ICG vs. MBLY

Last updated Jun 4, 2026

ICG (Intchains Group Limited American Depositary Shares) and MBLY (Mobileye Global Inc. Class A Common Stock) are both stocks. ICG operates in Semiconductors (Technology), while MBLY operates in Auto Parts (Consumer Cyclical). Over the past 3 years, ICG returned -54.13%/yr vs -37.29%/yr for MBLY. At a 0.13 correlation, their price movements are largely independent.

Performance

ICG vs. MBLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intchains Group Limited American Depositary Shares (ICG) 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, ICG achieves a -52.01% return, which is significantly lower than MBLY's 2.87% return.

ICG

• 1D: -8.62%
• 1M: -33.40%
• YTD: -52.01%
• 6M: -51.74%
• 1Y: -59.09%
• 3Y*: -54.13%
• 5Y*: —
• 10Y*: —

MBLY

• 1D: -0.46%
• 1M: 24.16%
• YTD: 2.87%
• 6M: -10.20%
• 1Y: -35.57%
• 3Y*: -37.29%
• 5Y*: —
• 10Y*: —

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

ICG vs. MBLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ICG Intchains Group Limited American Depositary Shares	-52.01%	-45.76%	-73.32%	54.63%
MBLY Mobileye Global Inc. Class A Common Stock	2.87%	-47.59%	-54.02%	0.12%

Correlation

The correlation between ICG and MBLY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (All Time) Calculated using the full available price history since Mar 17, 2023	0.13

Fundamentals

Market Cap ICG : $26.08M MBLY : $8.77B
EPS ICG : -$1.66 MBLY : -$5.07
PS Ratio ICG : 0.12 MBLY : 4.32
PB Ratio ICG : 0.03 MBLY : 1.07
Total Revenue (TTM) ICG : $220.37M MBLY : $2.01B
Gross Profit (TTM) ICG : $16.80M MBLY : $972.00M
EBITDA (TTM) ICG : $9.86M MBLY : -$3.79B

Return for Risk

ICG vs. MBLY — Risk / Return Rank

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

ICG

ICG Risk / Return Rank: 16
ICG Sharpe Ratio Rank: 17
ICG Sortino Ratio Rank: 19
ICG Omega Ratio Rank: 21
ICG Calmar Ratio Rank: 11
ICG Martin Ratio Rank: 12

MBLY

MBLY Risk / Return Rank: 17
MBLY Sharpe Ratio Rank: 12
MBLY Sortino Ratio Rank: 13
MBLY Omega Ratio Rank: 15
MBLY Calmar Ratio Rank: 21
MBLY Martin Ratio Rank: 23

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.

ICG vs. MBLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intchains Group Limited American Depositary Shares (ICG) 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.

	ICG	MBLY	Difference
Sharpe ratio Return per unit of total volatility	-0.56	-0.70	+0.14
Sortino ratio Return per unit of downside risk	-0.51	-0.89	+0.38
Omega ratio Gain probability vs. loss probability	0.94	0.90	+0.04
Calmar ratio Return relative to maximum drawdown	-0.81	-0.54	-0.26
Martin ratio Return relative to average drawdown	-1.26	-0.88	-0.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ICG vs. MBLY - Sharpe Ratio Comparison

The current ICG Sharpe Ratio is -0.56, which is comparable to the MBLY Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of ICG 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

	ICG	MBLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.56	-0.70	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	-0.44	-0.40	-0.03

Drawdowns

ICG vs. MBLY - Drawdown Comparison

The maximum ICG drawdown since its inception was -93.94%, which is greater than MBLY's maximum drawdown of -86.05%. Use the drawdown chart below to compare losses from any high point for ICG and MBLY.

Drawdown Indicators

	ICG	MBLY	Difference
Max Drawdown Largest peak-to-trough decline	-93.94%	-86.05%	-7.89%
Max Drawdown (1Y) Largest decline over 1 year	-73.31%	-65.62%	-7.69%
Max Drawdown (3Y) Largest decline over 3 years	-93.94%	-85.21%	-8.73%
Current Drawdown Current decline from peak	-93.73%	-77.16%	-16.57%
Average Drawdown Average peak-to-trough decline	-55.20%	-47.11%	-8.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	46.83%	40.58%	+6.25%

Volatility

ICG vs. MBLY - Volatility Comparison

Intchains Group Limited American Depositary Shares (ICG) has a higher volatility of 32.79% compared to Mobileye Global Inc. Class A Common Stock (MBLY) at 17.67%. This indicates that ICG'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.

Volatility by Period

	ICG	MBLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	32.79%	17.67%	+15.12%
Volatility (6M) Calculated over the trailing 6-month period	63.94%	37.75%	+26.19%
Volatility (1Y) Calculated over the trailing 1-year period	106.05%	51.29%	+54.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	115.52%	60.26%	+55.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	115.52%	60.26%	+55.26%

Dividends

ICG vs. MBLY - Dividend Comparison

Neither ICG nor MBLY has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both ICG and MBLY in my portfolio?

ICG and MBLY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ICG or MBLY?

ICG has higher volatility (32.79%) compared to MBLY (17.67%). In terms of maximum drawdown, ICG dropped -93.94% vs MBLY's -86.05%.

Which has better risk-adjusted returns?

ICG currently has the higher Sharpe Ratio (-0.56 vs -0.70), 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.