NIO vs. TSLA

In the year-to-date period, NIO achieves a -4.13% return, which is significantly higher than TSLA's -35.74% return.

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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.

The current NIO Sharpe Ratio is 0.06, which is lower than the TSLA Sharpe Ratio of 1.12. 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.

Neither NIO nor TSLA has paid dividends to shareholders.

The maximum NIO drawdown since its inception was -95.00%, 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.

The current volatility for NIO Inc. (NIO) is 20.09%, while Tesla, Inc. (TSLA) has a volatility of 30.11%. This indicates that NIO 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 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.