TSLA vs. SOXX
TSLA (Tesla, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, TSLA returned 35.29%/yr vs 32.19%/yr for SOXX. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
TSLA vs. SOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TSLA achieves a -30.80% return, which is significantly lower than SOXX's 67.84% return. Over the past 10 years, TSLA has outperformed SOXX with an annualized return of 35.29%, while SOXX has yielded a comparatively lower 32.19% annualized return.
TSLA
- 1D
- 0.76%
- 1M
- -26.83%
- 6M
- -27.69%
- YTD
- -30.80%
- 1Y
- 0.95%
- 3Y*
- 6.03%
- 5Y*
- 6.32%
- 10Y*
- 35.29%
- ALL TIME*
- 40.79%
SOXX
- 1D
- 0.07%
- 1M
- -15.81%
- 6M
- 45.95%
- YTD
- 67.84%
- 1Y
- 111.33%
- 3Y*
- 42.35%
- 5Y*
- 28.10%
- 10Y*
- 32.19%
- ALL TIME*
- 13.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.04B | $5.84B | $5.80B | |
TSLA Tesla, Inc. | $15.40B | $15.32B | $18.68B |
TSLA vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSLA Tesla, Inc. | -30.80% | 11.36% | 62.52% | 101.72% | -65.03% | 49.76% | 743.44% | 25.70% | 6.89% | 45.70% |
SOXX iShares Semiconductor ETF | 67.84% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between TSLA and SOXX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2010 | 0.45 |
The correlation between TSLA and SOXX has been stable across timeframes, ranging from 0.45 to 0.53 - 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. SOXX — Risk / Return Rank
TSLA
SOXX
TSLA vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) and iShares Semiconductor ETF (SOXX). 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.
| TSLA | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.38 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.02 | 3.86 | -3.83 |
| Martin ratioReturn relative to average drawdown | 0.06 | 16.24 | -16.18 |
Loading charts...
Drawdowns
TSLA vs. SOXX - Drawdown Comparison
The maximum TSLA drawdown since its inception was -73.63%, roughly equal to the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for TSLA and SOXX.
Loading charts...
Drawdown Indicators
| TSLA | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.63% | -70.21% | -3.42% |
Max Drawdown (1Y)Largest decline over 1 year | -39.10% | -29.01% | -10.09% |
Max Drawdown (3Y)Largest decline over 3 years | -53.77% | -41.36% | -12.41% |
Max Drawdown (5Y)Largest decline over 5 years | -73.63% | -45.75% | -27.88% |
Max Drawdown (10Y)Largest decline over 10 years | -73.63% | -45.75% | -27.88% |
Current DrawdownCurrent decline from peak | -36.47% | -22.92% | -13.55% |
Average DrawdownAverage peak-to-trough decline | -22.72% | -19.92% | -2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.31% | 6.88% | +8.43% |
Volatility
TSLA vs. SOXX - Volatility Comparison
Tesla, Inc. (TSLA) has a higher volatility of 20.43% compared to iShares Semiconductor ETF (SOXX) at 17.83%. This indicates that TSLA's price experiences larger fluctuations and is considered to be riskier than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TSLA | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.43% | 17.83% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 34.55% | 38.92% | -4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.36% | 44.48% | +1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 38.24% | +21.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.43% | 34.54% | +24.89% |
Dividends
TSLA vs. SOXX - Dividend Comparison
TSLA has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 0.29% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
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 SOXX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLA has higher volatility (20.43%) compared to SOXX (17.83%). In terms of maximum drawdown, TSLA dropped -73.63% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.53 vs 0.02), 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 SOXX
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