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 38.29%/yr vs -46.65%/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 -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%
TSLA vs. VXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
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 | +1.27 | ||
| 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 |
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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% | -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 DrawdownCurrent decline from peak | -22.65% | -100.00% | +77.35% |
Average DrawdownAverage peak-to-trough decline | -22.69% | -95.10% | +72.41% |
Ulcer IndexDepth 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
| TSLA | VXX | Difference | |
|---|---|---|---|
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.
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.
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