TSLA vs. QUAL
TSLA (Tesla, Inc.) is a stock, while QUAL (iShares MSCI USA Quality Factor ETF) is Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality Index. Over the past 10 years, TSLA returned 39.56%/yr vs 14.19%/yr for QUAL. At a 0.43 correlation, their price movements are largely independent.
Performance
TSLA vs. QUAL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TSLA achieves a -9.07% return, which is significantly lower than QUAL's 7.89% return. Over the past 10 years, TSLA has outperformed QUAL with an annualized return of 39.56%, while QUAL has yielded a comparatively lower 14.19% annualized return.
TSLA
- 1D
- 4.59%
- 1M
- -4.53%
- YTD
- -9.07%
- 6M
- -6.97%
- 1Y
- 38.56%
- 3Y*
- 18.72%
- 5Y*
- 15.43%
- 10Y*
- 39.56%
QUAL
- 1D
- 0.32%
- 1M
- 1.62%
- YTD
- 7.89%
- 6M
- 8.26%
- 1Y
- 19.70%
- 3Y*
- 19.43%
- 5Y*
- 11.82%
- 10Y*
- 14.19%
TSLA vs. QUAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSLA Tesla, Inc. | -9.07% | 11.36% | 62.52% | 101.72% | -65.03% | 49.76% | 743.44% | 25.70% | 6.89% | 45.70% |
QUAL iShares MSCI USA Quality Factor ETF | 7.89% | 12.65% | 22.29% | 30.88% | -20.50% | 26.94% | 17.04% | 33.89% | -5.70% | 22.26% |
Correlation
The correlation between TSLA and QUAL is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2013 | 0.43 |
The correlation between TSLA and QUAL has been stable across timeframes, ranging from 0.43 to 0.50 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TSLA vs. QUAL — Risk / Return Rank
TSLA
QUAL
TSLA vs. QUAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) and iShares MSCI USA Quality Factor ETF (QUAL). 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.
| TSLA | QUAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.29 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.19 | -0.90 |
| Martin ratioReturn relative to average drawdown | 3.01 | 9.96 | -6.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TSLA | QUAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.65 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.68 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.79 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.80 | -0.07 |
Drawdowns
TSLA vs. QUAL - Drawdown Comparison
The maximum TSLA drawdown since its inception was -73.63%, which is greater than QUAL's maximum drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for TSLA and QUAL.
Loading charts...
Drawdown Indicators
| TSLA | QUAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.63% | -34.06% | -39.57% |
Max Drawdown (1Y)Largest decline over 1 year | -29.93% | -9.03% | -20.90% |
Max Drawdown (3Y)Largest decline over 3 years | -53.77% | -18.00% | -35.77% |
Max Drawdown (5Y)Largest decline over 5 years | -73.63% | -28.23% | -45.40% |
Max Drawdown (10Y)Largest decline over 10 years | -73.63% | -34.06% | -39.57% |
Current DrawdownCurrent decline from peak | -16.52% | -1.61% | -14.91% |
Average DrawdownAverage peak-to-trough decline | -22.73% | -4.10% | -18.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.84% | 1.98% | +10.86% |
Volatility
TSLA vs. QUAL - Volatility Comparison
Tesla, Inc. (TSLA) has a higher volatility of 14.26% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 3.12%. This indicates that TSLA's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TSLA | QUAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.26% | 3.12% | +11.14% |
Volatility (6M)Calculated over the trailing 6-month period | 28.15% | 9.28% | +18.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.60% | 12.01% | +32.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.92% | 17.35% | +41.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.14% | 18.11% | +41.03% |
Dividends
TSLA vs. QUAL - Dividend Comparison
TSLA has not paid dividends to shareholders, while QUAL's dividend yield for the trailing twelve months is around 0.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUAL iShares MSCI USA Quality Factor ETF | 0.88% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
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 QUAL have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLA has higher volatility (14.26%) compared to QUAL (3.12%). In terms of maximum drawdown, TSLA dropped -73.63% vs QUAL's -34.06%.
QUAL currently has the higher Sharpe Ratio (1.65 vs 0.87), 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.
Find the right allocation for TSLA and QUAL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer