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VFFVX vs. TSLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VFFVXTSLA
YTD Return17.21%29.27%
1Y Return29.59%52.98%
3Y Return (Ann)4.99%-1.99%
5Y Return (Ann)10.41%70.37%
10Y Return (Ann)8.99%34.45%
Sharpe Ratio2.600.74
Sortino Ratio3.601.49
Omega Ratio1.481.18
Calmar Ratio2.640.68
Martin Ratio16.871.95
Ulcer Index1.71%22.86%
Daily Std Dev11.08%60.53%
Max Drawdown-31.40%-73.63%
Current Drawdown-0.19%-21.65%

Correlation

-0.50.00.51.00.4

The correlation between VFFVX and TSLA is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

VFFVX vs. TSLA - Performance Comparison

In the year-to-date period, VFFVX achieves a 17.21% return, which is significantly lower than TSLA's 29.27% return. Over the past 10 years, VFFVX has underperformed TSLA with an annualized return of 8.99%, while TSLA has yielded a comparatively higher 34.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
9.93%
90.67%
VFFVX
TSLA

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Risk-Adjusted Performance

VFFVX vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2055 Fund (VFFVX) 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.


VFFVX
Sharpe ratio
The chart of Sharpe ratio for VFFVX, currently valued at 2.60, compared to the broader market0.002.004.002.60
Sortino ratio
The chart of Sortino ratio for VFFVX, currently valued at 3.60, compared to the broader market0.005.0010.003.60
Omega ratio
The chart of Omega ratio for VFFVX, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for VFFVX, currently valued at 2.64, compared to the broader market0.005.0010.0015.0020.002.64
Martin ratio
The chart of Martin ratio for VFFVX, currently valued at 16.87, compared to the broader market0.0020.0040.0060.0080.00100.0016.87
TSLA
Sharpe ratio
The chart of Sharpe ratio for TSLA, currently valued at 0.74, compared to the broader market0.002.004.000.74
Sortino ratio
The chart of Sortino ratio for TSLA, currently valued at 1.49, compared to the broader market0.005.0010.001.49
Omega ratio
The chart of Omega ratio for TSLA, currently valued at 1.18, compared to the broader market1.002.003.004.001.18
Calmar ratio
The chart of Calmar ratio for TSLA, currently valued at 0.68, compared to the broader market0.005.0010.0015.0020.000.68
Martin ratio
The chart of Martin ratio for TSLA, currently valued at 1.95, compared to the broader market0.0020.0040.0060.0080.00100.001.95

VFFVX vs. TSLA - Sharpe Ratio Comparison

The current VFFVX Sharpe Ratio is 2.60, which is higher than the TSLA Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of VFFVX and TSLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.60
0.74
VFFVX
TSLA

Dividends

VFFVX vs. TSLA - Dividend Comparison

VFFVX's dividend yield for the trailing twelve months is around 1.86%, while TSLA has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VFFVX
Vanguard Target Retirement 2055 Fund
1.86%2.18%2.10%2.10%1.60%2.15%2.35%1.83%1.99%1.92%1.73%1.57%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VFFVX vs. TSLA - Drawdown Comparison

The maximum VFFVX drawdown since its inception was -31.40%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for VFFVX and TSLA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.19%
-21.65%
VFFVX
TSLA

Volatility

VFFVX vs. TSLA - Volatility Comparison

The current volatility for Vanguard Target Retirement 2055 Fund (VFFVX) is 2.92%, while Tesla, Inc. (TSLA) has a volatility of 28.02%. This indicates that VFFVX 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%JuneJulyAugustSeptemberOctoberNovember
2.92%
28.02%
VFFVX
TSLA