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INTC vs. IGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INTC vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intel Corporation (INTC) and iShares Expanded Tech-Software Sector ETF (IGV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INTC achieves a 198.83% return, which is significantly higher than IGV's -9.50% return. Over the past 10 years, INTC has underperformed IGV with an annualized return of 15.65%, while IGV has yielded a comparatively higher 16.44% 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%

IGV

1D
-0.21%
1M
4.94%
YTD
-9.50%
6M
-12.57%
1Y
-9.75%
3Y*
13.14%
5Y*
5.60%
10Y*
16.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INTC vs. IGV - 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%
IGV
iShares Expanded Tech-Software Sector ETF
-9.50%5.56%23.41%58.56%-35.65%12.30%52.86%34.33%12.44%42.16%

Correlation

The correlation between INTC and IGV 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

0.33

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

0.43

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

0.47

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2001

0.57

Over the past year, the correlation between INTC and IGV has dropped to 0.12 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

INTC vs. IGV — 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

IGV
IGV Risk / Return Rank: 77
Overall Rank
IGV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 66
Sortino Ratio Rank
IGV Omega Ratio Rank: 66
Omega Ratio Rank
IGV Calmar Ratio Rank: 77
Calmar Ratio Rank
IGV Martin Ratio Rank: 77
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. IGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intel Corporation (INTC) and iShares Expanded Tech-Software Sector ETF (IGV). 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.


INTCIGVDifference
Sharpe ratioReturn per unit of total volatility

+6.51

Sortino ratioReturn per unit of downside risk

+5.33

Omega ratioGain probability vs. loss probability

1.64

0.96

+0.68

Calmar ratioReturn relative to maximum drawdown

18.76

-0.27

+19.03

Martin ratioReturn relative to average drawdown

44.28

-0.56

+44.85

INTC vs. IGV - Sharpe Ratio Comparison

The current INTC Sharpe Ratio is 6.16, which is higher than the IGV Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of INTC and IGV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


INTCIGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.16

-0.35

+6.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.20

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.63

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.36

0.00

Drawdowns

INTC vs. IGV - Drawdown Comparison

The maximum INTC drawdown since its inception was -82.25%, which is greater than IGV's maximum drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for INTC and IGV.


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Drawdown Indicators


INTCIGVDifference

Max Drawdown

Largest peak-to-trough decline

-82.25%

-63.45%

-18.80%

Max Drawdown (1Y)

Largest decline over 1 year

-24.17%

-36.61%

+12.44%

Max Drawdown (3Y)

Largest decline over 3 years

-63.80%

-36.61%

-27.19%

Max Drawdown (5Y)

Largest decline over 5 years

-65.95%

-45.85%

-20.10%

Max Drawdown (10Y)

Largest decline over 10 years

-70.80%

-45.85%

-24.95%

Current Drawdown

Current decline from peak

-14.81%

-18.80%

+3.99%

Average Drawdown

Average peak-to-trough decline

-36.67%

-14.45%

-22.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.22%

17.33%

-7.11%

Volatility

INTC vs. IGV - Volatility Comparison

Intel Corporation (INTC) has a higher volatility of 26.82% compared to iShares Expanded Tech-Software Sector ETF (IGV) at 12.20%. This indicates that INTC's price experiences larger fluctuations and is considered to be riskier than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INTCIGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.82%

12.20%

+14.62%

Volatility (6M)

Calculated over the trailing 6-month period

57.68%

24.65%

+33.03%

Volatility (1Y)

Calculated over the trailing 1-year period

73.75%

27.93%

+45.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.06%

27.90%

+24.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.07%

26.38%

+17.69%

Dividends

INTC vs. IGV - Dividend Comparison

Neither INTC nor IGV has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IGV
iShares Expanded Tech-Software Sector ETF
0.00%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%
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%

Frequently Asked Questions


INTC and IGV 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.

INTC has higher volatility (26.82%) compared to IGV (12.20%). In terms of maximum drawdown, INTC dropped -82.25% vs IGV's -63.45%.

INTC currently has the higher Sharpe Ratio (6.16 vs -0.35), 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

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