TSLA vs. META

In the year-to-date period, TSLA achieves a -35.74% return, which is significantly lower than META's -8.86% return. Over the past 10 years, TSLA has outperformed META with an annualized return of 32.69%, while META has yielded a comparatively lower 20.71% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) and Meta Platforms, Inc. (META). 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.

The current TSLA Sharpe Ratio is 1.12, which is higher than the META Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of TSLA and META, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TSLA has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.38%.

The maximum TSLA drawdown since its inception was -73.63%, roughly equal to the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for TSLA and META. For additional features, visit the drawdowns tool.

Tesla, Inc. (TSLA) has a higher volatility of 30.11% compared to Meta Platforms, Inc. (META) at 21.58%. This indicates that TSLA's price experiences larger fluctuations and is considered to be riskier than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Tesla, Inc. and Meta Platforms, 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.