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SAB.MC vs. TSLA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SAB.MC vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Banco de Sabadell S.A (SAB.MC) and Tesla, Inc. (TSLA). The values are adjusted to include any dividend payments, if applicable.

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SAB.MC vs. TSLA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAB.MC
Banco de Sabadell S.A
-9.57%92.34%77.23%31.30%56.27%67.18%-64.74%8.42%-37.11%28.28%
TSLA
Tesla, Inc.
-16.03%-1.85%73.25%95.67%-62.86%60.96%673.92%28.54%11.91%27.80%
Different Trading Currencies

SAB.MC is traded in EUR, while TSLA is traded in USD. To make them comparable, the TSLA values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SAB.MC achieves a -9.57% return, which is significantly higher than TSLA's -19.24% return. Over the past 10 years, SAB.MC has underperformed TSLA with an annualized return of 11.25%, while TSLA has yielded a comparatively higher 36.37% annualized return.


SAB.MC

1D
0.30%
1M
-5.14%
YTD
-9.57%
6M
-6.21%
1Y
21.95%
3Y*
52.49%
5Y*
52.40%
10Y*
11.25%

TSLA

1D
0.00%
1M
-9.18%
YTD
-19.24%
6M
-18.41%
1Y
29.08%
3Y*
17.35%
5Y*
10.55%
10Y*
36.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SAB.MC vs. TSLA — Risk / Return Rank

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

SAB.MC
SAB.MC Risk / Return Rank: 6565
Overall Rank
SAB.MC Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SAB.MC Sortino Ratio Rank: 5858
Sortino Ratio Rank
SAB.MC Omega Ratio Rank: 5858
Omega Ratio Rank
SAB.MC Calmar Ratio Rank: 7272
Calmar Ratio Rank
SAB.MC Martin Ratio Rank: 7373
Martin Ratio Rank

TSLA
TSLA Risk / Return Rank: 6969
Overall Rank
TSLA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 6767
Sortino Ratio Rank
TSLA Omega Ratio Rank: 6464
Omega Ratio Rank
TSLA Calmar Ratio Rank: 7272
Calmar Ratio Rank
TSLA Martin Ratio Rank: 7272
Martin Ratio Rank
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.

SAB.MC vs. TSLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco de Sabadell S.A (SAB.MC) 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.


SAB.MCTSLADifference

Sharpe ratio

Return per unit of total volatility

0.70

0.52

+0.18

Sortino ratio

Return per unit of downside risk

1.08

1.12

-0.04

Omega ratio

Gain probability vs. loss probability

1.14

1.14

+0.01

Calmar ratio

Return relative to maximum drawdown

1.58

1.05

+0.53

Martin ratio

Return relative to average drawdown

4.02

2.27

+1.75

SAB.MC vs. TSLA - Sharpe Ratio Comparison

The current SAB.MC Sharpe Ratio is 0.70, which is higher than the TSLA Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of SAB.MC 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.


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Sharpe Ratios by Period


SAB.MCTSLADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.52

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.40

0.18

+1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.62

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.72

-0.64

Correlation

The correlation between SAB.MC and TSLA is 0.09, 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.


Dividends

SAB.MC vs. TSLA - Dividend Comparison

SAB.MC's dividend yield for the trailing twelve months is around 3.73%, while TSLA has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SAB.MC
Banco de Sabadell S.A
3.73%6.36%4.75%3.64%4.60%0.00%4.58%2.69%5.67%2.45%4.13%1.90%
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

SAB.MC vs. TSLA - Drawdown Comparison

The maximum SAB.MC drawdown since its inception was -93.84%, which is greater than TSLA's maximum drawdown of -71.11%. Use the drawdown chart below to compare losses from any high point for SAB.MC and TSLA.


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Drawdown Indicators


SAB.MCTSLADifference

Max Drawdown

Largest peak-to-trough decline

-93.84%

-73.63%

-20.21%

Max Drawdown (1Y)

Largest decline over 1 year

-17.21%

-27.48%

+10.27%

Max Drawdown (5Y)

Largest decline over 5 years

-37.02%

-73.63%

+36.61%

Max Drawdown (10Y)

Largest decline over 10 years

-85.19%

-73.63%

-11.56%

Current Drawdown

Current decline from peak

-11.69%

-24.11%

+12.42%

Average Drawdown

Average peak-to-trough decline

-49.28%

-22.77%

-26.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

11.21%

-5.84%

Volatility

SAB.MC vs. TSLA - Volatility Comparison

The current volatility for Banco de Sabadell S.A (SAB.MC) is 8.85%, while Tesla, Inc. (TSLA) has a volatility of 9.69%. This indicates that SAB.MC 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.


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Volatility by Period


SAB.MCTSLADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.85%

9.69%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

21.45%

29.74%

-8.29%

Volatility (1Y)

Calculated over the trailing 1-year period

31.15%

56.63%

-25.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.79%

58.63%

-21.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.74%

59.00%

-17.26%

Financials

SAB.MC vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between Banco de Sabadell S.A 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


Please note, different currencies. SAB.MC values in EUR, TSLA values in USD