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

Correlation

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.


-0.50.00.51.00.0

Performance

USD=X vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and Tesla, Inc. (TSLA). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%AugustSeptemberOctoberNovemberDecember20250
69.58%
USD=X
TSLA

Key characteristics

Ulcer Index

USD=X:

0.00%

TSLA:

14.32%

Daily Std Dev

USD=X:

0.00%

TSLA:

64.69%

Max Drawdown

USD=X:

0.00%

TSLA:

-73.63%

Current Drawdown

USD=X:

0.00%

TSLA:

-11.12%

Returns By Period


USD=X

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.00%

10Y*

0.00%

TSLA

YTD

5.61%

1M

-3.10%

6M

78.30%

1Y

101.29%

5Y*

66.01%

10Y*

42.10%

*Annualized

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Risk-Adjusted Performance

USD=X vs. TSLA — Risk-Adjusted Performance Rank

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

USD=X

TSLA
The Risk-Adjusted Performance Rank of TSLA is 8585
Overall Rank
The Sharpe Ratio Rank of TSLA is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLA is 8484
Sortino Ratio Rank
The Omega Ratio Rank of TSLA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of TSLA is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TSLA is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
No data
USD=X
TSLA


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
2.02
USD=X
TSLA

Drawdowns

USD=X vs. TSLA - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for USD=X and TSLA. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-11.12%
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 18.50%. 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%30.00%AugustSeptemberOctoberNovemberDecember20250
18.50%
USD=X
TSLA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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