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IDCC vs. CVLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IDCC and CVLT is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

IDCC vs. CVLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InterDigital, Inc. (IDCC) and Commvault Systems, Inc. (CVLT). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
62.46%
24.48%
IDCC
CVLT

Key characteristics

Sharpe Ratio

IDCC:

2.70

CVLT:

2.09

Sortino Ratio

IDCC:

3.89

CVLT:

3.33

Omega Ratio

IDCC:

1.59

CVLT:

1.46

Calmar Ratio

IDCC:

4.79

CVLT:

5.03

Martin Ratio

IDCC:

15.79

CVLT:

16.70

Ulcer Index

IDCC:

5.55%

CVLT:

5.82%

Daily Std Dev

IDCC:

31.95%

CVLT:

46.63%

Max Drawdown

IDCC:

-94.15%

CVLT:

-68.89%

Current Drawdown

IDCC:

-0.13%

CVLT:

-1.61%

Fundamentals

Market Cap

IDCC:

$5.58B

CVLT:

$8.18B

EPS

IDCC:

$12.08

CVLT:

$3.79

PE Ratio

IDCC:

17.99

CVLT:

49.08

PEG Ratio

IDCC:

1.48

CVLT:

2.26

Total Revenue (TTM)

IDCC:

$868.52M

CVLT:

$943.87M

Gross Profit (TTM)

IDCC:

$719.30M

CVLT:

$767.75M

EBITDA (TTM)

IDCC:

$544.75M

CVLT:

$83.76M

Returns By Period

In the year-to-date period, IDCC achieves a 12.29% return, which is significantly lower than CVLT's 22.51% return. Over the past 10 years, IDCC has outperformed CVLT with an annualized return of 17.57%, while CVLT has yielded a comparatively lower 15.29% annualized return.


IDCC

YTD

12.29%

1M

26.36%

6M

62.46%

1Y

101.98%

5Y*

30.65%

10Y*

17.57%

CVLT

YTD

22.51%

1M

12.72%

6M

24.48%

1Y

100.11%

5Y*

30.54%

10Y*

15.29%

*Annualized

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Risk-Adjusted Performance

IDCC vs. CVLT — Risk-Adjusted Performance Rank

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

IDCC
The Risk-Adjusted Performance Rank of IDCC is 9696
Overall Rank
The Sharpe Ratio Rank of IDCC is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of IDCC is 9696
Sortino Ratio Rank
The Omega Ratio Rank of IDCC is 9696
Omega Ratio Rank
The Calmar Ratio Rank of IDCC is 9898
Calmar Ratio Rank
The Martin Ratio Rank of IDCC is 9696
Martin Ratio Rank

CVLT
The Risk-Adjusted Performance Rank of CVLT is 9595
Overall Rank
The Sharpe Ratio Rank of CVLT is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of CVLT is 9393
Sortino Ratio Rank
The Omega Ratio Rank of CVLT is 9393
Omega Ratio Rank
The Calmar Ratio Rank of CVLT is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CVLT is 9696
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.

IDCC vs. CVLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InterDigital, Inc. (IDCC) and Commvault Systems, Inc. (CVLT). 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 IDCC, currently valued at 2.70, compared to the broader market-2.000.002.002.702.09
The chart of Sortino ratio for IDCC, currently valued at 3.89, compared to the broader market-4.00-2.000.002.004.006.003.893.33
The chart of Omega ratio for IDCC, currently valued at 1.59, compared to the broader market0.501.001.502.001.591.46
The chart of Calmar ratio for IDCC, currently valued at 4.79, compared to the broader market0.002.004.006.004.795.03
The chart of Martin ratio for IDCC, currently valued at 15.79, compared to the broader market-10.000.0010.0020.0030.0015.7916.70
IDCC
CVLT

The current IDCC Sharpe Ratio is 2.70, which is comparable to the CVLT Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of IDCC and CVLT, 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 Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.70
2.09
IDCC
CVLT

Dividends

IDCC vs. CVLT - Dividend Comparison

IDCC's dividend yield for the trailing twelve months is around 0.78%, while CVLT has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IDCC
InterDigital, Inc.
0.78%0.85%1.34%2.83%1.95%2.31%2.57%2.11%1.64%0.99%1.63%1.13%
CVLT
Commvault Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IDCC vs. CVLT - Drawdown Comparison

The maximum IDCC drawdown since its inception was -94.15%, which is greater than CVLT's maximum drawdown of -68.89%. Use the drawdown chart below to compare losses from any high point for IDCC and CVLT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.13%
-1.61%
IDCC
CVLT

Volatility

IDCC vs. CVLT - Volatility Comparison

InterDigital, Inc. (IDCC) has a higher volatility of 15.80% compared to Commvault Systems, Inc. (CVLT) at 13.56%. This indicates that IDCC's price experiences larger fluctuations and is considered to be riskier than CVLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
15.80%
13.56%
IDCC
CVLT

Financials

IDCC vs. CVLT - Financials Comparison

This section allows you to compare key financial metrics between InterDigital, Inc. and Commvault Systems, Inc.. 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
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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.

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