INTA vs. ML

Last updated Jun 13, 2026

INTA (Intapp, Inc.) and ML (MoneyLion Inc.) are both stocks. Both operate in the Software - Application industry within the Technology sector. At a 0.24 correlation, their price movements are largely independent.

Performance

INTA vs. ML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intapp, Inc. (INTA) and MoneyLion Inc. (ML). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

INTA

• 1D: 3.02%
• 1M: 11.21%
• YTD: -47.84%
• 6M: -44.39%
• 1Y: -57.18%
• 3Y*: -20.80%
• 5Y*: —
• 10Y*: —

ML

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

INTA vs. ML - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
INTA Intapp, Inc.	-47.84%	-28.51%	68.57%	52.45%	-0.87%	-0.36%
ML MoneyLion Inc.	0.00%	-0.13%	37.20%	237.04%	-84.62%	-59.50%

Correlation

The correlation between INTA and ML is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021	0.24

Fundamentals

Total Revenue (TTM) INTA : $554.34M ML : $545.91M
Gross Profit (TTM) INTA : $415.89M ML : $409.26M
EBITDA (TTM) INTA : -$30.20M ML : $56.96M

Return for Risk

INTA vs. ML — Risk / Return Rank

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

INTA

INTA Risk / Return Rank: 6
INTA Sharpe Ratio Rank: 5
INTA Sortino Ratio Rank: 4
INTA Omega Ratio Rank: 6
INTA Calmar Ratio Rank: 8
INTA Martin Ratio Rank: 7

ML

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

INTA vs. ML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intapp, Inc. (INTA) and MoneyLion Inc. (ML). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	INTA	ML	Difference
Sharpe ratio: Return per unit of total volatility	-1.02	—	—
Sortino ratio: Return per unit of downside risk	-1.74	—	—
Omega ratio: Gain probability vs. loss probability	0.80	—	—
Calmar ratio: Return relative to maximum drawdown	-0.88	—	—
Martin ratio: Return relative to average drawdown	-1.48	—	—

Drawdowns

Drawdown Indicators

	INTA	ML	Difference
Max Drawdown Largest peak-to-trough decline	-74.17%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-64.89%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-74.17%	—	—
Current Drawdown Current decline from peak	-67.75%	—	—
Average Drawdown Average peak-to-trough decline	-31.21%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	39.95%	—	—

Volatility

Volatility by Period

	INTA	ML	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.29%	—	—
Volatility (6M) Calculated over the trailing 6-month period	47.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	55.97%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.69%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.69%	—	—

Dividends

INTA vs. ML - Dividend Comparison

Neither INTA nor ML has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both INTA and ML in my portfolio?

INTA and ML have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.