Tesla Inc

10-Year Study

TL0.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: Tesla Inc has compounded at 38.2% annually over the last 10 years, with a maximum drawdown of 66.4% and an annualized volatility of 69.5%.

1Y CAGR
+4.5%
3Y CAGR
+22.3%
5Y CAGR
+14.5%
10Y CAGR
+38.2%

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 →
66.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.94
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
62.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +613.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -64.6%
% 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.
2026-6.1-7.7-7.34.5————————-16.1%
2025-1.1-30.7-15.95.428.9-14.00.35.229.35.6-5.76.2-2.9%
2024-23.95.3-10.95.3-6.716.213.8-11.022.30.338.026.175.9%
202341.621.9-3.8-21.124.731.4-0.1-1.2-0.4-21.117.44.8105.1%
2022-13.5-5.727.3-12.5-18.4-8.130.4-3.32.6-18.1-22.6-36.6-64.6%
202123.1-15.2-1.83.9-12.714.2-0.27.58.539.56.2-5.173.7%
202050.03.6-18.556.0-3.730.331.660.6-9.4-8.044.013.4613.7%
2019-4.14.3-11.3-13.4-21.416.412.4-6.77.228.65.728.337.9%
20187.2-0.7-25.617.5-0.122.4-16.42.8-8.927.82.5-9.65.3%
201714.1-1.111.19.16.85.3-12.57.3-2.7-4.9-6.62.227.3%
2016———4.0-5.1-4.810.2-10.0-4.4-0.2-0.916.12.2%

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 69.5%. The dominant macroeconomic risk driver is QQQ.US, accounting for 64.9% of variance. Idiosyncratic stock-specific factors contribute 20.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110401.824998336204
2016-05-019866.89639363173
2016-06-019396.153305775955
2016-07-0110354.94295031538
2016-08-019317.252445778766
2016-09-018903.152337077488
2016-10-018883.408635466194
2016-11-018804.581721916988
2016-12-0110224.353523178514
2017-01-0111661.354846819931
2017-02-0111528.251240451664
2017-03-0112805.084557763268
2017-04-0113973.438435884731
2017-05-0114919.952970059083
2017-06-0115703.785318672217
2017-07-0113734.295623109743
2017-08-0114732.572670871756
2017-09-0114340.656496565187
2017-10-0113643.11965274748
2017-11-0112740.972987362551
2017-12-0113017.015077680742
2018-01-0113948.74032225862
2018-02-0113851.13101092189
2018-03-0110301.701507768073
2018-04-0112101.114372971093
2018-05-0112090.761870253562
2018-06-0114795.722937448698
2018-07-0112366.803960571753
2018-08-0112707.918925114433
2018-09-0111579.496128903447
2018-10-0114797.645545096238
2018-11-0115163.45862326503
2018-12-0113712.111688715031
2019-01-0113145.681897170069
2019-02-0113710.632759755383
2019-03-0112163.229389276285
2019-04-0110537.368837487891
2019-05-018286.956586040389
2019-06-019643.578120724971
2019-07-0110842.98950699903
2019-08-0110113.433851204956
2019-09-0110842.98950699903
2019-10-0113943.859856691783
2019-11-0114744.92172768481
2019-12-0118915.501393890543
2020-01-0128375.692323619234
2020-02-0129386.318428194303
2020-03-0123961.089379071673
2020-04-0137387.324099886864
2020-05-0135992.17646580346
2020-06-0146882.04802082332
2020-07-0161681.1724948792
2020-08-0199088.24029637735
2020-09-0189820.31013140283
2020-10-0182659.77978747789
2020-11-01119066.13030843061
2020-12-01135001.58984863161
2021-01-01166133.04444920988
2021-02-01140892.6075735952
2021-03-01138329.18000783832
2021-04-01143702.5725969253
2021-05-01125462.49805890574
2021-06-01143308.2161898353
2021-07-01143061.75267871007
2021-08-01153759.28952252778
2021-09-01166798.56248105122
2021-10-01232660.14951971784
2021-11-01246981.13626111968
2021-12-01234484.18655209898
2022-01-01202933.6774308046
2022-02-01191348.78321119846
2022-03-01243530.27737312636
2022-04-01213089.03891801555
2022-05-01173774.15275857225
2022-06-01159724.3276419217
2022-07-01208282.51979916144
2022-08-01201319.20463200548
2022-09-01206569.40243875387
2022-10-01169263.4194316476
2022-11-01130944.37008718286
2022-12-0183056.65037379928
2023-01-01117634.00945035605
2023-02-01143441.31979620358
2023-03-01137924.9147767187
2023-04-01108804.80356126092
2023-05-01135721.31062684403
2023-06-01178395.80575747043
2023-07-01178284.88608549687
2023-08-01176140.4390940081
2023-09-01175511.89428615797
2023-10-01138472.11849178822
2023-11-01162608.23911323422
2023-12-01170335.64292739198
2024-01-01129554.17686511426
2024-02-01136431.1965274748
2024-03-01121582.74977261465
2024-04-01128075.24790546685
2024-05-01119438.30278112591
2024-06-01138797.48286291066
2024-07-01157912.6396663536
2024-08-01140468.67258731226
2024-09-01171740.625439057
2024-10-01172258.2505749336
2024-11-01237737.8302633233
2024-12-01299704.9536725503
2025-01-01296266.44384137006
2025-02-01205275.33959906237
2025-03-01172701.92926282785
2025-04-01182056.15493259777
2025-05-01234669.0526720549
2025-06-01201799.8565438909
2025-07-01202428.40135174105
2025-08-01212854.8505172554
2025-09-01275265.6526143766
2025-10-01290720.4602426922
2025-11-01274008.5629986763
2025-12-01290979.27281063056
2026-01-01273121.2056228879
2026-02-01252157.38761988567
2026-03-01233818.66852025763
2026-04-01244245.11768577198
Annual Return Matrix
YearAnnual Return
20170.2731382036205312
20180.053399078581856774
20190.3794739879093796
20206.137087568412823
20210.7368994455177205
2022-0.6457899716177862
20231.0508368945868947
20240.7594964184935968
2025-0.02911423636812238
2026-0.16060991105463784
Total Factor Risk
0.6947036992588536
VTI.US Exposure
-0.017648719315002864
VEA.US Exposure
-0.021732679689092357
VWO.US Exposure
-0.005934778996348981
QQQ.US Exposure
0.6491296340516765
VTV.US Exposure
0.11138709591297014
IJR.US Exposure
0.09440820924492462
QUAL.US Exposure
-0.12666996855127
SHV.US Exposure
0.00024146662084008948
TLT.US Exposure
0.013228728610541954
LQD.US Exposure
-0.0066984431489791494
HYG.US Exposure
-0.010533658081759151
GLD.US Exposure
-0.0007103466471914196
USO.US Exposure
0.007437201684513228
VNQ.US Exposure
0.062010534051588774
BTC-USD.CC Exposure
0.023049185021127638
CPER.US Exposure
0.00021207703869307606
VIX.INDX Exposure
0.01981677486716835
UUP.US Exposure
0.009927340408664876
TIP.US Exposure
-0.0008610149408221474
Idiosyncratic Exposure
0.1999413618577569
Value Score
0
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
69.5%

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 →344.7x
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$1.2T
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 →
-1.6%
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 →
-3.0%
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 →
21.3% 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 →
1.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Tesla Inc a high-risk investment?

Tesla Inc (TL0.XETRA) has an annualized volatility of 69.5% and experienced a maximum drawdown of 66.4% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of TL0.XETRA?

Over the past 10 years, TL0.XETRA has generated a Compound Annual Growth Rate (CAGR) of 38.2%. 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.

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