BB vs. ICCM

Last updated Apr 2, 2026

Compare and contrast key facts about BlackBerry Limited (BB) and Icecure Medical (ICCM).

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.

BB vs. ICCM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BB BlackBerry Limited	-11.35%	0.26%	6.78%	8.59%	-65.13%	-13.51%
ICCM Icecure Medical	-50.66%	-44.54%	2.80%	-30.97%	-49.18%	-72.02%

Fundamentals

Market Cap BB : $2.01B ICCM : $21.91M
EPS BB : $0.04 ICCM : -$0.23
PS Ratio BB : 3.75 ICCM : 5.85
Total Revenue (TTM) BB : $537.00M ICCM : $3.38M
Gross Profit (TTM) BB : $402.70M ICCM : $1.23M
EBITDA (TTM) BB : $42.30M ICCM : -$14.80M

Returns By Period

In the year-to-date period, BB achieves a -11.35% return, which is significantly higher than ICCM's -50.66% return.

BB

• 1D: 3.70%
• 1M: -1.18%
• YTD: -11.35%
• 6M: -29.85%
• 1Y: -9.92%
• 3Y*: -9.68%
• 5Y*: -17.14%
• 10Y*: -7.69%

ICCM

• 1D: 7.31%
• 1M: -47.91%
• YTD: -50.66%
• 6M: -70.34%
• 1Y: -74.40%
• 3Y*: -36.03%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BB vs. ICCM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BB

BB Risk / Return Rank: 30
BB Sharpe Ratio Rank: 30
BB Sortino Ratio Rank: 28
BB Omega Ratio Rank: 28
BB Calmar Ratio Rank: 32
BB Martin Ratio Rank: 31

ICCM

ICCM Risk / Return Rank: 4
ICCM Sharpe Ratio Rank: 4
ICCM Sortino Ratio Rank: 3
ICCM Omega Ratio Rank: 3
ICCM Calmar Ratio Rank: 5
ICCM Martin Ratio Rank: 1

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	BB	ICCM	Difference
Sharpe ratio Return per unit of total volatility	-0.22	-1.00	+0.78
Sortino ratio Return per unit of downside risk	-0.01	-1.79	+1.78
Omega ratio Gain probability vs. loss probability	1.00	0.75	+0.24
Calmar ratio Return relative to maximum drawdown	-0.29	-0.94	+0.64
Martin ratio Return relative to average drawdown	-0.56	-2.01	+1.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BB vs. ICCM - Sharpe Ratio Comparison

The current BB Sharpe Ratio is -0.22, which is higher than the ICCM Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of BB and ICCM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BB	ICCM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.22	-1.00	+0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.29	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	-0.44	+0.47

Correlation

The correlation between BB and ICCM is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BB vs. ICCM - Dividend Comparison

Neither BB nor ICCM has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

BB vs. ICCM - Drawdown Comparison

The maximum BB drawdown since its inception was -98.57%, roughly equal to the maximum ICCM drawdown of -97.52%. Use the drawdown chart below to compare losses from any high point for BB and ICCM.

Drawdown Indicators

	BB	ICCM	Difference
Max Drawdown Largest peak-to-trough decline	-98.57%	-97.52%	-1.05%
Max Drawdown (1Y) Largest decline over 1 year	-37.00%	-77.91%	+40.91%
Max Drawdown (5Y) Largest decline over 5 years	-86.71%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-91.59%	—	—
Current Drawdown Current decline from peak	-97.72%	-97.34%	-0.38%
Average Drawdown Average peak-to-trough decline	-71.85%	-85.72%	+13.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.49%	36.20%	-16.71%

Volatility

BB vs. ICCM - Volatility Comparison

The current volatility for BlackBerry Limited (BB) is 9.88%, while Icecure Medical (ICCM) has a volatility of 53.83%. This indicates that BB experiences smaller price fluctuations and is considered to be less risky than ICCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BB	ICCM	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.88%	53.83%	-43.95%
Volatility (6M) Calculated over the trailing 6-month period	28.25%	63.56%	-35.31%
Volatility (1Y) Calculated over the trailing 1-year period	45.14%	75.09%	-29.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	58.70%	124.76%	-66.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	58.69%	124.76%	-66.07%

Financials