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NKLA vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between NKLA and ^SP500TR is 0.28, 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.


-0.50.00.51.00.3

Performance

NKLA vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nikola Corporation (NKLA) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-86.05%
8.48%
NKLA
^SP500TR

Key characteristics

Sharpe Ratio

NKLA:

-0.90

^SP500TR:

2.20

Sortino Ratio

NKLA:

-2.60

^SP500TR:

2.91

Omega Ratio

NKLA:

0.70

^SP500TR:

1.40

Calmar Ratio

NKLA:

-0.93

^SP500TR:

3.35

Martin Ratio

NKLA:

-1.38

^SP500TR:

13.96

Ulcer Index

NKLA:

67.42%

^SP500TR:

2.03%

Daily Std Dev

NKLA:

103.85%

^SP500TR:

12.88%

Max Drawdown

NKLA:

-99.95%

^SP500TR:

-55.25%

Current Drawdown

NKLA:

-99.94%

^SP500TR:

-1.40%

Returns By Period

In the year-to-date period, NKLA achieves a 12.61% return, which is significantly higher than ^SP500TR's 2.01% return.


NKLA

YTD

12.61%

1M

13.56%

6M

-86.16%

1Y

-93.15%

5Y*

-66.49%

10Y*

N/A

^SP500TR

YTD

2.01%

1M

1.20%

6M

8.48%

1Y

25.61%

5Y*

14.39%

10Y*

13.40%

*Annualized

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Risk-Adjusted Performance

NKLA vs. ^SP500TR — Risk-Adjusted Performance Rank

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

NKLA
The Risk-Adjusted Performance Rank of NKLA is 44
Overall Rank
The Sharpe Ratio Rank of NKLA is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of NKLA is 11
Sortino Ratio Rank
The Omega Ratio Rank of NKLA is 22
Omega Ratio Rank
The Calmar Ratio Rank of NKLA is 22
Calmar Ratio Rank
The Martin Ratio Rank of NKLA is 88
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 9696
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 9494
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 9797
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9797
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.

NKLA vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nikola Corporation (NKLA) and S&P 500 Total Return (^SP500TR). 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 NKLA, currently valued at -0.90, compared to the broader market-2.000.002.004.00-0.902.20
The chart of Sortino ratio for NKLA, currently valued at -2.60, compared to the broader market-4.00-2.000.002.004.006.00-2.602.91
The chart of Omega ratio for NKLA, currently valued at 0.70, compared to the broader market0.501.001.502.000.701.40
The chart of Calmar ratio for NKLA, currently valued at -0.93, compared to the broader market0.002.004.006.00-0.933.35
The chart of Martin ratio for NKLA, currently valued at -1.38, compared to the broader market-10.000.0010.0020.0030.00-1.3813.96
NKLA
^SP500TR

The current NKLA Sharpe Ratio is -0.90, which is lower than the ^SP500TR Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of NKLA and ^SP500TR, 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
-0.90
2.20
NKLA
^SP500TR

Drawdowns

NKLA vs. ^SP500TR - Drawdown Comparison

The maximum NKLA drawdown since its inception was -99.95%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for NKLA and ^SP500TR. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-99.94%
-1.40%
NKLA
^SP500TR

Volatility

NKLA vs. ^SP500TR - Volatility Comparison

Nikola Corporation (NKLA) has a higher volatility of 36.12% compared to S&P 500 Total Return (^SP500TR) at 5.07%. This indicates that NKLA's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
36.12%
5.07%
NKLA
^SP500TR
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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.

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