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^VIX vs. TSLA
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^VIX and TSLA is -0.78. 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.


-0.50.00.51.0
Correlation: -0.8

Performance

^VIX vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBOE Volatility Index (^VIX) and Tesla, Inc. (TSLA). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%NovemberDecember2025FebruaryMarchApril
-22.44%
16,193.72%
^VIX
TSLA

Key characteristics

Sharpe Ratio

^VIX:

0.58

TSLA:

1.12

Sortino Ratio

^VIX:

2.28

TSLA:

1.95

Omega Ratio

^VIX:

1.28

TSLA:

1.23

Calmar Ratio

^VIX:

1.17

TSLA:

1.28

Martin Ratio

^VIX:

2.18

TSLA:

3.67

Ulcer Index

^VIX:

45.88%

TSLA:

22.55%

Daily Std Dev

^VIX:

171.20%

TSLA:

74.12%

Max Drawdown

^VIX:

-88.70%

TSLA:

-73.63%

Current Drawdown

^VIX:

-67.99%

TSLA:

-45.92%

Returns By Period

In the year-to-date period, ^VIX achieves a 52.56% return, which is significantly higher than TSLA's -35.74% return. Over the past 10 years, ^VIX has underperformed TSLA with an annualized return of 7.02%, while TSLA has yielded a comparatively higher 32.69% annualized return.


^VIX

YTD

52.56%

1M

54.34%

6M

38.73%

1Y

65.75%

5Y*

-5.73%

10Y*

7.02%

TSLA

YTD

-35.74%

1M

-9.94%

6M

-0.37%

1Y

60.06%

5Y*

40.10%

10Y*

32.69%

*Annualized

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Risk-Adjusted Performance

^VIX vs. TSLA — Risk-Adjusted Performance Rank

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

^VIX
The Risk-Adjusted Performance Rank of ^VIX is 9090
Overall Rank
The Sharpe Ratio Rank of ^VIX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^VIX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of ^VIX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of ^VIX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ^VIX is 7979
Martin Ratio Rank

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 8585
Sortino Ratio Rank
The Omega Ratio Rank of TSLA is 8181
Omega Ratio Rank
The Calmar Ratio Rank of TSLA is 8888
Calmar Ratio Rank
The Martin Ratio Rank of TSLA is 8383
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.

^VIX vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CBOE Volatility Index (^VIX) 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.


The chart of Sharpe ratio for ^VIX, currently valued at 0.58, compared to the broader market-0.500.000.501.001.50
^VIX: 0.58
TSLA: 0.65
The chart of Sortino ratio for ^VIX, currently valued at 2.28, compared to the broader market-1.000.001.002.00
^VIX: 2.28
TSLA: 1.41
The chart of Omega ratio for ^VIX, currently valued at 1.28, compared to the broader market0.901.001.101.201.30
^VIX: 1.28
TSLA: 1.17
The chart of Calmar ratio for ^VIX, currently valued at 1.17, compared to the broader market-0.500.000.501.00
^VIX: 1.17
TSLA: 0.78
The chart of Martin ratio for ^VIX, currently valued at 2.18, compared to the broader market-2.000.002.004.006.00
^VIX: 2.18
TSLA: 2.02

The current ^VIX Sharpe Ratio is 0.58, which is lower than the TSLA Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of ^VIX 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.58
0.65
^VIX
TSLA

Drawdowns

^VIX vs. TSLA - Drawdown Comparison

The maximum ^VIX drawdown since its inception was -88.70%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for ^VIX and TSLA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-67.99%
-45.92%
^VIX
TSLA

Volatility

^VIX vs. TSLA - Volatility Comparison

CBOE Volatility Index (^VIX) has a higher volatility of 82.11% compared to Tesla, Inc. (TSLA) at 29.60%. This indicates that ^VIX's price experiences larger fluctuations and is considered to be riskier than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
82.11%
29.60%
^VIX
TSLA