ICCM vs. BB

Last updated Apr 2, 2026

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

Performance

ICCM vs. BB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Icecure Medical (ICCM) and BlackBerry Limited (BB). The values are adjusted to include any dividend payments, if applicable.

ICCM vs. BB - Yearly Performance Comparison

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

Fundamentals

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

Returns By Period

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

ICCM

• 1D: 0.00%
• 1M: -52.68%
• YTD: -50.66%
• 6M: -69.36%
• 1Y: -75.73%
• 3Y*: -36.03%
• 5Y*: —
• 10Y*: —

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%

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

Return for Risk

ICCM vs. BB — Risk / Return Rank

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

ICCM

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

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

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.

ICCM vs. BB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Icecure Medical (ICCM) and BlackBerry Limited (BB). 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.

	ICCM	BB	Difference
Sharpe ratio Return per unit of total volatility	-1.02	-0.22	-0.80
Sortino ratio Return per unit of downside risk	-1.89	-0.01	-1.87
Omega ratio Gain probability vs. loss probability	0.74	1.00	-0.26
Calmar ratio Return relative to maximum drawdown	-0.95	-0.29	-0.66
Martin ratio Return relative to average drawdown	-2.04	-0.56	-1.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ICCM vs. BB - Sharpe Ratio Comparison

The current ICCM Sharpe Ratio is -1.02, which is lower than the BB Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of ICCM and BB, 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

	ICCM	BB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.02	-0.22	-0.80
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	-0.44	0.03	-0.47

Correlation

The correlation between ICCM and BB 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

ICCM vs. BB - Dividend Comparison

Neither ICCM nor BB has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

ICCM vs. BB - Drawdown Comparison

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

Drawdown Indicators

	ICCM	BB	Difference
Max Drawdown Largest peak-to-trough decline	-97.52%	-98.57%	+1.05%
Max Drawdown (1Y) Largest decline over 1 year	-77.91%	-37.00%	-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	-97.34%	-97.72%	+0.38%
Average Drawdown Average peak-to-trough decline	-85.73%	-71.85%	-13.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.52%	19.49%	+17.03%

Volatility

ICCM vs. BB - Volatility Comparison

Icecure Medical (ICCM) has a higher volatility of 53.95% compared to BlackBerry Limited (BB) at 9.88%. This indicates that ICCM's price experiences larger fluctuations and is considered to be riskier than BB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ICCM	BB	Difference
Volatility (1M) Calculated over the trailing 1-month period	53.95%	9.88%	+44.07%
Volatility (6M) Calculated over the trailing 6-month period	63.57%	28.25%	+35.32%
Volatility (1Y) Calculated over the trailing 1-year period	74.82%	45.14%	+29.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	124.70%	58.70%	+66.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	124.70%	58.69%	+66.01%

Financials