INTC vs. MRNA

Last updated Jun 13, 2026

INTC (Intel Corporation) and MRNA (Moderna, Inc.) are both stocks. INTC operates in Semiconductors (Technology), while MRNA operates in Biotechnology (Healthcare). Over the past 5 years, INTC returned 18.67%/yr vs -25.59%/yr for MRNA. At a 0.24 correlation, their price movements are largely independent.

Performance

INTC vs. MRNA - Performance Comparison

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

Returns By Period

In the year-to-date period, INTC achieves a 237.59% return, which is significantly higher than MRNA's 69.24% return.

INTC

• 1D: 6.51%
• 1M: 14.53%
• YTD: 237.59%
• 6M: 229.46%
• 1Y: 518.52%
• 3Y*: 55.34%
• 5Y*: 18.67%
• 10Y*: 17.03%

MRNA

• 1D: 0.54%
• 1M: 1.77%
• YTD: 69.24%
• 6M: 69.42%
• 1Y: 87.14%
• 3Y*: -26.94%
• 5Y*: -25.59%
• 10Y*: —

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

INTC vs. MRNA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
INTC Intel Corporation	237.59%	84.04%	-59.57%	94.56%	-46.64%	6.05%	-14.69%	30.71%	-2.98%
MRNA Moderna, Inc.	69.24%	-29.08%	-58.19%	-44.63%	-29.28%	143.11%	434.10%	28.09%	-30.59%

Correlation

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

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Dec 7, 2018	0.24

Fundamentals

Market Cap INTC : $633.19B MRNA : $19.71B
EPS INTC : -$0.67 MRNA : -$8.16
PS Ratio INTC : 10.91 MRNA : 8.78
PB Ratio INTC : 5.68 MRNA : 2.66
Total Revenue (TTM) INTC : $53.76B MRNA : $2.23B
Gross Profit (TTM) INTC : $19.05B MRNA : -$309.00M
EBITDA (TTM) INTC : $8.83B MRNA : -$3.02B

Return for Risk

INTC vs. MRNA — Risk / Return Rank

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

INTC

INTC Risk / Return Rank: 99
INTC Sharpe Ratio Rank: 100
INTC Sortino Ratio Rank: 98
INTC Omega Ratio Rank: 97
INTC Calmar Ratio Rank: 99
INTC Martin Ratio Rank: 99

MRNA

MRNA Risk / Return Rank: 78
MRNA Sharpe Ratio Rank: 80
MRNA Sortino Ratio Rank: 79
MRNA Omega Ratio Rank: 75
MRNA Calmar Ratio Rank: 79
MRNA Martin Ratio Rank: 76

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. MRNA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intel Corporation (INTC) and Moderna, Inc. (MRNA). 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.

	INTC	MRNA	Difference
Sharpe ratio: Return per unit of total volatility	6.84	1.28	+5.56
Sortino ratio: Return per unit of downside risk	5.30	2.13	+3.18
Omega ratio: Gain probability vs. loss probability	1.67	1.24	+0.43
Calmar ratio: Return relative to maximum drawdown	20.85	2.34	+18.52
Martin ratio: Return relative to average drawdown	48.84	4.59	+44.25

INTC vs. MRNA - Sharpe Ratio Comparison

The current INTC Sharpe Ratio is 6.84, which is higher than the MRNA Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of INTC and MRNA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

INTC vs. MRNA - Drawdown Comparison

The maximum INTC drawdown since its inception was -82.25%, smaller than the maximum MRNA drawdown of -95.38%. Use the drawdown chart below to compare losses from any high point for INTC and MRNA.

Drawdown Indicators

	INTC	MRNA	Difference
Max Drawdown Largest peak-to-trough decline	-82.25%	-95.38%	+13.13%
Max Drawdown (1Y) Largest decline over 1 year	-24.17%	-35.51%	+11.34%
Max Drawdown (3Y) Largest decline over 3 years	-63.80%	-86.58%	+22.78%
Max Drawdown (5Y) Largest decline over 5 years	-65.53%	-95.38%	+29.85%
Max Drawdown (10Y) Largest decline over 10 years	-70.80%	—	—
Current Drawdown Current decline from peak	-3.76%	-89.70%	+85.94%
Average Drawdown Average peak-to-trough decline	-36.66%	-57.06%	+20.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.30%	18.06%	-7.76%

Volatility

INTC vs. MRNA - Volatility Comparison

Intel Corporation (INTC) has a higher volatility of 24.56% compared to Moderna, Inc. (MRNA) at 17.56%. This indicates that INTC's price experiences larger fluctuations and is considered to be riskier than MRNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INTC	MRNA	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.56%	17.56%	+7.00%
Volatility (6M) Calculated over the trailing 6-month period	58.47%	48.82%	+9.65%
Volatility (1Y) Calculated over the trailing 1-year period	73.69%	64.75%	+8.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.29%	66.49%	-14.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.20%	72.15%	-27.95%

Dividends

INTC vs. MRNA - Dividend Comparison

Neither INTC nor MRNA has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
MRNA Moderna, 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%

Financials

Frequently Asked Questions

Can I hold both INTC and MRNA in my portfolio?

INTC and MRNA 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.

Which is riskier, INTC or MRNA?

INTC has higher volatility (24.56%) compared to MRNA (17.56%). In terms of maximum drawdown, INTC dropped -82.25% vs MRNA's -95.38%.

Which has better risk-adjusted returns?

INTC currently has the higher Sharpe Ratio (6.84 vs 1.28), 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.