PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TSLA vs. META
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TSLA vs. META - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%20,000.00%JuneJulyAugustSeptemberOctoberNovember
19,089.03%
1,366.90%
TSLA
META

Returns By Period

In the year-to-date period, TSLA achieves a 41.89% return, which is significantly lower than META's 58.44% return. Over the past 10 years, TSLA has outperformed META with an annualized return of 35.87%, while META has yielded a comparatively lower 22.23% annualized return.


TSLA

YTD

41.89%

1M

65.02%

6M

96.70%

1Y

50.53%

5Y (annualized)

74.00%

10Y (annualized)

35.87%

META

YTD

58.44%

1M

-0.81%

6M

17.15%

1Y

64.23%

5Y (annualized)

23.09%

10Y (annualized)

22.23%

Fundamentals


TSLAMETA
Market Cap$1.11T$1.43T
EPS$3.59$21.21
PE Ratio95.2726.66
PEG Ratio9.750.91
Total Revenue (TTM)$97.15B$156.23B
Gross Profit (TTM)$17.71B$127.21B
EBITDA (TTM)$13.83B$77.82B

Key characteristics


TSLAMETA
Sharpe Ratio0.831.77
Sortino Ratio1.602.65
Omega Ratio1.191.36
Calmar Ratio0.773.49
Martin Ratio2.2110.72
Ulcer Index22.88%5.99%
Daily Std Dev61.24%36.21%
Max Drawdown-73.63%-76.74%
Current Drawdown-14.00%-6.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

The correlation between TSLA and META is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

TSLA vs. META - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for TSLA, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.831.77
The chart of Sortino ratio for TSLA, currently valued at 1.60, compared to the broader market-4.00-2.000.002.004.001.602.65
The chart of Omega ratio for TSLA, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.36
The chart of Calmar ratio for TSLA, currently valued at 0.77, compared to the broader market0.002.004.006.000.773.49
The chart of Martin ratio for TSLA, currently valued at 2.21, compared to the broader market0.0010.0020.0030.002.2110.72
TSLA
META

The current TSLA Sharpe Ratio is 0.83, which is lower than the META Sharpe Ratio of 1.77. 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.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.83
1.77
TSLA
META

Dividends

TSLA vs. META - Dividend Comparison

TSLA has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.27%.


TTM
TSLA
Tesla, Inc.
0.00%
META
Meta Platforms, Inc.
0.27%

Drawdowns

TSLA vs. META - Drawdown Comparison

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.00%
-6.18%
TSLA
META

Volatility

TSLA vs. META - Volatility Comparison

Tesla, Inc. (TSLA) has a higher volatility of 22.24% compared to Meta Platforms, Inc. (META) at 8.23%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
22.24%
8.23%
TSLA
META

Financials

TSLA vs. META - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items