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USD=X vs. TSLA
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Key characteristics


USD=XTSLA
YTD Return0.00%-27.56%
1Y Return0.00%12.28%
3Y Return (Ann)0.00%-8.71%
5Y Return (Ann)0.00%60.49%
10Y Return (Ann)0.00%29.09%
Daily Std Dev0.00%51.22%
Current Drawdown0.00%-56.10%

Correlation

-0.50.00.51.00.0

The correlation between USD=X and TSLA is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

USD=X vs. TSLA - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5,000.00%10,000.00%15,000.00%December2024FebruaryMarchAprilMay0
11,200.94%
USD=X
TSLA

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USD Cash

Tesla, Inc.

Risk-Adjusted Performance

USD=X vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


USD=X
Sharpe ratio
No data
TSLA
Sharpe ratio
The chart of Sharpe ratio for TSLA, currently valued at 0.22, compared to the broader market-1.00-0.500.000.501.000.22
Sortino ratio
The chart of Sortino ratio for TSLA, currently valued at 0.70, compared to the broader market-1.000.001.002.000.70
Omega ratio
The chart of Omega ratio for TSLA, currently valued at 1.08, compared to the broader market0.901.001.101.201.08
Calmar ratio
The chart of Calmar ratio for TSLA, currently valued at 0.17, compared to the broader market-0.200.000.200.400.600.800.17
Martin ratio
The chart of Martin ratio for TSLA, currently valued at 0.46, compared to the broader market-1.000.001.002.003.004.000.46

USD=X vs. TSLA - Sharpe Ratio Comparison


Chart placeholderNot enough data

Drawdowns

USD=X vs. TSLA - Drawdown Comparison


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay0
-56.10%
USD=X
TSLA

Volatility

USD=X vs. TSLA - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Tesla, Inc. (TSLA) has a volatility of 23.48%. This indicates that USD=X 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.


0.00%5.00%10.00%15.00%20.00%25.00%December2024FebruaryMarchAprilMay0
23.48%
USD=X
TSLA