PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ICG vs. MBLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ICG and MBLY is 0.07, 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.


-0.50.00.51.00.1

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.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
-30.20%
17.21%
ICG
MBLY

Key characteristics

Sharpe Ratio

ICG:

-0.39

MBLY:

-0.43

Sortino Ratio

ICG:

0.28

MBLY:

-0.23

Omega Ratio

ICG:

1.05

MBLY:

0.97

Calmar Ratio

ICG:

-0.79

MBLY:

-0.40

Martin Ratio

ICG:

-1.47

MBLY:

-0.75

Ulcer Index

ICG:

40.88%

MBLY:

40.81%

Daily Std Dev

ICG:

154.99%

MBLY:

70.67%

Max Drawdown

ICG:

-75.90%

MBLY:

-77.52%

Current Drawdown

ICG:

-70.79%

MBLY:

-62.21%

Fundamentals

Market Cap

ICG:

$254.03M

MBLY:

$14.72B

EPS

ICG:

-$0.11

MBLY:

-$3.82

Total Revenue (TTM)

ICG:

$207.59M

MBLY:

$1.65B

Gross Profit (TTM)

ICG:

$131.89M

MBLY:

$741.00M

EBITDA (TTM)

ICG:

$40.71M

MBLY:

-$2.82B

Returns By Period

In the year-to-date period, ICG achieves a 21.21% return, which is significantly higher than MBLY's -10.79% return.


ICG

YTD

21.21%

1M

-3.61%

6M

-30.19%

1Y

-58.33%

5Y*

N/A

10Y*

N/A

MBLY

YTD

-10.79%

1M

6.60%

6M

17.22%

1Y

-27.47%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ICG vs. MBLY — Risk-Adjusted Performance Rank

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

ICG
The Risk-Adjusted Performance Rank of ICG is 2424
Overall Rank
The Sharpe Ratio Rank of ICG is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ICG is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ICG is 4242
Omega Ratio Rank
The Calmar Ratio Rank of ICG is 55
Calmar Ratio Rank
The Martin Ratio Rank of ICG is 66
Martin Ratio Rank

MBLY
The Risk-Adjusted Performance Rank of MBLY is 2626
Overall Rank
The Sharpe Ratio Rank of MBLY is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of MBLY is 2626
Sortino Ratio Rank
The Omega Ratio Rank of MBLY is 2727
Omega Ratio Rank
The Calmar Ratio Rank of MBLY is 2323
Calmar Ratio Rank
The Martin Ratio Rank of MBLY is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ICG vs. MBLY - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ICG, currently valued at -0.39, compared to the broader market-2.000.002.00-0.39-0.43
The chart of Sortino ratio for ICG, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.006.000.28-0.23
The chart of Omega ratio for ICG, currently valued at 1.05, compared to the broader market0.501.001.502.001.050.97
The chart of Calmar ratio for ICG, currently valued at -0.79, compared to the broader market0.002.004.006.00-0.79-0.40
The chart of Martin ratio for ICG, currently valued at -1.47, compared to the broader market-10.000.0010.0020.0030.00-1.47-0.75
ICG
MBLY

The current ICG Sharpe Ratio is -0.39, which is comparable to the MBLY Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of ICG and MBLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.39
-0.43
ICG
MBLY

Dividends

ICG vs. MBLY - Dividend Comparison

Neither ICG nor MBLY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ICG vs. MBLY - Drawdown Comparison

The maximum ICG drawdown since its inception was -75.90%, roughly equal to the maximum MBLY drawdown of -77.52%. Use the drawdown chart below to compare losses from any high point for ICG and MBLY. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%SeptemberOctoberNovemberDecember2025February
-70.79%
-61.65%
ICG
MBLY

Volatility

ICG vs. MBLY - Volatility Comparison

The current volatility for Intchains Group Limited American Depositary Shares (ICG) is 12.39%, while Mobileye Global Inc. Class A Common Stock (MBLY) has a volatility of 17.49%. This indicates that ICG 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.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%SeptemberOctoberNovemberDecember2025February
12.39%
17.49%
ICG
MBLY

Financials

ICG vs. MBLY - Financials Comparison

This section allows you to compare key financial metrics between Intchains Group Limited American Depositary Shares and Mobileye Global Inc. Class A Common Stock. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab