Tesla, Inc. (TSLA): analysis and statistics
Return, volatility, Sharpe ratio and risk for Tesla, Inc., a component of both the S&P 500 and the Nasdaq 100 in the Consumer Discretionary. Data as of 2026-10-29.
| Last close price | $404.22 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +25.08% |
| Total return over period | +94.99% |
| Annualized volatility | 57.88% |
| Period volatility | 99.99% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.83 |
| Sortino ratio | 1.26 |
| Max drawdown | -53.77% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.57% |
| Correlation with the S&P 500 | 0.59 |
| Period range | $142.05 – $489.88 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Tesla, Inc. (TSLA) has posted an annualized return of +25.08% with annual volatility of 57.88%, a Sharpe ratio of 0.83. Its worst stretch (max drawdown from a peak) was -53.77%. Its correlation with the S&P 500 is 0.59, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how TSLA would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with TSLA →
Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, Tesla, Inc. (TSLA) is of both the S&P 500 and the Nasdaq 100.
What is the Sharpe ratio? · How to optimize an investment portfolio