TSLA vs. SXR8.DE
TSLA (Tesla, Inc.) is a stock, while SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, TSLA returned 39.56%/yr vs 15.07%/yr for SXR8.DE. At a 0.31 correlation, their price movements are largely independent.
Performance
TSLA vs. SXR8.DE - Performance Comparison
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Different Trading Currencies
TSLA is traded in USD, while SXR8.DE is traded in EUR. To make them comparable, the SXR8.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, TSLA achieves a -9.07% return, which is significantly lower than SXR8.DE's 8.15% return. Over the past 10 years, TSLA has outperformed SXR8.DE with an annualized return of 39.56%, while SXR8.DE has yielded a comparatively lower 15.07% 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%
SXR8.DE
- 1D
- 0.00%
- 1M
- 0.53%
- YTD
- 8.15%
- 6M
- 9.27%
- 1Y
- 25.28%
- 3Y*
- 21.33%
- 5Y*
- 13.21%
- 10Y*
- 15.07%
TSLA vs. SXR8.DE - 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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 8.15% | 18.24% | 24.75% | 26.34% | -19.03% | 29.64% | 17.24% | 31.65% | -5.70% | 21.76% |
Correlation
The correlation between TSLA and SXR8.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2010 | 0.31 |
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Return for Risk
TSLA vs. SXR8.DE — Risk / Return Rank
TSLA
SXR8.DE
TSLA vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). 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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.37 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.90 | -1.61 |
| Martin ratioReturn relative to average drawdown | 3.01 | 12.19 | -9.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSLA | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 2.14 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.82 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.92 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.74 | -0.01 |
Drawdowns
TSLA vs. SXR8.DE - Drawdown Comparison
The maximum TSLA drawdown since its inception was -73.63%, which is greater than SXR8.DE's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for TSLA and SXR8.DE.
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Drawdown Indicators
| TSLA | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.63% | -34.26% | -39.37% |
Max Drawdown (1Y)Largest decline over 1 year | -29.93% | -8.57% | -21.36% |
Max Drawdown (3Y)Largest decline over 3 years | -53.77% | -19.47% | -34.30% |
Max Drawdown (5Y)Largest decline over 5 years | -73.63% | -24.36% | -49.27% |
Max Drawdown (10Y)Largest decline over 10 years | -73.63% | -34.26% | -39.37% |
Current DrawdownCurrent decline from peak | -16.52% | -2.36% | -14.16% |
Average DrawdownAverage peak-to-trough decline | -22.73% | -5.49% | -17.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.84% | 2.04% | +10.80% |
Volatility
TSLA vs. SXR8.DE - Volatility Comparison
Tesla, Inc. (TSLA) has a higher volatility of 14.26% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.10%. This indicates that TSLA's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLA | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.26% | 3.10% | +11.16% |
Volatility (6M)Calculated over the trailing 6-month period | 28.15% | 8.23% | +19.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.60% | 11.64% | +32.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.92% | 15.89% | +43.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.14% | 16.34% | +42.80% |
Dividends
TSLA vs. SXR8.DE - Dividend Comparison
Neither TSLA nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
TSLA and SXR8.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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