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INTC vs. IMMR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

INTC vs. IMMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intel Corporation (INTC) and Immersion Corporation (IMMR). 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 IMMR's 0.39% return. Over the past 10 years, INTC has outperformed IMMR with an annualized return of 15.65%, while IMMR has yielded a comparatively lower 1.41% 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%

IMMR

1D
4.71%
1M
-0.15%
YTD
0.39%
6M
-3.03%
1Y
-10.21%
3Y*
-2.01%
5Y*
-3.62%
10Y*
1.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INTC vs. IMMR - 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%
IMMR
Immersion Corporation
0.39%-18.30%26.47%3.43%23.12%-49.42%51.95%-17.08%26.91%-33.58%

Correlation

The correlation between INTC and IMMR is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.25

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

0.31

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

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 15, 1999

0.26

The correlation between INTC and IMMR shifts across timeframes, from 0.20 (1 year) to 0.31 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

INTC:

$53.76B

IMMR:

$1.47B

Gross Profit (TTM)

INTC:

$19.05B

IMMR:

$409.86M

EBITDA (TTM)

INTC:

$8.83B

IMMR:

$188.76M

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Return for Risk

INTC vs. IMMR — 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

IMMR
IMMR Risk / Return Rank: 3030
Overall Rank
IMMR Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IMMR Sortino Ratio Rank: 2929
Sortino Ratio Rank
IMMR Omega Ratio Rank: 2929
Omega Ratio Rank
IMMR Calmar Ratio Rank: 3131
Calmar Ratio Rank
IMMR Martin Ratio Rank: 3131
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. IMMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intel Corporation (INTC) and Immersion Corporation (IMMR). 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.


INTCIMMRDifference
Sharpe ratioReturn per unit of total volatility

+6.42

Sortino ratioReturn per unit of downside risk

+5.13

Omega ratioGain probability vs. loss probability

1.64

0.99

+0.65

Calmar ratioReturn relative to maximum drawdown

18.76

-0.33

+19.09

Martin ratioReturn relative to average drawdown

44.28

-0.61

+44.89

INTC vs. IMMR - Sharpe Ratio Comparison

The current INTC Sharpe Ratio is 6.16, which is higher than the IMMR Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of INTC and IMMR, 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


INTCIMMRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.16

-0.26

+6.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

-0.08

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.03

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

-0.04

+0.40

Drawdowns

INTC vs. IMMR - Drawdown Comparison

The maximum INTC drawdown since its inception was -82.25%, smaller than the maximum IMMR drawdown of -98.66%. Use the drawdown chart below to compare losses from any high point for INTC and IMMR.


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Drawdown Indicators


INTCIMMRDifference

Max Drawdown

Largest peak-to-trough decline

-82.25%

-98.66%

+16.41%

Max Drawdown (1Y)

Largest decline over 1 year

-24.17%

-30.86%

+6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-63.80%

-56.90%

-6.90%

Max Drawdown (5Y)

Largest decline over 5 years

-65.95%

-56.90%

-9.05%

Max Drawdown (10Y)

Largest decline over 10 years

-70.80%

-74.29%

+3.49%

Current Drawdown

Current decline from peak

-14.81%

-89.65%

+74.84%

Average Drawdown

Average peak-to-trough decline

-36.67%

-88.21%

+51.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.22%

16.77%

-6.55%

Volatility

INTC vs. IMMR - Volatility Comparison

Intel Corporation (INTC) has a higher volatility of 26.82% compared to Immersion Corporation (IMMR) at 12.61%. This indicates that INTC's price experiences larger fluctuations and is considered to be riskier than IMMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INTCIMMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.82%

12.61%

+14.21%

Volatility (6M)

Calculated over the trailing 6-month period

57.68%

27.21%

+30.47%

Volatility (1Y)

Calculated over the trailing 1-year period

73.75%

39.79%

+33.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.06%

45.83%

+6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.07%

51.32%

-7.25%

Dividends

INTC vs. IMMR - Dividend Comparison

INTC has not paid dividends to shareholders, while IMMR's dividend yield for the trailing twelve months is around 3.60%.


PositionTTM20252024202320222021202020192018201720162015
IMMR
Immersion Corporation
3.60%5.59%2.06%3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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. IMMR - Financials Comparison

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


0.005.00B10.00B15.00B20.00B20222023202420252026
13.58B
281.38M
(INTC) Total Revenue
(IMMR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


INTC and IMMR have a correlation of 0.20, 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 IMMR (12.61%). In terms of maximum drawdown, INTC dropped -82.25% vs IMMR's -98.66%.

INTC currently has the higher Sharpe Ratio (6.16 vs -0.26), 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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