PortfoliosLab logoPortfoliosLab logo
INTC vs. COP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

INTC vs. COP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intel Corporation (INTC) and ConocoPhillips Company (COP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, INTC achieves a 198.83% return, which is significantly higher than COP's 28.95% return. Over the past 10 years, INTC has outperformed COP with an annualized return of 15.65%, while COP has yielded a comparatively lower 13.80% annualized return.


INTC

1D
11.19%
1M
-11.73%
YTD
198.83%
6M
173.62%
1Y
449.70%
3Y*
53.12%
5Y*
16.15%
10Y*
15.65%

COP

1D
1.49%
1M
5.18%
YTD
28.95%
6M
29.96%
1Y
40.83%
3Y*
8.10%
5Y*
18.98%
10Y*
13.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INTC vs. COP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INTC
Intel Corporation
198.83%84.04%-59.57%94.56%-46.64%6.05%-14.69%30.71%4.23%30.87%
COP
ConocoPhillips Company
28.95%-2.34%-12.02%1.98%71.69%86.60%-36.04%6.63%15.63%11.95%

Correlation

The correlation between INTC and COP is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1982

0.21

The correlation between INTC and COP shifts across timeframes, from 0.03 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

INTC:

$560.50B

COP:

$145.64B

EPS

INTC:

-$0.67

COP:

$5.90

PS Ratio

INTC:

9.66

COP:

2.53

PB Ratio

INTC:

5.03

COP:

2.26

Total Revenue (TTM)

INTC:

$53.76B

COP:

$58.31B

Gross Profit (TTM)

INTC:

$19.05B

COP:

$17.02B

EBITDA (TTM)

INTC:

$8.83B

COP:

$22.44B

Compare stocks, funds, or ETFs

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


Return for Risk

INTC vs. COP — Risk / Return Rank

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

INTC
INTC Risk / Return Rank: 9898
Overall Rank
INTC Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
INTC Sortino Ratio Rank: 9898
Sortino Ratio Rank
INTC Omega Ratio Rank: 9797
Omega Ratio Rank
INTC Calmar Ratio Rank: 9999
Calmar Ratio Rank
INTC Martin Ratio Rank: 9999
Martin Ratio Rank

COP
COP Risk / Return Rank: 7878
Overall Rank
COP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
COP Sortino Ratio Rank: 7575
Sortino Ratio Rank
COP Omega Ratio Rank: 7272
Omega Ratio Rank
COP Calmar Ratio Rank: 8282
Calmar Ratio Rank
COP Martin Ratio Rank: 8080
Martin Ratio Rank
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.

INTC vs. COP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intel Corporation (INTC) and ConocoPhillips Company (COP). 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.


INTCCOPDifference
Sharpe ratioReturn per unit of total volatility

+4.75

Sortino ratioReturn per unit of downside risk

+3.06

Omega ratioGain probability vs. loss probability

1.64

1.23

+0.41

Calmar ratioReturn relative to maximum drawdown

18.76

2.75

+16.01

Martin ratioReturn relative to average drawdown

44.28

6.17

+38.11

INTC vs. COP - Sharpe Ratio Comparison

The current INTC Sharpe Ratio is 6.16, which is higher than the COP Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of INTC and COP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


INTCCOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.16

1.41

+4.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.58

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.37

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.23

+0.13

Drawdowns

INTC vs. COP - Drawdown Comparison

The maximum INTC drawdown since its inception was -82.25%, roughly equal to the maximum COP drawdown of -84.55%. Use the drawdown chart below to compare losses from any high point for INTC and COP.


Loading charts...

Drawdown Indicators


INTCCOPDifference

Max Drawdown

Largest peak-to-trough decline

-82.25%

-84.55%

+2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-24.17%

-14.90%

-9.27%

Max Drawdown (3Y)

Largest decline over 3 years

-63.80%

-36.19%

-27.61%

Max Drawdown (5Y)

Largest decline over 5 years

-65.95%

-36.19%

-29.76%

Max Drawdown (10Y)

Largest decline over 10 years

-70.80%

-70.66%

-0.14%

Current Drawdown

Current decline from peak

-14.81%

-10.48%

-4.33%

Average Drawdown

Average peak-to-trough decline

-36.67%

-25.48%

-11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.22%

6.63%

+3.59%

Volatility

INTC vs. COP - Volatility Comparison

Intel Corporation (INTC) has a higher volatility of 26.82% compared to ConocoPhillips Company (COP) at 7.55%. This indicates that INTC's price experiences larger fluctuations and is considered to be riskier than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


INTCCOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.82%

7.55%

+19.27%

Volatility (6M)

Calculated over the trailing 6-month period

57.68%

22.71%

+34.97%

Volatility (1Y)

Calculated over the trailing 1-year period

73.75%

29.22%

+44.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.06%

32.73%

+19.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.07%

37.65%

+6.42%

Dividends

INTC vs. COP - Dividend Comparison

INTC has not paid dividends to shareholders, while COP's dividend yield for the trailing twelve months is around 2.78%.


PositionTTM20252024202320222021202020192018201720162015
COP
ConocoPhillips Company
2.78%3.40%3.35%3.37%4.23%2.70%4.23%2.05%1.86%1.93%1.99%6.30%
INTC
Intel Corporation
0.00%0.00%1.87%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%

Financials

INTC vs. COP - Financials Comparison

This section allows you to compare key financial metrics between Intel Corporation and ConocoPhillips Company. 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


10.00B12.00B14.00B16.00B18.00B20.00B22.00B20222023202420252026
13.58B
16.05B
(INTC) Total Revenue
(COP) Total Revenue
Values in USD except per share items

INTC vs. COP - Profitability Comparison

The chart below illustrates the profitability comparison between Intel Corporation and ConocoPhillips Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20222023202420252026
39.4%
46.7%
Portfolio components
INTC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Intel Corporation reported a gross profit of 5.35B and revenue of 13.58B. Therefore, the gross margin over that period was 39.4%.

COP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ConocoPhillips Company reported a gross profit of 7.50B and revenue of 16.05B. Therefore, the gross margin over that period was 46.7%.

INTC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Intel Corporation reported an operating income of -3.14B and revenue of 13.58B, resulting in an operating margin of -23.1%.

COP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ConocoPhillips Company reported an operating income of 3.36B and revenue of 16.05B, resulting in an operating margin of 21.0%.

INTC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Intel Corporation reported a net income of -3.73B and revenue of 13.58B, resulting in a net margin of -27.5%.

COP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ConocoPhillips Company reported a net income of 2.18B and revenue of 16.05B, resulting in a net margin of 13.6%.


Frequently Asked Questions


INTC and COP have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INTC has higher volatility (26.82%) compared to COP (7.55%). In terms of maximum drawdown, INTC dropped -82.25% vs COP's -84.55%.

INTC currently has the higher Sharpe Ratio (6.16 vs 1.41), 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.

Portfolio Optimizer

Find the right allocation for INTC and COP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer