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TSLA vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

TSLA vs. USD=X - Performance Comparison

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

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLA vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSLA
Tesla, Inc.
-9.07%11.36%62.52%101.72%-65.03%49.76%743.44%25.70%6.89%45.70%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

TSLA vs. USD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSLA
TSLA Risk / Return Rank: 6666
Overall Rank
TSLA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 6565
Sortino Ratio Rank
TSLA Omega Ratio Rank: 6161
Omega Ratio Rank
TSLA Calmar Ratio Rank: 6767
Calmar Ratio Rank
TSLA Martin Ratio Rank: 6767
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) and USD Cash (USD=X). 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.


TSLAUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.29

Martin ratioReturn relative to average drawdown

3.01

TSLA vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSLAUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

Drawdowns

TSLA vs. USD=X - Drawdown Comparison

The maximum TSLA drawdown since its inception was -73.63%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TSLA and USD=X.


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Drawdown Indicators


TSLAUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

0.00%

-73.63%

Max Drawdown (1Y)

Largest decline over 1 year

-29.93%

0.00%

-29.93%

Max Drawdown (3Y)

Largest decline over 3 years

-53.77%

0.00%

-53.77%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

0.00%

-73.63%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

0.00%

-73.63%

Current Drawdown

Current decline from peak

-16.52%

0.00%

-16.52%

Average Drawdown

Average peak-to-trough decline

-22.73%

0.00%

-22.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.84%

0.00%

+12.84%

Volatility

TSLA vs. USD=X - Volatility Comparison

Tesla, Inc. (TSLA) has a higher volatility of 14.26% compared to USD Cash (USD=X) at 0.00%. This indicates that TSLA's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLAUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.26%

0.00%

+14.26%

Volatility (6M)

Calculated over the trailing 6-month period

28.15%

0.00%

+28.15%

Volatility (1Y)

Calculated over the trailing 1-year period

44.60%

0.00%

+44.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.92%

0.00%

+58.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.14%

0.00%

+59.14%

Frequently Asked Questions


TSLA has higher volatility (14.26%) compared to USD=X (0.00%). In terms of maximum drawdown, TSLA dropped -73.63% vs USD=X's 0.00%.

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