PSCT vs. TSLA

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco S&P SmallCap Information Technology ETF (PSCT) and Tesla, Inc. (TSLA).

PSCT is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Information Technology Index. It was launched on Apr 7, 2010.

Performance

PSCT vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Information Technology ETF (PSCT) and Tesla, Inc. (TSLA). The values are adjusted to include any dividend payments, if applicable.

PSCT vs. TSLA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSCT Invesco S&P SmallCap Information Technology ETF	6.13%	18.63%	-1.06%	20.81%	-22.50%	26.26%	27.79%	39.38%	-9.34%	9.96%
TSLA Tesla, Inc.	-17.34%	11.36%	62.52%	101.72%	-65.03%	49.76%	743.44%	25.70%	6.89%	45.70%

Returns By Period

In the year-to-date period, PSCT achieves a 6.13% return, which is significantly higher than TSLA's -17.34% return. Over the past 10 years, PSCT has underperformed TSLA with an annualized return of 12.71%, while TSLA has yielded a comparatively higher 37.10% annualized return.

PSCT

• 1D: 4.30%
• 1M: -3.64%
• YTD: 6.13%
• 6M: 13.17%
• 1Y: 49.93%
• 3Y*: 11.09%
• 5Y*: 5.11%
• 10Y*: 12.71%

TSLA

• 1D: 4.64%
• 1M: -7.64%
• YTD: -17.34%
• 6M: -16.41%
• 1Y: 43.44%
• 3Y*: 21.46%
• 5Y*: 11.00%
• 10Y*: 37.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PSCT vs. TSLA — Risk / Return Rank

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

PSCT

PSCT Risk / Return Rank: 82
PSCT Sharpe Ratio Rank: 80
PSCT Sortino Ratio Rank: 81
PSCT Omega Ratio Rank: 74
PSCT Calmar Ratio Rank: 89
PSCT Martin Ratio Rank: 89

TSLA

TSLA Risk / Return Rank: 69
TSLA Sharpe Ratio Rank: 70
TSLA Sortino Ratio Rank: 67
TSLA Omega Ratio Rank: 64
TSLA Calmar Ratio Rank: 72
TSLA Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSCT vs. TSLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Information Technology ETF (PSCT) 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.

	PSCT	TSLA	Difference
Sharpe ratio Return per unit of total volatility	1.47	0.79	+0.69
Sortino ratio Return per unit of downside risk	2.05	1.44	+0.61
Omega ratio Gain probability vs. loss probability	1.27	1.18	+0.09
Calmar ratio Return relative to maximum drawdown	2.89	1.49	+1.40
Martin ratio Return relative to average drawdown	10.93	3.66	+7.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSCT vs. TSLA - Sharpe Ratio Comparison

The current PSCT Sharpe Ratio is 1.47, which is higher than the TSLA Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of PSCT 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.

Sharpe Ratios by Period

	PSCT	TSLA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.47	0.79	+0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.19	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.63	-0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.72	-0.19

Correlation

The correlation between PSCT and TSLA is 0.46, 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.

Dividends

PSCT vs. TSLA - Dividend Comparison

PSCT's dividend yield for the trailing twelve months is around 0.02%, while TSLA has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSCT Invesco S&P SmallCap Information Technology ETF	0.02%	0.02%	0.01%	0.02%	0.00%	0.01%	0.08%	0.22%	0.47%	0.19%	0.25%	0.15%
TSLA Tesla, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

PSCT vs. TSLA - Drawdown Comparison

The maximum PSCT drawdown since its inception was -40.44%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for PSCT and TSLA.

Drawdown Indicators

	PSCT	TSLA	Difference
Max Drawdown Largest peak-to-trough decline	-40.44%	-73.63%	+33.19%
Max Drawdown (1Y) Largest decline over 1 year	-16.90%	-27.48%	+10.58%
Max Drawdown (5Y) Largest decline over 5 years	-34.80%	-73.63%	+38.83%
Max Drawdown (10Y) Largest decline over 10 years	-40.44%	-73.63%	+33.19%
Current Drawdown Current decline from peak	-6.15%	-24.11%	+17.96%
Average Drawdown Average peak-to-trough decline	-7.98%	-22.77%	+14.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.47%	11.21%	-6.74%

Volatility

PSCT vs. TSLA - Volatility Comparison

Invesco S&P SmallCap Information Technology ETF (PSCT) and Tesla, Inc. (TSLA) have volatilities of 11.00% and 11.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCT	TSLA	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.00%	11.25%	-0.25%
Volatility (6M) Calculated over the trailing 6-month period	23.51%	29.73%	-6.22%
Volatility (1Y) Calculated over the trailing 1-year period	34.08%	55.49%	-21.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.42%	59.07%	-31.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.44%	59.03%	-32.59%