TSLA Tesla Inc.
Fundamental Data
Get detailed Fundamental insights of Tesla Inc. and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | 0.25 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of TSLA
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Nov 5, 2021 | May 16, 2024 | -73.63% | 924 |
| 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 - May 16, 2024Annual Return (%)
TSLA
S&P500
Metric TSLA S&P500
| Cumulative Return | 1095.9% | 157.36 % |
| Compound Annual Growth Rate (CAGR) | 20.07% | 7.22% |
| Sharpe | 0.75 | 0.65 |
| Sortino | 1.12 | 0.91 |
| Max Drawdown | -73.63% | -34.1% |
| Longest Drawdown Days | 924 | 745 |
| Volatility (ann.) | 56.41% | 17.96% |
| Correlation | 46.07% | - |
| R^2 | 0.21 | - |
| Calmar | 0.27 | 0.21 |
| Skew | 0.21 | -0.55 |
| Kurtosis | 4.34 | 12.54 |
| Expected Daily | 0.11% | 0.04% |
| Expected Monthly | 2.22% | 0.84% |
| Expected Yearly | 28.16% | 9.91% |
| Kelly Criterion | 4.41% | 2.19% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -5.68% | -1.81% |
| Expected Shortfall (cVaR) | -5.68% | -1.81% |
| Max Consecutive Wins | 13 | 10 |
| Max Consecutive Losses | 7 | 8 |
| Gain/Pain Ratio | 0.15 | 0.13 |
| Gain/Pain (1M) | 0.75 | 0.74 |
| Payoff Ratio | 1.02 | 0.89 |
| Profit Factor | 1.15 | 1.13 |
| Outlier Win Ratio | 2.67 | 9.32 |
| Outlier Loss Ratio | 2.57 | 8.10 |
| MTD | -4.60% | 5.32% |
| 3M | -12.78% | 5.31% |
| 6M | -28.00% | 17.57% |
| YTD | -29.64% | 11.23% |
| 1Y | 5.10% | 28.01% |
| 3Y (ann.) | -3.11% | 5.33% |
| Best Day | 19.90% | 9.06% |
| Worst Day | -21.06% | -10.94% |
| Best Month | 74.16% | 12.70% |
| Worst Month | -36.73% | -13.00% |
| Best Year | 743.38% | 28.79% |
| Worst Year | -65.03% | -19.48% |
| Avg. Drawdown | -10.15% | -1.81% |
| Avg. Drawdown Days | 65 | 22 |
| Recovery Factor | 5.39 | 3.22 |
| Ulcer Index | 0.29 | 0.08 |
| Avg. Up Month | 17.24% | 3.57% |
| Avg. Down Month | -10.80% | -4.60% |
| Win Days | 51.75% | 54.04% |
| Win Month | 52.21% | 66.37% |
| Win Quarter | 50.00% | 76.32% |
| Win Year | 70.00% | 70.00% |