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TSLA vs. MUU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLA vs. MUU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tesla, Inc. (TSLA) and Direxion Daily MU Bull 2X Shares (MUU). 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 MUU's 727.77% 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%

MUU

1D
-3.04%
1M
43.34%
YTD
727.77%
6M
1,033.51%
1Y
3,969.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLA vs. MUU - Yearly Performance Comparison


2026 (YTD)20252024
TSLA
Tesla, Inc.
-9.63%11.36%67.53%
MUU
Direxion Daily MU Bull 2X Shares
727.77%599.03%-40.91%

Correlation

The correlation between TSLA and MUU is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2024

0.36

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Return for Risk

TSLA vs. MUU — 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

MUU
MUU Risk / Return Rank: 9898
Overall Rank
MUU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MUU Sortino Ratio Rank: 9797
Sortino Ratio Rank
MUU Omega Ratio Rank: 9696
Omega Ratio Rank
MUU Calmar Ratio Rank: 100100
Calmar Ratio Rank
MUU Martin Ratio Rank: 9999
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. MUU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) and Direxion Daily MU Bull 2X Shares (MUU). 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.


TSLAMUUDifference
Sharpe ratioReturn per unit of total volatility

-28.01

Sortino ratioReturn per unit of downside risk

-4.87

Omega ratioGain probability vs. loss probability

1.13

1.76

-0.63

Calmar ratioReturn relative to maximum drawdown

0.92

75.54

-74.62

Martin ratioReturn relative to average drawdown

2.10

245.88

-243.78

TSLA vs. MUU - Sharpe Ratio Comparison

The current TSLA Sharpe Ratio is 0.62, which is lower than the MUU Sharpe Ratio of 28.62. The chart below compares the historical Sharpe Ratios of TSLA and MUU, 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. MUU - Drawdown Comparison

The maximum TSLA drawdown since its inception was -73.63%, roughly equal to the maximum MUU drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for TSLA and MUU.


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Drawdown Indicators


TSLAMUUDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-75.07%

+1.44%

Max Drawdown (1Y)

Largest decline over 1 year

-29.93%

-52.72%

+22.79%

Max Drawdown (3Y)

Largest decline over 3 years

-53.77%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

Current Drawdown

Current decline from peak

-17.03%

-22.00%

+4.97%

Average Drawdown

Average peak-to-trough decline

-22.72%

-23.43%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.06%

16.16%

-3.10%

Volatility

TSLA vs. MUU - Volatility Comparison

The current volatility for Tesla, Inc. (TSLA) is 14.25%, while Direxion Daily MU Bull 2X Shares (MUU) has a volatility of 65.35%. This indicates that TSLA experiences smaller price fluctuations and is considered to be less risky than MUU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLAMUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.25%

65.35%

-51.10%

Volatility (6M)

Calculated over the trailing 6-month period

28.73%

114.18%

-85.45%

Volatility (1Y)

Calculated over the trailing 1-year period

44.49%

139.14%

-94.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.98%

136.95%

-77.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.14%

136.95%

-77.81%

Dividends

TSLA vs. MUU - Dividend Comparison

TSLA has not paid dividends to shareholders, while MUU's dividend yield for the trailing twelve months is around 0.58%.


PositionTTM20252024
MUU
Direxion Daily MU Bull 2X Shares
0.58%4.27%0.31%
TSLA
Tesla, Inc.
0.00%0.00%0.00%

Frequently Asked Questions


TSLA and MUU have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUU has higher volatility (65.35%) compared to TSLA (14.25%). In terms of maximum drawdown, TSLA dropped -73.63% vs MUU's -75.07%.

MUU currently has the higher Sharpe Ratio (28.62 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.

Portfolio Optimizer

Find the right allocation for TSLA and MUU

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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