TSLA vs. VXX
TSLA (Tesla, Inc.) is a stock, while VXX (iPath Series B S&P 500 VIX Short-Term Futures ETN) is Volatility fund tracking the S&P 500 VIX Short-Term Futures Index Total Return. Over the past 10 years, TSLA returned 39.72%/yr vs -47.94%/yr for VXX. At a correlation of -0.38, they often move in opposite directions.
Performance
TSLA vs. VXX - Performance Comparison
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Returns By Period
In the year-to-date period, TSLA achieves a -9.63% return, which is significantly lower than VXX's -8.58% return. Over the past 10 years, TSLA has outperformed VXX with an annualized return of 39.72%, while VXX has yielded a comparatively lower -47.94% annualized 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%
VXX
- 1D
- -4.42%
- 1M
- -14.70%
- YTD
- -8.58%
- 6M
- -18.05%
- 1Y
- -52.70%
- 3Y*
- -40.29%
- 5Y*
- -45.28%
- 10Y*
- -47.94%
TSLA vs. VXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSLA Tesla, Inc. | -9.63% | 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 | -8.58% | -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 -0.45, 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 | -0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2010 | -0.38 |
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Return for Risk
TSLA vs. VXX — Risk / Return Rank
TSLA
VXX
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.
| TSLA | VXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.83 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | -0.92 | +1.84 |
| Martin ratioReturn relative to average drawdown | 2.10 | -1.29 | +3.39 |
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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
| TSLA | VXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.63% | -100.00% | +26.37% |
Max Drawdown (1Y)Largest decline over 1 year | -29.93% | -57.39% | +27.46% |
Max Drawdown (3Y)Largest decline over 3 years | -53.77% | -79.24% | +25.47% |
Max Drawdown (5Y)Largest decline over 5 years | -73.63% | -95.79% | +22.16% |
Max Drawdown (10Y)Largest decline over 10 years | -73.63% | -99.86% | +26.23% |
Current DrawdownCurrent decline from peak | -17.03% | -100.00% | +82.97% |
Average DrawdownAverage peak-to-trough decline | -22.72% | -95.07% | +72.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.06% | 40.90% | -27.84% |
Volatility
TSLA vs. VXX - Volatility Comparison
Tesla, Inc. (TSLA) and iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) have volatilities of 14.25% and 14.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSLA | VXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.25% | 14.13% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 28.73% | 42.36% | -13.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.49% | 56.64% | -12.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.98% | 68.04% | -9.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.14% | 70.83% | -11.69% |
Dividends
TSLA vs. VXX - Dividend Comparison
Neither TSLA nor VXX has paid dividends to shareholders.
Frequently Asked Questions
TSLA and VXX have a correlation of -0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSLA has higher volatility (14.25%) compared to VXX (14.13%). In terms of maximum drawdown, TSLA dropped -73.63% vs VXX's -100.00%.
TSLA currently has the higher Sharpe Ratio (0.62 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.
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