TSLA vs. AIA
TSLA (Tesla, Inc.) is a stock, while AIA (iShares Asia 50 ETF) is Asia Pacific Equities fund tracking the S&P Asia 50. Over the past 10 years, TSLA returned 39.85%/yr vs 15.46%/yr for AIA. At a 0.35 correlation, their price movements are largely independent.
Performance
TSLA vs. AIA - Performance Comparison
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Returns By Period
In the year-to-date period, TSLA achieves a -8.58% return, which is significantly lower than AIA's 50.12% return. Over the past 10 years, TSLA has outperformed AIA with an annualized return of 39.85%, while AIA has yielded a comparatively lower 15.46% annualized return.
TSLA
- 1D
- 1.16%
- 1M
- -2.63%
- YTD
- -8.58%
- 6M
- -13.50%
- 1Y
- 26.39%
- 3Y*
- 16.42%
- 5Y*
- 15.32%
- 10Y*
- 39.85%
AIA
- 1D
- 3.85%
- 1M
- 10.80%
- YTD
- 50.12%
- 6M
- 57.01%
- 1Y
- 90.86%
- 3Y*
- 35.89%
- 5Y*
- 12.70%
- 10Y*
- 15.46%
TSLA vs. AIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSLA Tesla, Inc. | -8.58% | 11.36% | 62.52% | 101.72% | -65.03% | 49.76% | 743.44% | 25.70% | 6.89% | 45.70% |
AIA iShares Asia 50 ETF | 50.12% | 47.79% | 20.26% | 4.32% | -24.08% | -10.91% | 33.73% | 22.21% | -14.22% | 45.00% |
Correlation
The correlation between TSLA and AIA is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2010 | 0.35 |
The correlation between TSLA and AIA shifts across timeframes, from 0.35 (all time) to 0.48 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TSLA vs. AIA — Risk / Return Rank
TSLA
AIA
TSLA vs. AIA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) and iShares Asia 50 ETF (AIA). 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.
| TSLA | AIA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.55 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 6.46 | -5.57 |
| Martin ratioReturn relative to average drawdown | 2.02 | 22.37 | -20.35 |
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Drawdowns
TSLA vs. AIA - Drawdown Comparison
The maximum TSLA drawdown since its inception was -73.63%, which is greater than AIA's maximum drawdown of -60.89%. Use the drawdown chart below to compare losses from any high point for TSLA and AIA.
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Drawdown Indicators
| TSLA | AIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.63% | -60.89% | -12.74% |
Max Drawdown (1Y)Largest decline over 1 year | -29.93% | -14.15% | -15.78% |
Max Drawdown (3Y)Largest decline over 3 years | -53.77% | -21.64% | -32.13% |
Max Drawdown (5Y)Largest decline over 5 years | -73.63% | -50.11% | -23.52% |
Max Drawdown (10Y)Largest decline over 10 years | -73.63% | -54.64% | -18.99% |
Current DrawdownCurrent decline from peak | -16.07% | -2.84% | -13.23% |
Average DrawdownAverage peak-to-trough decline | -22.71% | -16.66% | -6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.10% | 4.08% | +9.02% |
Volatility
TSLA vs. AIA - Volatility Comparison
Tesla, Inc. (TSLA) and iShares Asia 50 ETF (AIA) have volatilities of 14.34% and 14.78%, 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.
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Volatility by Period
| TSLA | AIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.34% | 14.78% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 28.74% | 24.69% | +4.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.49% | 28.13% | +16.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.98% | 26.02% | +32.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.16% | 23.82% | +35.34% |
Dividends
TSLA vs. AIA - Dividend Comparison
TSLA has not paid dividends to shareholders, while AIA's dividend yield for the trailing twelve months is around 2.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIA iShares Asia 50 ETF | 2.03% | 2.50% | 2.78% | 2.07% | 2.59% | 1.54% | 1.11% | 2.24% | 2.49% | 1.45% | 2.29% | 2.88% |
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% |
Frequently Asked Questions
TSLA and AIA have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AIA has higher volatility (14.78%) compared to TSLA (14.34%). In terms of maximum drawdown, TSLA dropped -73.63% vs AIA's -60.89%.
AIA currently has the higher Sharpe Ratio (3.25 vs 0.60), 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.
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