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TSLA vs. HDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLA vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tesla, Inc. (TSLA) and iShares Core High Dividend ETF (HDV). 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 lower than HDV's 15.30% return. Over the past 10 years, TSLA has outperformed HDV with an annualized return of 39.72%, while HDV has yielded a comparatively lower 9.47% annualized 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%

HDV

1D
0.87%
1M
2.05%
YTD
15.30%
6M
15.20%
1Y
21.86%
3Y*
15.16%
5Y*
10.91%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLA vs. HDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSLA
Tesla, Inc.
-9.63%11.36%62.52%101.72%-65.03%49.76%743.44%25.70%6.89%45.70%
HDV
iShares Core High Dividend ETF
15.30%11.90%14.16%1.72%7.05%19.45%-6.48%20.22%-3.01%13.40%

Correlation

The correlation between TSLA and HDV is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.08

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

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2011

0.23

The correlation between TSLA and HDV shifts across timeframes, from -0.02 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TSLA vs. HDV — 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

HDV
HDV Risk / Return Rank: 8080
Overall Rank
HDV Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 8585
Sortino Ratio Rank
HDV Omega Ratio Rank: 7676
Omega Ratio Rank
HDV Calmar Ratio Rank: 8686
Calmar Ratio Rank
HDV Martin Ratio Rank: 7272
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. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) and iShares Core High Dividend ETF (HDV). 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.


TSLAHDVDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-2.16

Omega ratioGain probability vs. loss probability

1.13

1.38

-0.25

Calmar ratioReturn relative to maximum drawdown

0.92

4.18

-3.26

Martin ratioReturn relative to average drawdown

2.10

11.59

-9.49

TSLA vs. HDV - Sharpe Ratio Comparison

The current TSLA Sharpe Ratio is 0.62, which is lower than the HDV Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of TSLA and HDV, 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. HDV - Drawdown Comparison

The maximum TSLA drawdown since its inception was -73.63%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for TSLA and HDV.


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Drawdown Indicators


TSLAHDVDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-37.04%

-36.59%

Max Drawdown (1Y)

Largest decline over 1 year

-29.93%

-5.18%

-24.75%

Max Drawdown (3Y)

Largest decline over 3 years

-53.77%

-10.49%

-43.28%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

-15.42%

-58.21%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

-37.04%

-36.59%

Current Drawdown

Current decline from peak

-17.03%

-0.29%

-16.74%

Average Drawdown

Average peak-to-trough decline

-22.72%

-3.08%

-19.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.06%

1.87%

+11.19%

Volatility

TSLA vs. HDV - Volatility Comparison

Tesla, Inc. (TSLA) has a higher volatility of 14.25% compared to iShares Core High Dividend ETF (HDV) at 3.10%. This indicates that TSLA's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLAHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.25%

3.10%

+11.15%

Volatility (6M)

Calculated over the trailing 6-month period

28.73%

7.44%

+21.29%

Volatility (1Y)

Calculated over the trailing 1-year period

44.49%

9.73%

+34.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.98%

12.83%

+46.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.14%

15.73%

+43.41%

Dividends

TSLA vs. HDV - Dividend Comparison

TSLA has not paid dividends to shareholders, while HDV's dividend yield for the trailing twelve months is around 2.84%.


PositionTTM20252024202320222021202020192018201720162015
HDV
iShares Core High Dividend ETF
2.84%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
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 HDV have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLA has higher volatility (14.25%) compared to HDV (3.10%). In terms of maximum drawdown, TSLA dropped -73.63% vs HDV's -37.04%.

HDV currently has the higher Sharpe Ratio (2.23 vs 0.62), 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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