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SN vs. TSLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SN and TSLA is 0.19, 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.


-0.50.00.51.00.2

Performance

SN vs. TSLA - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
24.23%
129.82%
SN
TSLA

Key characteristics

Sharpe Ratio

SN:

2.29

TSLA:

1.10

Sortino Ratio

SN:

2.86

TSLA:

1.89

Omega Ratio

SN:

1.43

TSLA:

1.23

Calmar Ratio

SN:

4.54

TSLA:

1.06

Martin Ratio

SN:

15.84

TSLA:

3.02

Ulcer Index

SN:

5.68%

TSLA:

22.91%

Daily Std Dev

SN:

39.32%

TSLA:

62.94%

Max Drawdown

SN:

-36.42%

TSLA:

-73.63%

Current Drawdown

SN:

-13.64%

TSLA:

-10.27%

Fundamentals

Market Cap

SN:

$14.15B

TSLA:

$1.54T

EPS

SN:

$2.55

TSLA:

$3.66

PE Ratio

SN:

39.56

TSLA:

131.11

PEG Ratio

SN:

1.79

TSLA:

12.84

Total Revenue (TTM)

SN:

$5.12B

TSLA:

$97.15B

Gross Profit (TTM)

SN:

$2.43B

TSLA:

$17.71B

EBITDA (TTM)

SN:

$673.95M

TSLA:

$13.83B

Returns By Period

In the year-to-date period, SN achieves a 87.55% return, which is significantly higher than TSLA's 73.29% return.


SN

YTD

87.55%

1M

-2.41%

6M

21.98%

1Y

89.51%

5Y*

N/A

10Y*

N/A

TSLA

YTD

73.29%

1M

22.14%

6M

135.84%

1Y

70.51%

5Y*

72.53%

10Y*

39.83%

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Risk-Adjusted Performance

SN vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SharkNinja Inc. (SN) 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 SN, currently valued at 2.29, compared to the broader market-4.00-2.000.002.002.291.10
The chart of Sortino ratio for SN, currently valued at 2.86, compared to the broader market-4.00-2.000.002.004.002.861.89
The chart of Omega ratio for SN, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.23
The chart of Calmar ratio for SN, currently valued at 4.54, compared to the broader market0.002.004.006.004.541.43
The chart of Martin ratio for SN, currently valued at 15.84, compared to the broader market0.0010.0020.0015.843.02
SN
TSLA

The current SN Sharpe Ratio is 2.29, which is higher than the TSLA Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SN 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 Ratio0.001.002.003.004.005.00Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22
2.29
1.10
SN
TSLA

Dividends

SN vs. TSLA - Dividend Comparison

Neither SN nor TSLA has paid dividends to shareholders.


TTM2023
SN
SharkNinja Inc.
0.00%2.11%
TSLA
Tesla, Inc.
0.00%0.00%

Drawdowns

SN vs. TSLA - Drawdown Comparison

The maximum SN drawdown since its inception was -36.42%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for SN and TSLA. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.64%
-10.27%
SN
TSLA

Volatility

SN vs. TSLA - Volatility Comparison

The current volatility for SharkNinja Inc. (SN) is 12.66%, while Tesla, Inc. (TSLA) has a volatility of 17.05%. This indicates that SN 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.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
12.66%
17.05%
SN
TSLA

Financials

SN vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between SharkNinja 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
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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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