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BB vs. ICCM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BB vs. ICCM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackBerry Limited (BB) and Icecure Medical (ICCM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BB achieves a 124.27% return, which is significantly higher than ICCM's -84.21% return.


BB

1D
0.71%
1M
-26.15%
6M
138.10%
YTD
124.27%
1Y
135.46%
3Y*
18.80%
5Y*
-3.50%
10Y*
0.98%
ALL TIME*
5.13%

ICCM

1D
0.00%
1M
-46.08%
6M
-84.24%
YTD
-84.21%
1Y
-90.46%
3Y*
-56.74%
5Y*
10Y*
ALL TIME*
-62.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$142.34M$219.51M$306.93M
$231.34K$708.33K$21.26M

BB vs. ICCM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BB
BlackBerry Limited
124.27%0.26%6.78%8.59%-65.13%-12.94%
ICCM
Icecure Medical
-84.21%-44.54%2.80%-30.97%-49.18%-74.33%

Correlation

The correlation between BB and ICCM is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2021

0.15

Fundamentals

Market Cap

BB:

$4.98B

ICCM:

$6.51M

EPS

BB:

$0.10

ICCM:

-$0.22

PS Ratio

BB:

8.89

ICCM:

57.22

Total Revenue (TTM)

BB:

$581.41M

ICCM:

$3.57M

Gross Profit (TTM)

BB:

$446.55M

ICCM:

$1.30M

EBITDA (TTM)

BB:

$80.92M

ICCM:

-$15.41M

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BlackBerry Limited

Icecure Medical

Return for Risk

BB vs. ICCM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BB
BB Risk / Return Rank: 9090
Overall Rank
BB Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BB Sortino Ratio Rank: 9292
Sortino Ratio Rank
BB Omega Ratio Rank: 9191
Omega Ratio Rank
BB Calmar Ratio Rank: 8989
Calmar Ratio Rank
BB Martin Ratio Rank: 8585
Martin Ratio Rank

ICCM
ICCM Risk / Return Rank: 1212
Overall Rank
ICCM Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ICCM Sortino Ratio Rank: 1414
Sortino Ratio Rank
ICCM Omega Ratio Rank: 1313
Omega Ratio Rank
ICCM Calmar Ratio Rank: 44
Calmar Ratio Rank
ICCM Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BB vs. ICCM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackBerry Limited (BB) and Icecure Medical (ICCM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBICCMDifference
Sharpe ratioReturn per unit of total volatility

+2.59

Sortino ratioReturn per unit of downside risk

+3.89

Omega ratioGain probability vs. loss probability

1.38

0.88

+0.50

Calmar ratioReturn relative to maximum drawdown

3.36

-0.96

+4.32

Martin ratioReturn relative to average drawdown

6.93

-1.58

+8.51

BB vs. ICCM - Sharpe Ratio Comparison

The current BB Sharpe Ratio is 2.19, which is higher than the ICCM Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of BB and ICCM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BB vs. ICCM - Drawdown Comparison

The maximum BB drawdown since its inception was -98.57%, roughly equal to the maximum ICCM drawdown of -99.40%. Use the drawdown chart below to compare losses from any high point for BB and ICCM.


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Drawdown Indicators


BBICCMDifference

Max Drawdown

Largest peak-to-trough decline

-98.57%

-99.40%

+0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-39.03%

-94.03%

+55.00%

Max Drawdown (3Y)

Largest decline over 3 years

-62.32%

-95.42%

+33.10%

Max Drawdown (5Y)

Largest decline over 5 years

-82.01%

Max Drawdown (10Y)

Largest decline over 10 years

-91.59%

Current Drawdown

Current decline from peak

-94.24%

-99.19%

+4.95%

Average Drawdown

Average peak-to-trough decline

-72.19%

-87.13%

+14.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.89%

57.17%

-38.28%

Volatility

BB vs. ICCM - Volatility Comparison

BlackBerry Limited (BB) and Icecure Medical (ICCM) have volatilities of 21.28% and 21.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBICCMDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.28%

21.02%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

50.27%

153.78%

-103.51%

Volatility (1Y)

Calculated over the trailing 1-year period

59.77%

230.38%

-170.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.43%

156.14%

-97.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.57%

156.14%

-95.57%

Dividends

BB vs. ICCM - Dividend Comparison

Neither BB nor ICCM has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

BB vs. ICCM - Financials Comparison

This section allows you to compare key financial metrics between BlackBerry Limited and Icecure Medical. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


BB and ICCM have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BB has higher volatility (21.28%) compared to ICCM (21.02%). In terms of maximum drawdown, BB dropped -98.57% vs ICCM's -99.40%.

BB currently has the higher Sharpe Ratio (2.19 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BB and ICCM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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