TSLA vs XLY: returns, Sharpe ratio and drawdown

Over the past year, XLY returned -5.02% against -13.90% for TSLA. Over five years, TSLA averaged +5.96% a year, compared with +3.41% for XLY. TSLA had the higher Sharpe ratio over the past year (-0.20 vs -0.40), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -15.15% for XLY and -39.10% for TSLA.