Tesla, Inc.

10-Year Study

0R0X.LSE · · GB · Common Stock

Executive Summary: Tesla, Inc. has compounded at 38.0% annually over the last 10 years, with a maximum drawdown of 68.2% and an annualized volatility of 66.4%.

1Y CAGR
+8.8%
3Y CAGR
+25.8%
5Y CAGR
+13.4%
10Y CAGR
+38.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
68.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.86
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
74.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +758.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -66.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.6-8.6-7.34.5————————-14.7%
20250.4-30.2-13.511.328.4-10.9-3.98.830.53.8-5.05.79.7%
2024-22.72.4-11.3-3.90.00.00.00.00.00.00.0142.663.8%
202344.018.7-1.6-19.722.233.20.8-2.8-2.5-20.219.45.2110.2%
2022-15.0-5.427.8-17.3-16.5-10.026.2-4.50.3-17.3-19.8-34.0-66.2%
202116.3-16.6-3.66.0-10.410.6-0.47.36.838.53.7-6.051.4%
202055.21.9-17.754.7-1.831.139.354.2-6.3-8.247.621.5758.3%
2019-6.93.5-12.0-14.1-21.518.49.7-7.69.627.34.724.324.6%
201845.01.5-26.614.1-3.422.2-14.61.1-10.826.43.3-5.738.0%
20170.00.00.00.00.00.00.00.00.00.00.00.00.0%
2016———0.00.00.00.00.00.00.00.00.00.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 66.4%. The dominant macroeconomic risk driver is QQQ.US, accounting for 48.5% of variance. Idiosyncratic stock-specific factors contribute 49.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110000
2016-05-0110000
2016-06-0110000
2016-07-0110000
2016-08-0110000
2016-09-0110000
2016-10-0110000
2016-11-0110000
2016-12-0110000
2017-01-0110000
2017-02-0110000
2017-03-0110000
2017-04-0110000
2017-05-0110000
2017-06-0110000
2017-07-0110000
2017-08-0110000
2017-09-0110000
2017-10-0110000
2017-11-0110000
2017-12-0110000
2018-01-0114500.540907718627
2018-02-0114717.28137264768
2018-03-0110808.9086243333
2018-04-0112330.809097313071
2018-05-0111908.335010566569
2018-06-0114546.203582570191
2018-07-0112422.008654523497
2018-08-0112560.820670222402
2018-09-0111208.111099929556
2018-10-0114170.964576834052
2018-11-0114633.880949984905
2018-12-0113795.222401127101
2019-01-0112843.916675052833
2019-02-0113294.190902686929
2019-03-0111698.701821475295
2019-04-0110052.895743182047
2019-05-017891.403341048606
2019-06-019340.092583274629
2019-07-0110241.5844822381
2019-08-019463.809499849049
2019-09-0110372.660259635706
2019-10-0113205.06692160612
2019-11-0113827.739760491093
2019-12-0117187.468551876824
2020-01-0126676.373654020328
2020-02-0127187.97172184764
2020-03-0122380.560028177515
2020-04-0134613.879943644955
2020-05-0133982.84190399517
2020-06-0144547.335715004534
2020-07-0162057.65069940626
2020-08-0195686.13515145415
2020-09-0189632.37144007244
2020-10-0182247.34577840393
2020-11-01121368.81100935896
2020-12-01147523.14581865753
2021-01-01171622.9118446211
2021-02-01143193.8084935091
2021-03-01138015.30894636209
2021-04-01146233.77276844118
2021-05-01131033.82560128813
2021-06-01144870.99979873202
2021-07-01144242.03733521185
2021-08-01154829.61406863236
2021-09-01165312.27986313778
2021-10-01228921.39227130925
2021-11-01237475.28177518366
2021-12-01223302.61899969808
2022-01-01189894.27140988226
2022-02-01179715.5202777498
2022-03-01229739.04347388548
2022-04-01190020.0639025863
2022-05-01158729.18134245748
2022-06-01142816.43101539701
2022-07-01180218.69024856595
2022-08-01172084.13001912046
2022-09-01172665.92029787658
2022-10-01142790.2032806682
2022-11-01114552.93348092985
2022-12-0175550.97111804367
2023-01-01108772.76844117942
2023-02-01129125.99376069236
2023-03-01127066.14169266379
2023-04-01102049.15970614874
2023-05-01124691.8083928751
2023-06-01166046.09036932676
2023-07-01167304.0152963671
2023-08-01162586.7968199658
2023-09-01158498.54080708462
2023-10-01126421.4551675556
2023-11-01150950.9912448425
2023-12-01158813.0220388447
2024-01-01122804.92100231457
2024-02-01125792.49270403542
2024-03-01111640.83727483144
2024-04-01107238.1000301902
2024-05-01107238.1000301902
2024-06-01107238.1000301902
2024-07-01107238.1000301902
2024-08-01107238.1000301902
2024-09-01107238.1000301902
2024-10-01107238.1000301902
2024-11-01107238.1000301902
2024-12-01260138.87491194528
2025-01-01261145.21485357752
2025-02-01182336.21817449934
2025-03-01157743.7858508604
2025-04-01175543.42356848146
2025-05-01225357.25067927944
2025-06-01200827.71460199254
2025-07-01192927.94606017915
2025-08-01209839.86615678776
2025-09-01273793.71289121464
2025-10-01284108.6343966992
2025-11-01269931.75757270807
2025-12-01285423.16594545636
2026-01-01275108.1815437254
2026-02-01251534.10234477208
2026-03-01233055.75123276643
2026-04-01243559.4243735534
Annual Return Matrix
YearAnnual Return
20170
20180.3795222401127101
20190.2459000697569449
20207.583180552353559
20210.5136785333617564
2022-0.6616655395423472
20231.102064602064602
20240.6380198019801981
20250.09719535783365574
2026-0.1466725429704716
Total Factor Risk
0.6637927654456562
VTI.US Exposure
-0.048123763655366296
VEA.US Exposure
-0.008786436288823486
VWO.US Exposure
-0.0064479813833653215
QQQ.US Exposure
0.4852485028414831
VTV.US Exposure
0.02834686099728017
IJR.US Exposure
0.04422834694550442
QUAL.US Exposure
-0.10804512084787264
SHV.US Exposure
0.0037998030157768807
TLT.US Exposure
0.013150477353262179
LQD.US Exposure
0.023361151897382068
HYG.US Exposure
0.026616481220412144
GLD.US Exposure
-0.0005809581284225677
USO.US Exposure
0.0019382741599319392
VNQ.US Exposure
0.04355085017978164
BTC-USD.CC Exposure
0.004588840837380497
CPER.US Exposure
0.00004803898794393264
VIX.INDX Exposure
-0.007986911092162917
UUP.US Exposure
0.004970286576384251
TIP.US Exposure
0.005345558962095783
Idiosyncratic Exposure
0.4947776974213944
Value Score
49.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
66.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →2.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
21.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.93
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Tesla, Inc. a high-risk investment?

Tesla, Inc. (0R0X.LSE) has an annualized volatility of 66.4% and experienced a maximum drawdown of 68.2% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of 0R0X.LSE?

Over the past 10 years, 0R0X.LSE has generated a Compound Annual Growth Rate (CAGR) of 38.0%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Tesla, Inc.

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest