PENN vs. TSLA
PENN (Penn National Gaming, Inc.) and TSLA (Tesla, Inc.) are both stocks. Both are in the Consumer Cyclical sector — PENN in Resorts & Casinos, TSLA in Auto Manufacturers. Over the past 10 years, PENN returned 4.00%/yr vs 39.72%/yr for TSLA. At a 0.30 correlation, their price movements are largely independent.
Performance
PENN vs. TSLA - Performance Comparison
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Returns By Period
In the year-to-date period, PENN achieves a 46.98% return, which is significantly higher than TSLA's -9.63% return. Over the past 10 years, PENN has underperformed TSLA with an annualized return of 4.00%, while TSLA has yielded a comparatively higher 39.72% annualized return.
PENN
- 1D
- 2.22%
- 1M
- 33.83%
- YTD
- 46.98%
- 6M
- 51.82%
- 1Y
- 38.89%
- 3Y*
- -6.65%
- 5Y*
- -23.70%
- 10Y*
- 4.00%
TSLA
- 1D
- 1.82%
- 1M
- -3.74%
- YTD
- -9.63%
- 6M
- -11.45%
- 1Y
- 24.94%
- 3Y*
- 16.25%
- 5Y*
- 14.86%
- 10Y*
- 39.72%
PENN vs. TSLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PENN Penn National Gaming, Inc. | 46.98% | -25.58% | -23.83% | -12.39% | -42.72% | -39.97% | 237.91% | 35.74% | -39.90% | 127.19% |
TSLA Tesla, Inc. | -9.63% | 11.36% | 62.52% | 101.72% | -65.03% | 49.76% | 743.44% | 25.70% | 6.89% | 45.70% |
Correlation
The correlation between PENN and TSLA is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2010 | 0.30 |
The correlation between PENN and TSLA shifts across timeframes, from 0.16 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
PENN:
$2.89B
TSLA:
$1.44T
PENN:
-$6.84
TSLA:
$1.10
PENN:
0.43
TSLA:
14.66
PENN:
1.58
TSLA:
17.10
PENN:
$7.07B
TSLA:
$97.88B
PENN:
$2.10B
TSLA:
$18.66B
PENN:
-$131.70M
TSLA:
$10.48B
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Return for Risk
PENN vs. TSLA — Risk / Return Rank
PENN
TSLA
PENN vs. TSLA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Penn National Gaming, Inc. (PENN) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PENN | TSLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 0.92 | -0.17 |
| Martin ratioReturn relative to average drawdown | 1.43 | 2.10 | -0.67 |
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Drawdowns
PENN vs. TSLA - Drawdown Comparison
The maximum PENN drawdown since its inception was -91.38%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for PENN and TSLA.
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Drawdown Indicators
| PENN | TSLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.38% | -73.63% | -17.75% |
Max Drawdown (1Y)Largest decline over 1 year | -42.55% | -29.93% | -12.62% |
Max Drawdown (3Y)Largest decline over 3 years | -57.42% | -53.77% | -3.65% |
Max Drawdown (5Y)Largest decline over 5 years | -86.14% | -73.63% | -12.51% |
Max Drawdown (10Y)Largest decline over 10 years | -91.38% | -73.63% | -17.75% |
Current DrawdownCurrent decline from peak | -84.11% | -17.03% | -67.08% |
Average DrawdownAverage peak-to-trough decline | -33.91% | -22.72% | -11.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.12% | 13.06% | +9.06% |
Volatility
PENN vs. TSLA - Volatility Comparison
Penn National Gaming, Inc. (PENN) has a higher volatility of 16.21% compared to Tesla, Inc. (TSLA) at 14.25%. This indicates that PENN'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.
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Volatility by Period
| PENN | TSLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.21% | 14.25% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 42.22% | 28.73% | +13.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.75% | 44.49% | +8.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.21% | 58.98% | -4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.49% | 59.14% | +2.35% |
Dividends
PENN vs. TSLA - Dividend Comparison
Neither PENN nor TSLA has paid dividends to shareholders.
Financials
PENN vs. TSLA - Financials Comparison
This section allows you to compare key financial metrics between Penn National Gaming, 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.
Total Revenue: Total amount of money received from sales and other business activities
PENN vs. TSLA - Profitability Comparison
PENN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Penn National Gaming, Inc. reported a gross profit of 524.80M and revenue of 1.78B. Therefore, the gross margin over that period was 29.5%.
TSLA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tesla, Inc. reported a gross profit of 4.72B and revenue of 22.39B. Therefore, the gross margin over that period was 21.1%.
PENN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Penn National Gaming, Inc. reported an operating income of 97.10M and revenue of 1.78B, resulting in an operating margin of 5.5%.
TSLA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tesla, Inc. reported an operating income of 941.00M and revenue of 22.39B, resulting in an operating margin of 4.2%.
PENN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Penn National Gaming, Inc. reported a net income of -2.30M and revenue of 1.78B, resulting in a net margin of -0.1%.
TSLA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tesla, Inc. reported a net income of 491.00M and revenue of 22.39B, resulting in a net margin of 2.2%.
Frequently Asked Questions
PENN and TSLA have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PENN has higher volatility (16.21%) compared to TSLA (14.25%). In terms of maximum drawdown, PENN dropped -91.38% vs TSLA's -73.63%.
TSLA currently has the higher Sharpe Ratio (0.62 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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