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CGNX vs. IMCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGNX vs. IMCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cognex Corporation (CGNX) and iShares Morningstar Mid-Cap ETF (IMCB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGNX achieves a 81.84% return, which is significantly higher than IMCB's 17.87% return. Both investments have delivered pretty close results over the past 10 years, with CGNX having a 11.17% annualized return and IMCB not far ahead at 11.27%.


CGNX

1D
4.18%
1M
-3.78%
6M
68.88%
YTD
81.84%
1Y
62.32%
3Y*
8.69%
5Y*
-5.71%
10Y*
11.17%
ALL TIME*
15.30%

IMCB

1D
-0.25%
1M
-0.01%
6M
14.48%
YTD
17.87%
1Y
23.21%
3Y*
15.79%
5Y*
9.14%
10Y*
11.27%
ALL TIME*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$109.52M$125.18M$156.36M
$2.94M$3.89M$3.49M

CGNX vs. IMCB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGNX
Cognex Corporation
81.84%1.24%-13.45%-10.84%-39.11%-2.85%47.69%45.54%-36.53%92.91%
IMCB
iShares Morningstar Mid-Cap ETF
17.87%10.25%15.10%16.37%-16.09%22.81%13.35%31.49%-11.53%19.70%

Correlation

The correlation between CGNX and IMCB is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.58

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

0.61

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.66

Correlation (10Y)
Provides a long-term view across more market conditions.

0.65

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2004

0.65

The correlation between CGNX and IMCB has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.

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Return for Risk

CGNX vs. IMCB — Risk / Return Rank

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

CGNX
CGNX Risk / Return Rank: 7979
Overall Rank
CGNX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CGNX Sortino Ratio Rank: 8080
Sortino Ratio Rank
CGNX Omega Ratio Rank: 8080
Omega Ratio Rank
CGNX Calmar Ratio Rank: 8181
Calmar Ratio Rank
CGNX Martin Ratio Rank: 7878
Martin Ratio Rank

IMCB
IMCB Risk / Return Rank: 7575
Overall Rank
IMCB Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IMCB Sortino Ratio Rank: 7373
Sortino Ratio Rank
IMCB Omega Ratio Rank: 7070
Omega Ratio Rank
IMCB Calmar Ratio Rank: 7676
Calmar Ratio Rank
IMCB Martin Ratio Rank: 8181
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.

CGNX vs. IMCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cognex Corporation (CGNX) and iShares Morningstar Mid-Cap ETF (IMCB). 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.


CGNXIMCBDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.26

1.29

-0.03

Calmar ratioReturn relative to maximum drawdown

2.20

2.68

-0.47

Martin ratioReturn relative to average drawdown

4.76

10.73

-5.97

CGNX vs. IMCB - Sharpe Ratio Comparison

The current CGNX Sharpe Ratio is 1.08, which is lower than the IMCB Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of CGNX and IMCB, 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

CGNX vs. IMCB - Drawdown Comparison

The maximum CGNX drawdown since its inception was -83.71%, which is greater than IMCB's maximum drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for CGNX and IMCB.


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Drawdown Indicators


CGNXIMCBDifference

Max Drawdown

Largest peak-to-trough decline

-83.71%

-58.80%

-24.91%

Max Drawdown (1Y)

Largest decline over 1 year

-27.86%

-8.05%

-19.81%

Max Drawdown (3Y)

Largest decline over 3 years

-55.74%

-19.80%

-35.94%

Max Drawdown (5Y)

Largest decline over 5 years

-74.07%

-25.15%

-48.92%

Max Drawdown (10Y)

Largest decline over 10 years

-74.63%

-40.99%

-33.64%

Current Drawdown

Current decline from peak

-28.22%

-0.91%

-27.31%

Average Drawdown

Average peak-to-trough decline

-37.48%

-7.68%

-29.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.87%

2.01%

+10.86%

Volatility

CGNX vs. IMCB - Volatility Comparison

Cognex Corporation (CGNX) has a higher volatility of 15.98% compared to iShares Morningstar Mid-Cap ETF (IMCB) at 2.32%. This indicates that CGNX's price experiences larger fluctuations and is considered to be riskier than IMCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGNXIMCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.98%

2.32%

+13.66%

Volatility (6M)

Calculated over the trailing 6-month period

44.79%

9.96%

+34.83%

Volatility (1Y)

Calculated over the trailing 1-year period

60.61%

13.10%

+47.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.33%

17.56%

+26.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.21%

19.60%

+22.61%

Dividends

CGNX vs. IMCB - Dividend Comparison

CGNX's dividend yield for the trailing twelve months is around 0.51%, less than IMCB's 1.21% yield.


PositionTTM20252024202320222021202020192018201720162015
CGNX
Cognex Corporation
0.51%0.90%0.85%0.68%0.56%0.32%2.77%0.37%0.48%0.27%0.46%0.62%
IMCB
iShares Morningstar Mid-Cap ETF
1.21%1.42%1.43%1.55%1.70%1.08%1.12%1.32%1.80%1.31%1.79%1.47%

Frequently Asked Questions


CGNX and IMCB have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGNX has higher volatility (15.98%) compared to IMCB (2.32%). In terms of maximum drawdown, CGNX dropped -83.71% vs IMCB's -58.80%.

IMCB currently has the higher Sharpe Ratio (1.65 vs 1.08), 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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Find the right allocation for CGNX and IMCB

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