TSLA vs. VOE
TSLA (Tesla, Inc.) is a stock, while VOE (Vanguard Mid-Cap Value ETF) is Mid Cap Value Equities fund tracking the CRSP US Mid Cap Value Index. Over the past 10 years, TSLA returned 39.21%/yr vs 10.60%/yr for VOE. At a 0.36 correlation, their price movements are largely independent.
Performance
TSLA vs. VOE - Performance Comparison
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Returns By Period
In the year-to-date period, TSLA achieves a -10.95% return, which is significantly lower than VOE's 11.03% return. Over the past 10 years, TSLA has outperformed VOE with an annualized return of 39.21%, while VOE has yielded a comparatively lower 10.60% annualized return.
TSLA
- 1D
- 1.04%
- 1M
- -0.90%
- YTD
- -10.95%
- 6M
- -17.15%
- 1Y
- 24.36%
- 3Y*
- 15.41%
- 5Y*
- 14.03%
- 10Y*
- 39.21%
VOE
- 1D
- 0.02%
- 1M
- 2.46%
- YTD
- 11.03%
- 6M
- 11.11%
- 1Y
- 23.69%
- 3Y*
- 15.08%
- 5Y*
- 9.72%
- 10Y*
- 10.60%
TSLA vs. VOE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSLA Tesla, Inc. | -10.95% | 11.36% | 62.52% | 101.72% | -65.03% | 49.76% | 743.44% | 25.70% | 6.89% | 45.70% |
VOE Vanguard Mid-Cap Value ETF | 11.03% | 12.08% | 14.00% | 9.85% | -7.97% | 28.78% | 2.65% | 27.85% | -12.48% | 17.07% |
Correlation
The correlation between TSLA and VOE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
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 | 0.36 |
The correlation between TSLA and VOE shifts across timeframes, from 0.26 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TSLA vs. VOE — Risk / Return Rank
TSLA
VOE
TSLA vs. VOE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) and Vanguard Mid-Cap Value ETF (VOE). 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 | VOE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.36 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 3.44 | -2.62 |
| Martin ratioReturn relative to average drawdown | 1.84 | 13.00 | -11.16 |
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Drawdowns
TSLA vs. VOE - Drawdown Comparison
The maximum TSLA drawdown since its inception was -73.63%, which is greater than VOE's maximum drawdown of -61.50%. Use the drawdown chart below to compare losses from any high point for TSLA and VOE.
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Drawdown Indicators
| TSLA | VOE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.63% | -61.50% | -12.13% |
Max Drawdown (1Y)Largest decline over 1 year | -29.93% | -6.93% | -23.00% |
Max Drawdown (3Y)Largest decline over 3 years | -53.77% | -18.45% | -35.32% |
Max Drawdown (5Y)Largest decline over 5 years | -73.63% | -19.70% | -53.93% |
Max Drawdown (10Y)Largest decline over 10 years | -73.63% | -43.18% | -30.45% |
Current DrawdownCurrent decline from peak | -18.25% | -1.70% | -16.55% |
Average DrawdownAverage peak-to-trough decline | -22.71% | -8.33% | -14.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.25% | 1.83% | +11.42% |
Volatility
TSLA vs. VOE - Volatility Comparison
Tesla, Inc. (TSLA) has a higher volatility of 13.43% compared to Vanguard Mid-Cap Value ETF (VOE) at 3.39%. This indicates that TSLA's price experiences larger fluctuations and is considered to be riskier than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLA | VOE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.43% | 3.39% | +10.04% |
Volatility (6M)Calculated over the trailing 6-month period | 28.33% | 8.35% | +19.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.31% | 11.63% | +32.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.99% | 16.03% | +42.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.15% | 18.84% | +40.31% |
Dividends
TSLA vs. VOE - Dividend Comparison
TSLA has not paid dividends to shareholders, while VOE's dividend yield for the trailing twelve months is around 1.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOE Vanguard Mid-Cap Value ETF | 1.87% | 2.10% | 2.11% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% |
Frequently Asked Questions
TSLA and VOE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLA has higher volatility (13.43%) compared to VOE (3.39%). In terms of maximum drawdown, TSLA dropped -73.63% vs VOE's -61.50%.
VOE currently has the higher Sharpe Ratio (2.05 vs 0.55), 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.
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