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TSLA vs. HBAR-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

TSLA vs. HBAR-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, TSLA achieves a -9.63% return, which is significantly higher than HBAR-USD's -26.14% return.


TSLA

1D
1.82%
1M
-8.32%
YTD
-9.63%
6M
-11.45%
1Y
24.94%
3Y*
16.25%
5Y*
14.86%
10Y*
39.72%

HBAR-USD

1D
0.30%
1M
-17.44%
YTD
-26.14%
6M
-36.26%
1Y
-50.71%
3Y*
20.01%
5Y*
-16.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLA vs. HBAR-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TSLA
Tesla, Inc.
-9.63%11.36%62.52%101.72%-65.03%49.76%743.44%72.29%
HBAR-USD
HederaHashgraph
-26.14%-60.44%212.23%135.51%-87.44%812.76%211.49%-97.54%

Correlation

The correlation between TSLA and HBAR-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.22

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

0.23

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2019

0.20

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Return for Risk

TSLA vs. HBAR-USD — Risk / Return Rank

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

TSLA
TSLA Risk / Return Rank: 6161
Overall Rank
TSLA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 5959
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5656
Omega Ratio Rank
TSLA Calmar Ratio Rank: 6262
Calmar Ratio Rank
TSLA Martin Ratio Rank: 6363
Martin Ratio Rank

HBAR-USD
HBAR-USD Risk / Return Rank: 6161
Overall Rank
HBAR-USD Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
HBAR-USD Sortino Ratio Rank: 5858
Sortino Ratio Rank
HBAR-USD Omega Ratio Rank: 5858
Omega Ratio Rank
HBAR-USD Calmar Ratio Rank: 6565
Calmar Ratio Rank
HBAR-USD Martin Ratio Rank: 6969
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.

TSLA vs. HBAR-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) and HederaHashgraph (HBAR-USD). 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.


TSLAHBAR-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.13

0.93

+0.20

Calmar ratioReturn relative to maximum drawdown

0.92

-0.69

+1.61

Martin ratioReturn relative to average drawdown

2.10

-0.98

+3.08

TSLA vs. HBAR-USD - Sharpe Ratio Comparison

The current TSLA Sharpe Ratio is 0.62, which is higher than the HBAR-USD Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of TSLA and HBAR-USD, 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

TSLA vs. HBAR-USD - Drawdown Comparison

The maximum TSLA drawdown since its inception was -73.63%, smaller than the maximum HBAR-USD drawdown of -97.58%. Use the drawdown chart below to compare losses from any high point for TSLA and HBAR-USD.


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Drawdown Indicators


TSLAHBAR-USDDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-97.58%

+23.95%

Max Drawdown (1Y)

Largest decline over 1 year

-29.93%

-73.39%

+43.46%

Max Drawdown (3Y)

Largest decline over 3 years

-53.77%

-79.29%

+25.52%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

-92.79%

+19.16%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

Current Drawdown

Current decline from peak

-17.03%

-84.50%

+67.47%

Average Drawdown

Average peak-to-trough decline

-22.72%

-74.51%

+51.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.06%

51.80%

-38.74%

Volatility

TSLA vs. HBAR-USD - Volatility Comparison

The current volatility for Tesla, Inc. (TSLA) is 14.25%, while HederaHashgraph (HBAR-USD) has a volatility of 16.33%. This indicates that TSLA experiences smaller price fluctuations and is considered to be less risky than HBAR-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLAHBAR-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.25%

16.33%

-2.08%

Volatility (6M)

Calculated over the trailing 6-month period

28.73%

43.30%

-14.57%

Volatility (1Y)

Calculated over the trailing 1-year period

44.49%

65.06%

-20.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.98%

85.17%

-26.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.14%

108.57%

-49.43%

Frequently Asked Questions


TSLA and HBAR-USD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HBAR-USD has higher volatility (16.33%) compared to TSLA (14.25%). In terms of maximum drawdown, TSLA dropped -73.63% vs HBAR-USD's -97.58%.

TSLA currently has the higher Sharpe Ratio (0.62 vs -0.65), 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

Find the right allocation for TSLA and HBAR-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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