TSLTX vs. TSLA
Compare and contrast key facts about Transamerica Small Cap Value (TSLTX) and Tesla, Inc. (TSLA).
TSLTX is managed by Transamerica. It was launched on Jan 23, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSLTX or TSLA.
Key characteristics
| TSLTX | TSLA | |
|---|---|---|
| YTD Return | 21.24% | 40.86% |
| 1Y Return | 43.78% | 63.06% |
| 3Y Return (Ann) | 4.78% | 0.53% |
| 5Y Return (Ann) | 10.34% | 72.56% |
| Sharpe Ratio | 2.20 | 1.10 |
| Sortino Ratio | 3.14 | 1.90 |
| Omega Ratio | 1.39 | 1.23 |
| Calmar Ratio | 0.84 | 1.02 |
| Martin Ratio | 12.72 | 2.92 |
| Ulcer Index | 3.58% | 22.86% |
| Daily Std Dev | 20.75% | 60.97% |
| Max Drawdown | -55.58% | -73.63% |
| Current Drawdown | -33.71% | -14.63% |
Correlation
The correlation between TSLTX and TSLA is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TSLTX vs. TSLA - Performance Comparison
In the year-to-date period, TSLTX achieves a 21.24% return, which is significantly lower than TSLA's 40.86% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TSLTX vs. TSLA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Small Cap Value (TSLTX) and Tesla, Inc. (TSLA). 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.
Dividends
TSLTX vs. TSLA - Dividend Comparison
TSLTX's dividend yield for the trailing twelve months is around 2.47%, while TSLA has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
TSLTX Transamerica Small Cap Value | 2.47% | 2.99% | 1.33% | 1.31% | 0.24% | 2.14% | 1.01% | 4.30% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TSLTX vs. TSLA - Drawdown Comparison
The maximum TSLTX drawdown since its inception was -55.58%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for TSLTX and TSLA. For additional features, visit the drawdowns tool.
Volatility
TSLTX vs. TSLA - Volatility Comparison
The current volatility for Transamerica Small Cap Value (TSLTX) is 6.86%, while Tesla, Inc. (TSLA) has a volatility of 26.55%. This indicates that TSLTX experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.