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TESL vs. TSLA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TESL vs. TSLA - Performance Comparison

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

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Returns By Period

In the year-to-date period, TESL achieves a -12.28% return, which is significantly higher than TSLA's -15.14% return.


TESL

1D
-6.80%
1M
-14.12%
YTD
-12.28%
6M
-17.99%
1Y
-31.81%
3Y*
26.19%
5Y*
8.82%
10Y*

TSLA

1D
-5.79%
1M
-10.42%
YTD
-15.14%
6M
-21.41%
1Y
9.44%
3Y*
14.14%
5Y*
10.99%
10Y*
40.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TESL vs. TSLA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TESL
Simplify Volt TSLA Revolution ETF
-12.28%-14.73%152.27%58.33%-61.11%18.52%2.57%
TSLA
Tesla, Inc.
-15.14%11.36%62.52%101.72%-65.03%49.76%6.33%

Correlation

The correlation between TESL and TSLA is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Dec 29, 2020

0.83

The correlation between TESL and TSLA shifts across timeframes, from 0.82 (5 years) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TESL vs. TSLA — Risk / Return Rank

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

TESL
TESL Risk / Return Rank: 55
Overall Rank
TESL Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TESL Sortino Ratio Rank: 55
Sortino Ratio Rank
TESL Omega Ratio Rank: 55
Omega Ratio Rank
TESL Calmar Ratio Rank: 44
Calmar Ratio Rank
TESL Martin Ratio Rank: 55
Martin Ratio Rank

TSLA
TSLA Risk / Return Rank: 4949
Overall Rank
TSLA Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 4747
Sortino Ratio Rank
TSLA Omega Ratio Rank: 4545
Omega Ratio Rank
TSLA Calmar Ratio Rank: 5050
Calmar Ratio Rank
TSLA Martin Ratio Rank: 5151
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.

TESL vs. TSLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Volt TSLA Revolution ETF (TESL) 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.


TESLTSLADifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

0.93

1.07

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.57

0.32

-0.89

Martin ratioReturn relative to average drawdown

-0.98

0.72

-1.70

TESL vs. TSLA - Sharpe Ratio Comparison

The current TESL Sharpe Ratio is -0.57, which is lower than the TSLA Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of TESL and TSLA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TESL vs. TSLA - Drawdown Comparison

The maximum TESL drawdown since its inception was -69.11%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for TESL and TSLA.


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Drawdown Indicators


TESLTSLADifference

Max Drawdown

Largest peak-to-trough decline

-69.11%

-73.63%

+4.52%

Max Drawdown (1Y)

Largest decline over 1 year

-56.12%

-29.93%

-26.19%

Max Drawdown (3Y)

Largest decline over 3 years

-56.12%

-53.77%

-2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-69.11%

-73.63%

+4.52%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

Current Drawdown

Current decline from peak

-45.57%

-22.10%

-23.47%

Average Drawdown

Average peak-to-trough decline

-37.71%

-22.71%

-15.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.64%

13.37%

+19.27%

Volatility

TESL vs. TSLA - Volatility Comparison

Simplify Volt TSLA Revolution ETF (TESL) has a higher volatility of 15.88% compared to Tesla, Inc. (TSLA) at 14.29%. This indicates that TESL'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


TESLTSLADifference

Volatility (1M)

Calculated over the trailing 1-month period

15.88%

14.29%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

41.68%

28.36%

+13.32%

Volatility (1Y)

Calculated over the trailing 1-year period

57.85%

44.68%

+13.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.05%

59.03%

-7.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.14%

59.11%

-8.97%

Dividends

TESL vs. TSLA - Dividend Comparison

TESL's dividend yield for the trailing twelve months is around 26.22%, while TSLA has not paid dividends to shareholders.


PositionTTM2025202420232022
TESL
Simplify Volt TSLA Revolution ETF
26.22%23.87%0.62%0.00%0.83%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, TESL and TSLA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TESL has higher volatility (15.88%) compared to TSLA (14.29%). In terms of maximum drawdown, TESL dropped -69.11% vs TSLA's -73.63%.

TSLA currently has the higher Sharpe Ratio (0.22 vs -0.57), 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.

Portfolio Optimizer

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