comparison

Neither NIO nor TSLA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NIO vs. TSLA - Drawdown Comparison

The maximum NIO drawdown since its inception was -94.16%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for NIO and TSLA. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-93.13%
-8.28%
NIO
TSLA

Volatility

NIO vs. TSLA - Volatility Comparison

NIO Inc. (NIO) has a higher volatility of 19.85% compared to Tesla, Inc. (TSLA) at 16.49%. This indicates that NIO's price experiences larger fluctuations and is considered to be riskier 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
19.85%
16.49%
NIO
TSLA

Financials

NIO vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between NIO 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab