CHKP vs. MBLY

Last updated Jun 9, 2026

CHKP (Check Point Software Technologies Ltd.) and MBLY (Mobileye Global Inc. Class A Common Stock) are both stocks. CHKP operates in Software - Infrastructure (Technology), while MBLY operates in Auto Parts (Consumer Cyclical). Over the past 3 years, CHKP returned 0.82%/yr vs -38.56%/yr for MBLY. At a 0.19 correlation, their price movements are largely independent.

Performance

CHKP vs. MBLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Check Point Software Technologies Ltd. (CHKP) 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, CHKP achieves a -30.33% return, which is significantly lower than MBLY's -7.18% return.

CHKP

• 1D: -4.82%
• 1M: 12.49%
• YTD: -30.33%
• 6M: -32.26%
• 1Y: -44.63%
• 3Y*: 0.82%
• 5Y*: 1.55%
• 10Y*: 4.36%

MBLY

• 1D: 2.32%
• 1M: 5.44%
• YTD: -7.18%
• 6M: -14.32%
• 1Y: -42.59%
• 3Y*: -38.56%
• 5Y*: —
• 10Y*: —

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

CHKP vs. MBLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CHKP Check Point Software Technologies Ltd.	-30.33%	-0.61%	22.19%	21.11%	8.08%
MBLY Mobileye Global Inc. Class A Common Stock	-7.18%	-47.59%	-54.02%	23.56%	31.26%

Correlation

The correlation between CHKP and MBLY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (All Time) Calculated using the full available price history since Oct 26, 2022	0.19

Fundamentals

Market Cap CHKP : $13.72B MBLY : $7.92B
EPS CHKP : $9.74 MBLY : -$5.07
PS Ratio CHKP : 5.09 MBLY : 3.90
PB Ratio CHKP : 4.87 MBLY : 0.97
Total Revenue (TTM) CHKP : $2.76B MBLY : $2.01B
Gross Profit (TTM) CHKP : $2.34B MBLY : $972.00M
EBITDA (TTM) CHKP : $965.90M MBLY : -$3.79B

Return for Risk

CHKP vs. MBLY — Risk / Return Rank

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

CHKP

CHKP Risk / Return Rank: 4
CHKP Sharpe Ratio Rank: 2
CHKP Sortino Ratio Rank: 5
CHKP Omega Ratio Rank: 4
CHKP Calmar Ratio Rank: 8
CHKP Martin Ratio Rank: 2

MBLY

MBLY Risk / Return Rank: 14
MBLY Sharpe Ratio Rank: 9
MBLY Sortino Ratio Rank: 10
MBLY Omega Ratio Rank: 12
MBLY Calmar Ratio Rank: 19
MBLY Martin Ratio Rank: 21

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.

CHKP vs. MBLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Check Point Software Technologies Ltd. (CHKP) 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.

	CHKP	MBLY	Difference
Sharpe ratio: Return per unit of total volatility	-1.17	-0.82	-0.35
Sortino ratio: Return per unit of downside risk	-1.57	-1.15	-0.41
Omega ratio: Gain probability vs. loss probability	0.77	0.87	-0.10
Calmar ratio: Return relative to maximum drawdown	-0.87	-0.65	-0.22
Martin ratio: Return relative to average drawdown	-1.73	-1.04	-0.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHKP vs. MBLY - Sharpe Ratio Comparison

The current CHKP Sharpe Ratio is -1.17, which is lower than the MBLY Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of CHKP 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.

Sharpe Ratios by Period

	CHKP	MBLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.17	-0.82	-0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	-0.44	+0.69

Drawdowns

CHKP vs. MBLY - Drawdown Comparison

The maximum CHKP drawdown since its inception was -89.31%, roughly equal to the maximum MBLY drawdown of -86.05%. Use the drawdown chart below to compare losses from any high point for CHKP and MBLY.

Drawdown Indicators

	CHKP	MBLY	Difference
Max Drawdown Largest peak-to-trough decline	-89.31%	-86.05%	-3.26%
Max Drawdown (1Y) Largest decline over 1 year	-51.36%	-65.62%	+14.26%
Max Drawdown (3Y) Largest decline over 3 years	-51.83%	-85.21%	+33.38%
Max Drawdown (5Y) Largest decline over 5 years	-51.83%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-51.83%	—	—
Current Drawdown Current decline from peak	-44.63%	-79.39%	+34.76%
Average Drawdown Average peak-to-trough decline	-41.58%	-47.22%	+5.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.41%	40.92%	-14.51%

Volatility

CHKP vs. MBLY - Volatility Comparison

The current volatility for Check Point Software Technologies Ltd. (CHKP) is 10.62%, while Mobileye Global Inc. Class A Common Stock (MBLY) has a volatility of 21.03%. This indicates that CHKP experiences smaller price fluctuations and is considered to be less risky than MBLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHKP	MBLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.62%	21.03%	-10.41%
Volatility (6M) Calculated over the trailing 6-month period	32.57%	39.23%	-6.66%
Volatility (1Y) Calculated over the trailing 1-year period	38.27%	52.10%	-13.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.65%	60.41%	-32.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.08%	60.41%	-34.33%

Dividends

CHKP vs. MBLY - Dividend Comparison

Neither CHKP nor MBLY has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both CHKP and MBLY in my portfolio?

CHKP and MBLY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CHKP or MBLY?

MBLY has higher volatility (21.03%) compared to CHKP (10.62%). In terms of maximum drawdown, CHKP dropped -89.31% vs MBLY's -86.05%.

Which has better risk-adjusted returns?

MBLY currently has the higher Sharpe Ratio (-0.82 vs -1.17), 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.