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TSLA vs. VXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLA vs. VXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tesla, Inc. (TSLA) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSLA achieves a -15.74% return, which is significantly higher than VXX's -19.27% return. Over the past 10 years, TSLA has outperformed VXX with an annualized return of 38.29%, while VXX has yielded a comparatively lower -46.65% annualized return.


TSLA

1D
2.53%
1M
-5.38%
6M
-9.62%
YTD
-15.74%
1Y
15.36%
3Y*
13.38%
5Y*
11.85%
10Y*
38.29%
ALL TIME*
42.61%

VXX

1D
-3.39%
1M
-6.27%
6M
-27.26%
YTD
-19.27%
1Y
-52.36%
3Y*
-39.14%
5Y*
-46.50%
10Y*
-46.65%
ALL TIME*
-51.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLA vs. VXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSLA
Tesla, Inc.
-15.74%11.36%62.52%101.72%-65.03%49.76%743.44%25.70%6.89%45.70%
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
-19.27%-42.21%-26.22%-72.52%-23.80%-72.41%11.04%-67.75%67.91%-72.64%

Correlation

The correlation between TSLA and VXX is -0.50, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.50

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

-0.48

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

-0.45

Correlation (10Y)
Calculated over the trailing 10-year period

-0.40

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2010

-0.38

The correlation between TSLA and VXX shifts across timeframes, from -0.50 (1 year) to -0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TSLA vs. VXX — Risk / Return Rank

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

TSLA
TSLA Risk / Return Rank: 5757
Overall Rank
TSLA Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 5555
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5252
Omega Ratio Rank
TSLA Calmar Ratio Rank: 5858
Calmar Ratio Rank
TSLA Martin Ratio Rank: 5858
Martin Ratio Rank

VXX
VXX Risk / Return Rank: 11
Overall Rank
VXX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
VXX Sortino Ratio Rank: 22
Sortino Ratio Rank
VXX Omega Ratio Rank: 22
Omega Ratio Rank
VXX Calmar Ratio Rank: 11
Calmar Ratio Rank
VXX Martin Ratio Rank: 00
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. VXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla, Inc. (TSLA) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX). 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.


TSLAVXXDifference
Sharpe ratioReturn per unit of total volatility

+1.27

Sortino ratioReturn per unit of downside risk

+2.27

Omega ratioGain probability vs. loss probability

1.09

0.84

+0.25

Calmar ratioReturn relative to maximum drawdown

0.52

-0.96

+1.48

Martin ratioReturn relative to average drawdown

1.10

-1.52

+2.62

TSLA vs. VXX - Sharpe Ratio Comparison

The current TSLA Sharpe Ratio is 0.35, which is higher than the VXX Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of TSLA and VXX, 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. VXX - Drawdown Comparison

The maximum TSLA drawdown since its inception was -73.63%, smaller than the maximum VXX drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for TSLA and VXX.


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Drawdown Indicators


TSLAVXXDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-100.00%

+26.37%

Max Drawdown (1Y)

Largest decline over 1 year

-29.93%

-54.59%

+24.66%

Max Drawdown (3Y)

Largest decline over 3 years

-53.77%

-80.75%

+26.98%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

-95.85%

+22.22%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

-99.82%

+26.19%

Current Drawdown

Current decline from peak

-22.65%

-100.00%

+77.35%

Average Drawdown

Average peak-to-trough decline

-22.69%

-95.10%

+72.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.00%

34.50%

-20.50%

Volatility

TSLA vs. VXX - Volatility Comparison

Tesla, Inc. (TSLA) has a higher volatility of 17.12% compared to iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) at 12.47%. This indicates that TSLA's price experiences larger fluctuations and is considered to be riskier than VXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSLAVXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.12%

12.47%

+4.65%

Volatility (6M)

Calculated over the trailing 6-month period

31.42%

44.07%

-12.65%

Volatility (1Y)

Calculated over the trailing 1-year period

44.70%

56.60%

-11.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.32%

67.53%

-8.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.26%

70.33%

-11.07%

Dividends

TSLA vs. VXX - Dividend Comparison

Neither TSLA nor VXX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TSLA and VXX have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSLA has higher volatility (17.12%) compared to VXX (12.47%). In terms of maximum drawdown, TSLA dropped -73.63% vs VXX's -100.00%.

TSLA currently has the higher Sharpe Ratio (0.34 vs -0.93), 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.

Portfolio Optimizer

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