BYRN vs. MBLY
BYRN (Byrna Technologies Inc.) and MBLY (Mobileye Global Inc. Class A Common Stock) are both stocks. BYRN operates in Aerospace & Defense (Industrials), while MBLY operates in Auto Parts (Consumer Cyclical). Over the past 3 years, BYRN returned 1.44%/yr vs -38.55%/yr for MBLY. At a 0.20 correlation, their price movements are largely independent.
Performance
BYRN vs. MBLY - Performance Comparison
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Returns By Period
In the year-to-date period, BYRN achieves a -77.25% return, which is significantly lower than MBLY's -6.61% return.
BYRN
- 1D
- -1.16%
- 1M
- -39.84%
- 6M
- -78.42%
- YTD
- -77.25%
- 1Y
- -83.37%
- 3Y*
- 1.44%
- 5Y*
- -29.76%
- 10Y*
- 4.76%
MBLY
- 1D
- 2.09%
- 1M
- 4.39%
- 6M
- -14.77%
- YTD
- -6.61%
- 1Y
- -39.48%
- 3Y*
- -38.55%
- 5Y*
- —
- 10Y*
- —
BYRN vs. MBLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BYRN Byrna Technologies Inc. | -77.25% | -41.72% | 350.86% | -18.49% | 6.38% |
MBLY Mobileye Global Inc. Class A Common Stock | -6.61% | -47.59% | -54.02% | 23.56% | 31.26% |
Correlation
The correlation between BYRN and MBLY is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2022 | 0.20 |
Fundamentals
BYRN:
$86.69M
MBLY:
$7.94B
BYRN:
-$0.16
MBLY:
-$5.07
BYRN:
0.83
MBLY:
3.92
BYRN:
1.52
MBLY:
0.98
BYRN:
$108.86M
MBLY:
$2.01B
BYRN:
$57.17M
MBLY:
$972.00M
BYRN:
-$3.55M
MBLY:
-$3.79B
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Return for Risk
BYRN vs. MBLY — Risk / Return Rank
BYRN
MBLY
BYRN vs. MBLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Byrna Technologies Inc. (BYRN) and Mobileye Global Inc. Class A Common Stock (MBLY). 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.
| BYRN | MBLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 0.89 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | -0.66 | -0.31 |
| Martin ratioReturn relative to average drawdown | -1.62 | -1.08 | -0.53 |
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Drawdowns
BYRN vs. MBLY - Drawdown Comparison
The maximum BYRN drawdown since its inception was -92.51%, which is greater than MBLY's maximum drawdown of -86.05%. Use the drawdown chart below to compare losses from any high point for BYRN and MBLY.
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Drawdown Indicators
| BYRN | MBLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.51% | -86.05% | -6.46% |
Max Drawdown (1Y)Largest decline over 1 year | -86.17% | -60.41% | -25.76% |
Max Drawdown (3Y)Largest decline over 3 years | -88.83% | -85.21% | -3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -92.51% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -92.51% | — | — |
Current DrawdownCurrent decline from peak | -88.83% | -79.26% | -9.57% |
Average DrawdownAverage peak-to-trough decline | -52.51% | -48.00% | -4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.51% | 36.44% | +15.07% |
Volatility
BYRN vs. MBLY - Volatility Comparison
Byrna Technologies Inc. (BYRN) has a higher volatility of 46.39% compared to Mobileye Global Inc. Class A Common Stock (MBLY) at 23.45%. This indicates that BYRN's price experiences larger fluctuations and is considered to be riskier than MBLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BYRN | MBLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 46.39% | 23.45% | +22.94% |
Volatility (6M)Calculated over the trailing 6-month period | 74.10% | 42.76% | +31.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 79.31% | 53.63% | +25.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.16% | 61.09% | +14.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 96.20% | 61.09% | +35.11% |
Dividends
BYRN vs. MBLY - Dividend Comparison
Neither BYRN nor MBLY has paid dividends to shareholders.
Financials
BYRN vs. MBLY - Financials Comparison
This section allows you to compare key financial metrics between Byrna Technologies Inc. and Mobileye Global Inc. Class A Common Stock. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BYRN and MBLY have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BYRN has higher volatility (46.39%) compared to MBLY (23.45%). In terms of maximum drawdown, BYRN dropped -92.51% vs MBLY's -86.05%.
MBLY currently has the higher Sharpe Ratio (-0.74 vs -1.05), 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.
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