PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SEDG vs. TSLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SEDG and TSLA is 0.32, 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

SEDG vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SolarEdge Technologies, Inc. (SEDG) and Tesla, Inc. (TSLA). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
-52.81%
54.49%
SEDG
TSLA

Key characteristics

Sharpe Ratio

SEDG:

-0.89

TSLA:

1.16

Sortino Ratio

SEDG:

-1.84

TSLA:

1.95

Omega Ratio

SEDG:

0.79

TSLA:

1.23

Calmar Ratio

SEDG:

-0.84

TSLA:

1.14

Martin Ratio

SEDG:

-1.33

TSLA:

4.74

Ulcer Index

SEDG:

61.36%

TSLA:

15.70%

Daily Std Dev

SEDG:

91.90%

TSLA:

64.23%

Max Drawdown

SEDG:

-97.16%

TSLA:

-73.63%

Current Drawdown

SEDG:

-96.13%

TSLA:

-17.40%

Fundamentals

Market Cap

SEDG:

$825.79M

TSLA:

$1.27T

EPS

SEDG:

-$29.10

TSLA:

$3.67

PEG Ratio

SEDG:

4.61

TSLA:

4.89

Total Revenue (TTM)

SEDG:

$730.71M

TSLA:

$71.98B

Gross Profit (TTM)

SEDG:

-$730.46M

TSLA:

$13.27B

EBITDA (TTM)

SEDG:

-$1.38B

TSLA:

$10.35B

Returns By Period

In the year-to-date period, SEDG achieves a 4.78% return, which is significantly higher than TSLA's -1.85% return.


SEDG

YTD

4.78%

1M

6.74%

6M

-52.81%

1Y

-80.81%

5Y*

-32.74%

10Y*

N/A

TSLA

YTD

-1.85%

1M

-9.14%

6M

54.49%

1Y

81.08%

5Y*

63.52%

10Y*

41.01%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SEDG vs. TSLA — Risk-Adjusted Performance Rank

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

SEDG
The Risk-Adjusted Performance Rank of SEDG is 66
Overall Rank
The Sharpe Ratio Rank of SEDG is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SEDG is 33
Sortino Ratio Rank
The Omega Ratio Rank of SEDG is 55
Omega Ratio Rank
The Calmar Ratio Rank of SEDG is 44
Calmar Ratio Rank
The Martin Ratio Rank of SEDG is 1212
Martin Ratio Rank

TSLA
The Risk-Adjusted Performance Rank of TSLA is 8282
Overall Rank
The Sharpe Ratio Rank of TSLA is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLA is 8282
Sortino Ratio Rank
The Omega Ratio Rank of TSLA is 7878
Omega Ratio Rank
The Calmar Ratio Rank of TSLA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of TSLA is 8282
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.

SEDG vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SolarEdge Technologies, Inc. (SEDG) 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.


Sharpe ratio
The chart of Sharpe ratio for SEDG, currently valued at -0.89, compared to the broader market-2.000.002.00-0.891.16
The chart of Sortino ratio for SEDG, currently valued at -1.84, compared to the broader market-4.00-2.000.002.004.00-1.841.95
The chart of Omega ratio for SEDG, currently valued at 0.79, compared to the broader market0.501.001.502.000.791.23
The chart of Calmar ratio for SEDG, currently valued at -0.84, compared to the broader market0.002.004.006.00-0.841.14
The chart of Martin ratio for SEDG, currently valued at -1.33, compared to the broader market0.0010.0020.00-1.334.74
SEDG
TSLA

The current SEDG Sharpe Ratio is -0.89, which is lower than the TSLA Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of SEDG 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.89
1.16
SEDG
TSLA

Dividends

SEDG vs. TSLA - Dividend Comparison

Neither SEDG nor TSLA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SEDG vs. TSLA - Drawdown Comparison

The maximum SEDG drawdown since its inception was -97.16%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for SEDG and TSLA. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-96.13%
-17.40%
SEDG
TSLA

Volatility

SEDG vs. TSLA - Volatility Comparison

SolarEdge Technologies, Inc. (SEDG) has a higher volatility of 32.99% compared to Tesla, Inc. (TSLA) at 20.17%. This indicates that SEDG'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.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%AugustSeptemberOctoberNovemberDecember2025
32.99%
20.17%
SEDG
TSLA

Financials

SEDG vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between SolarEdge Technologies, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab