Tesla Inc

10-Year Study

TSLA.US · Consumer Cyclical · US · Common Stock

Executive Summary: Tesla Inc has compounded at 39.0% annually over the last 10 years, with a maximum drawdown of 67.7% and an annualized volatility of 68.6%.

1Y CAGR
+13.4%
3Y CAGR
+24.8%
5Y CAGR
+13.5%
10Y CAGR
+39.0%

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 →
67.7%
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 →
2.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
62.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +743.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -65.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.3-6.5-7.64.6————————-13.5%
20250.2-27.6-11.58.922.8-8.3-3.08.333.22.7-5.84.511.4%
2024-24.67.8-12.94.3-2.811.117.3-7.722.2-4.538.117.062.5%
202340.618.80.9-20.824.128.42.2-3.5-3.0-19.719.53.5101.7%
2022-11.4-7.123.8-19.2-12.9-11.232.4-7.2-3.8-14.2-14.4-36.7-65.0%
202112.5-14.9-1.16.2-11.98.71.17.15.443.72.8-7.749.8%
202055.52.7-21.649.26.829.332.574.1-13.9-9.546.324.3743.4%
2019-7.74.2-12.5-14.7-22.420.78.1-6.66.830.74.826.825.7%
201813.8-3.2-22.410.4-3.120.4-13.11.2-12.227.43.9-5.06.9%
201717.9-0.811.312.98.66.0-10.510.0-4.2-2.8-6.80.845.7%
2016———4.8-7.3-4.910.6-9.7-3.8-3.1-4.212.8-7.0%

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 68.6%. The dominant macroeconomic risk driver is QQQ.US, accounting for 68.6% of variance. Idiosyncratic stock-specific factors contribute 17.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110478.326152239195
2016-05-019715.367541454498
2016-06-019238.804021412716
2016-07-0110218.501109805458
2016-08-019227.05314009662
2016-09-018879.749314531924
2016-10-018605.562083822953
2016-11-018243.047395221309
2016-12-019300.169734952344
2017-01-0110964.420942681814
2017-02-0110880.010445227837
2017-03-0112112.090351220786
2017-04-0113668.886277581929
2017-05-0114841.36310223267
2017-06-0115737.89006397702
2017-07-0114078.0127954041
2017-08-0115489.424206815513
2017-09-0114845.280062671367
2017-10-0114428.776602689646
2017-11-0113441.702572137356
2017-12-0113550.528789659224
2018-01-0115420.224572398485
2018-02-0114930.60451756104
2018-03-0111582.452017234626
2018-04-0112791.030160595377
2018-05-0112391.95717456587
2018-06-0114925.773599686643
2018-07-0112975.584279932107
2018-08-0113128.802715759239
2018-09-0111523.240631936285
2018-10-0114680.767724245985
2018-11-0115253.492623057842
2018-12-0114484.071027549287
2019-01-0113362.057709883797
2019-02-0113921.726073899987
2019-03-0112179.984332158245
2019-04-0110388.236062149106
2019-05-018058.49327588458
2019-06-019725.355790573181
2019-07-0110515.276145710928
2019-08-019818.971145058102
2019-09-0110483.091787439613
2019-10-0113705.901553727643
2019-11-0114359.57696827262
2019-12-0118206.489097793445
2020-01-0128313.94437916177
2020-02-0129072.13735474605
2020-03-0122805.39234887061
2020-04-0134028.78965922444
2020-05-0136340.710275492886
2020-06-0146995.23436479959
2020-07-0162269.22574748662
2020-08-01108438.89541715628
2020-09-0193356.37811724767
2020-10-0184440.9844627236
2020-11-01123514.81916699308
2020-12-01153560.06006006006
2021-01-01172679.2009400705
2021-02-01146994.8426687557
2021-03-01145347.49967358663
2021-04-01154380.4674239457
2021-05-01136053.46650998824
2021-06-01147908.8001044523
2021-07-01149540.86695391042
2021-08-01160099.22966444705
2021-09-01168751.33829481655
2021-10-01242416.30761195978
2021-11-01249110.00130565348
2021-12-01229964.7473560517
2022-01-01203838.62122992557
2022-02-01189413.30460895677
2022-03-01234495.36493014754
2022-04-01189485.11555033296
2022-05-01165004.11280846063
2022-06-01146542.17260739
2022-07-01193987.46572659616
2022-08-01179925.5777516647
2022-09-01173162.29272751012
2022-10-01148544.19637028332
2022-11-01127105.366235801
2022-12-0180415.19780650215
2023-01-01113082.64786525657
2023-02-01134292.98864081473
2023-03-01135435.43543543544
2023-04-01107265.9616137877
2023-05-01133130.95704400053
2023-06-01170890.45567306434
2023-07-01174585.45502023763
2023-08-01168481.52500326413
2023-09-01163350.30682856773
2023-10-01131113.72241807025
2023-11-01156730.64368716543
2023-12-01162214.38830134482
2024-01-01122267.92009400706
2024-02-01131792.66222744485
2024-03-01114760.41258649953
2024-04-01119650.08486747618
2024-05-01116255.38582060322
2024-06-01129181.35526831179
2024-07-01151501.5015015015
2024-08-01139776.73325499412
2024-09-01170799.05992949472
2024-10-01163108.7609348479
2024-11-01225329.67750359056
2024-12-01263637.5505940723
2025-01-01264133.69891630765
2025-02-01191265.17822169999
2025-03-01169186.57788223008
2025-04-01184201.59289724508
2025-05-01226178.3522653088
2025-06-01207376.94215955088
2025-07-01201246.89907298604
2025-08-01217959.26361143752
2025-09-01290325.1077164121
2025-10-01298054.5763154459
2025-11-01280826.4786525656
2025-12-01293589.2414153284
2026-01-01280983.15707011364
2026-02-01262769.29103016056
2026-03-01242688.3405144275
2026-04-01253884.3191017104
Annual Return Matrix
YearAnnual Return
20170.45701951424961385
20180.0688934175471052
20190.25700081580406287
20207.43435871876423
20210.497555726834884
2022-0.6503151081587464
20231.0172105861341123
20240.6252414681262073
20250.11360935023771801
2026-0.13523970470515
Total Factor Risk
0.6856590020183708
VTI.US Exposure
-0.024070088592841397
VEA.US Exposure
-0.03141871829215676
VWO.US Exposure
-0.006989633552741081
QQQ.US Exposure
0.6861760862757672
VTV.US Exposure
0.13250850850358548
IJR.US Exposure
0.09595994929165082
QUAL.US Exposure
-0.1485256065673787
SHV.US Exposure
0.011384424307571896
TLT.US Exposure
0.011958002978942233
LQD.US Exposure
-0.011718934334861491
HYG.US Exposure
-0.014507825827492138
GLD.US Exposure
0.0006176882770559802
USO.US Exposure
0.010764771737349537
VNQ.US Exposure
0.0755483558298358
BTC-USD.CC Exposure
0.02451860754781298
CPER.US Exposure
-0.0019670067940878748
VIX.INDX Exposure
0.020462881944385943
UUP.US Exposure
0.0004919823373037054
TIP.US Exposure
-0.0013728935712868963
Idiosyncratic Exposure
0.17017944850158467
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
68.6%

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 →333.9x
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$1.4T
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 →
-0.4%
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 →
-2.4%
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 →
20.6% 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 →
1.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Tesla Inc a high-risk investment?

Tesla Inc (TSLA.US) has an annualized volatility of 68.6% and experienced a maximum drawdown of 67.7% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of TSLA.US?

Over the past 10 years, TSLA.US has generated a Compound Annual Growth Rate (CAGR) of 39.0%. It has had a positive return in 80% 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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