PortfoliosLab logoPortfoliosLab logo
USD=X vs. TSLA
Performance
Return for Risk
Drawdowns
Volatility

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.

Loading charts...

Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

TSLA

1D
1.89%
1M
8.42%
YTD
-5.78%
6M
-1.28%
1Y
23.65%
3Y*
25.58%
5Y*
17.28%
10Y*
40.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. TSLA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
Tesla, Inc.
-5.78%11.36%62.52%101.72%-65.03%49.76%743.44%25.70%6.89%45.70%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

USD=X vs. TSLA — Risk / Return Rank

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

USD=X

TSLA
TSLA Risk / Return Rank: 5555
Overall Rank
TSLA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TSLA Sortino Ratio Rank: 5353
Sortino Ratio Rank
TSLA Omega Ratio Rank: 5151
Omega Ratio Rank
TSLA Calmar Ratio Rank: 5757
Calmar Ratio Rank
TSLA Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USD=X vs. TSLA - Risk-Adjusted Trends 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. TSLA - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


USD=XTSLADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

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.


Loading charts...

Drawdown Indicators


USD=XTSLADifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-73.63%

+73.63%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-29.93%

+29.93%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-53.77%

+53.77%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-73.63%

+73.63%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-73.63%

+73.63%

Current Drawdown

Current decline from peak

0.00%

-13.50%

+13.50%

Average Drawdown

Average peak-to-trough decline

0.00%

-22.73%

+22.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

12.81%

-12.81%

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 12.11%. 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.


Loading charts...

Volatility by Period


USD=XTSLADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

12.11%

-12.11%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

27.28%

-27.28%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

46.37%

-46.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

58.90%

-58.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

59.12%

-59.12%

Frequently Asked Questions


TSLA has higher volatility (12.11%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs TSLA's -73.63%.

Portfolio Optimizer

Find the right allocation for USD=X and TSLA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer