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TSLA vs. VFEG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLA vs. VFEG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tesla, Inc. (TSLA) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TSLA is traded in USD, while VFEG.L is traded in GBP. To make them comparable, the VFEG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TSLA achieves a -9.63% return, which is significantly lower than VFEG.L's 10.02% return.


TSLA

1D
1.82%
1M
-8.72%
YTD
-9.63%
6M
-11.45%
1Y
27.36%
3Y*
16.25%
5Y*
14.86%
10Y*
39.72%

VFEG.L

1D
2.13%
1M
-0.95%
YTD
10.02%
6M
11.72%
1Y
24.30%
3Y*
16.57%
5Y*
4.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLA vs. VFEG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TSLA
Tesla, Inc.
-9.63%11.36%62.52%101.72%-65.03%49.76%743.44%73.42%
VFEG.L
Vanguard FTSE Emerging Markets UCITS ETF Acc
10.02%26.00%12.22%6.63%-17.18%-0.91%14.68%-10.69%

Correlation

The correlation between TSLA and VFEG.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2019

0.33

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Return for Risk

TSLA vs. VFEG.L — 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

VFEG.L
VFEG.L Risk / Return Rank: 6464
Overall Rank
VFEG.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VFEG.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
VFEG.L Omega Ratio Rank: 6565
Omega Ratio Rank
VFEG.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
VFEG.L Martin Ratio Rank: 6060
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. VFEG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L). 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.


TSLAVFEG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.13

1.27

-0.14

Calmar ratioReturn relative to maximum drawdown

0.92

2.20

-1.28

Martin ratioReturn relative to average drawdown

2.10

7.57

-5.47

TSLA vs. VFEG.L - Sharpe Ratio Comparison

The current TSLA Sharpe Ratio is 0.62, which is lower than the VFEG.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of TSLA and VFEG.L, 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. VFEG.L - Drawdown Comparison

The maximum TSLA drawdown since its inception was -73.63%, which is greater than VFEG.L's maximum drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for TSLA and VFEG.L.


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Drawdown Indicators


TSLAVFEG.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-39.28%

-34.35%

Max Drawdown (1Y)

Largest decline over 1 year

-29.93%

-11.01%

-18.92%

Max Drawdown (3Y)

Largest decline over 3 years

-53.77%

-20.69%

-33.08%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

-33.31%

-40.32%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

Current Drawdown

Current decline from peak

-17.03%

-2.97%

-14.06%

Average Drawdown

Average peak-to-trough decline

-22.72%

-14.90%

-7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.06%

3.20%

+9.86%

Volatility

TSLA vs. VFEG.L - Volatility Comparison

Tesla, Inc. (TSLA) has a higher volatility of 14.25% compared to Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) at 5.86%. This indicates that TSLA's price experiences larger fluctuations and is considered to be riskier than VFEG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLAVFEG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.25%

5.86%

+8.39%

Volatility (6M)

Calculated over the trailing 6-month period

28.73%

13.10%

+15.63%

Volatility (1Y)

Calculated over the trailing 1-year period

44.49%

15.89%

+28.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.98%

22.05%

+36.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.14%

23.78%

+35.36%

Dividends

TSLA vs. VFEG.L - Dividend Comparison

Neither TSLA nor VFEG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TSLA and VFEG.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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