TSLA Tesla Inc.

Fundamental Data

Get detailed Fundamental insights of Tesla Inc. and compare it to the S&P500.
1-Day Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0.28 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of TSLA

Started Recovered Drawdown Days
Nov 5, 2021 Jul 19, 2024 -73.63% 988
Feb 20, 2020 Jun 5, 2020 -60.63% 107
Sep 19, 2017 Dec 17, 2019 -53.53% 820
Jul 21, 2015 Mar 31, 2017 -49.10% 620
Jan 27, 2021 Oct 20, 2021 -36.24% 267
Sep 1, 2020 Nov 18, 2020 -33.74% 79
Jun 26, 2017 Sep 15, 2017 -19.44% 82
Feb 5, 2020 Feb 18, 2020 -17.18% 14
Jul 21, 2020 Aug 13, 2020 -16.34% 24
Feb 6, 2015 Apr 24, 2015 -16.29% 78

TSLA vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - July 19, 2024

Annual Return (%)

TSLA
S&P500
Metric TSLA S&P500
Cumulative Return +1536.11% +167.24%
Compound Annual Growth Rate (CAGR) +22.41% +7.37%
Sharpe 0.80 0.67
Sortino 1.20 0.93
Max Drawdown -73.63% -34.1%
Longest Drawdown Days 988 745
Volatility (ann.) 56.37% 17.83%
Correlation 46.04% -
R^2 0.21 -
Calmar 0.3 0.22
Skew 0.21 -0.55
Kurtosis 4.29 12.70
Expected Daily +0.12% +0.04%
Expected Monthly +2.46% +0.86%
Expected Yearly +32.25% +10.33%
Kelly Criterion 4.83% 2.41%
Risk of Ruin 0% 0%
Daily Value-at-Risk -5.66% -1.80%
Expected Shortfall (cVaR) -5.66% -1.80%
Max Consecutive Wins 13 10
Max Consecutive Losses 7 8
Gain/Pain Ratio 0.16 0.14
Gain/Pain (1M) 0.82 0.76
Payoff Ratio 1.02 0.88
Profit Factor 1.16 1.14
Outlier Win Ratio 2.66 9.39
Outlier Loss Ratio 2.56 8.10
MTD +20.88% +0.88%
3M +59.54% +9.90%
6M +12.89% +15.22%
YTD -3.73% +15.50%
1Y -18.46% +20.87%
3Y (ann.) +0.97% +5.42%
Best Day +19.90% +9.06%
Worst Day -21.06% -10.94%
Best Month -21.06% -10.94%
Worst Month -36.73% -13.00%
Best Year +743.38% +28.79%
Worst Year -65.03% -19.48%
Avg. Drawdown -10.15% -1.80%
Avg. Drawdown Days 66 21
Recovery Factor 5.85 3.33
Ulcer Index 0.30 0.08
Avg. Up Month +17.19% +3.51%
Avg. Down Month -10.80% -4.60%
Win Days 51.86% 54.28%
Win Month 53.04% 66.96%
Win Quarter 53.85% 76.92%
Win Year 70.00% 70.00%