BYRN vs. MBLY

Last updated Jun 24, 2026

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 7.13%/yr vs -40.22%/yr for MBLY. At a 0.19 correlation, their price movements are largely independent.

Performance

BYRN vs. MBLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Byrna Technologies Inc. (BYRN) and Mobileye Global Inc. Class A Common Stock (MBLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BYRN achieves a -67.12% return, which is significantly lower than MBLY's -23.95% return.

BYRN

• 1D: -1.43%
• 1M: -0.36%
• YTD: -67.12%
• 6M: -68.18%
• 1Y: -82.57%
• 3Y*: 7.13%
• 5Y*: -25.40%
• 10Y*: 8.69%

MBLY

• 1D: -4.80%
• 1M: -22.00%
• YTD: -23.95%
• 6M: -21.85%
• 1Y: -51.64%
• 3Y*: -40.22%
• 5Y*: —
• 10Y*: —

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

BYRN vs. MBLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BYRN Byrna Technologies Inc.	-67.12%	-41.72%	350.86%	-18.49%	6.38%
MBLY Mobileye Global Inc. Class A Common Stock	-23.95%	-47.59%	-54.02%	23.56%	31.26%

Correlation

The correlation between BYRN and MBLY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (All Time) Calculated using the full available price history since Oct 26, 2022	0.19

Fundamentals

Market Cap BYRN : $131.54M MBLY : $6.49B
EPS BYRN : $0.37 MBLY : -$5.07
PS Ratio BYRN : 1.09 MBLY : 3.20
PB Ratio BYRN : 1.98 MBLY : 0.79
Total Revenue (TTM) BYRN : $120.98M MBLY : $2.01B
Gross Profit (TTM) BYRN : $72.95M MBLY : $972.00M
EBITDA (TTM) BYRN : $12.75M MBLY : -$3.79B

Return for Risk

BYRN vs. MBLY — Risk / Return Rank

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

BYRN

BYRN Risk / Return Rank: 3
BYRN Sharpe Ratio Rank: 3
BYRN Sortino Ratio Rank: 1
BYRN Omega Ratio Rank: 2
BYRN Calmar Ratio Rank: 3
BYRN Martin Ratio Rank: 7

MBLY

MBLY Risk / Return Rank: 9
MBLY Sharpe Ratio Rank: 5
MBLY Sortino Ratio Rank: 6
MBLY Omega Ratio Rank: 8
MBLY Calmar Ratio Rank: 12
MBLY Martin Ratio Rank: 14

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.

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 ratio: Return per unit of total volatility	-1.12	-1.00	-0.12
Sortino ratio: Return per unit of downside risk	-2.47	-1.58	-0.89
Omega ratio: Gain probability vs. loss probability	0.69	0.83	-0.13
Calmar ratio: Return relative to maximum drawdown	-0.97	-0.79	-0.18
Martin ratio: Return relative to average drawdown	-1.46	-1.22	-0.23

BYRN vs. MBLY - Sharpe Ratio Comparison

The current BYRN Sharpe Ratio is -1.12, which is comparable to the MBLY Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of BYRN and MBLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	BYRN	MBLY	Difference
Max Drawdown Largest peak-to-trough decline	-92.51%	-86.05%	-6.46%
Max Drawdown (1Y) Largest decline over 1 year	-85.22%	-65.62%	-19.60%
Max Drawdown (3Y) Largest decline over 3 years	-85.49%	-85.21%	-0.28%
Max Drawdown (5Y) Largest decline over 5 years	-92.51%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-92.51%	—	—
Current Drawdown Current decline from peak	-83.85%	-83.11%	-0.74%
Average Drawdown Average peak-to-trough decline	-52.41%	-47.53%	-4.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	56.62%	42.23%	+14.39%

Volatility

BYRN vs. MBLY - Volatility Comparison

Byrna Technologies Inc. (BYRN) and Mobileye Global Inc. Class A Common Stock (MBLY) have volatilities of 19.04% and 18.41%, 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.

Volatility by Period

	BYRN	MBLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.04%	18.41%	+0.63%
Volatility (6M) Calculated over the trailing 6-month period	60.14%	40.52%	+19.62%
Volatility (1Y) Calculated over the trailing 1-year period	73.97%	52.93%	+21.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.40%	60.61%	+12.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	95.41%	60.61%	+34.80%

Dividends

BYRN vs. MBLY - Dividend Comparison

Neither BYRN nor MBLY has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both BYRN and MBLY in my portfolio?

BYRN and MBLY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BYRN or MBLY?

BYRN has higher volatility (19.04%) compared to MBLY (18.41%). In terms of maximum drawdown, BYRN dropped -92.51% vs MBLY's -86.05%.

Which has better risk-adjusted returns?

MBLY currently has the higher Sharpe Ratio (-1.00 vs -1.12), 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.