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

Performance

INTC vs. SHOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intel Corporation (INTC) and Shopify Inc. (SHOP). 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 237.59% return, which is significantly higher than SHOP's -32.76% return. Over the past 10 years, INTC has underperformed SHOP with an annualized return of 17.03%, while SHOP has yielded a comparatively higher 43.59% annualized return.


INTC

1D
6.51%
1M
3.56%
YTD
237.59%
6M
229.46%
1Y
499.76%
3Y*
55.34%
5Y*
18.67%
10Y*
17.03%

SHOP

1D
-2.02%
1M
13.46%
YTD
-32.76%
6M
-34.08%
1Y
-0.89%
3Y*
19.24%
5Y*
-2.79%
10Y*
43.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INTC vs. SHOP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INTC
Intel Corporation
237.59%84.04%-59.57%94.56%-46.64%6.05%-14.69%30.71%4.23%30.87%
SHOP
Shopify Inc.
-32.76%51.39%36.50%124.43%-74.80%21.68%184.71%187.17%37.08%135.60%

Correlation

The correlation between INTC and SHOP is 0.07, 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

0.07

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

0.25

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

0.34

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

0.34

Correlation (All Time)
Calculated using the full available price history since May 21, 2015

0.33

Over the past year, the correlation between INTC and SHOP has dropped to 0.07 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

INTC:

$633.19B

SHOP:

$141.08B

EPS

INTC:

-$0.67

SHOP:

$1.02

PS Ratio

INTC:

10.91

SHOP:

15.39

PB Ratio

INTC:

5.68

SHOP:

11.29

Total Revenue (TTM)

INTC:

$53.76B

SHOP:

$9.20B

Gross Profit (TTM)

INTC:

$19.05B

SHOP:

$5.93B

EBITDA (TTM)

INTC:

$8.83B

SHOP:

$1.60B

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Return for Risk

INTC vs. SHOP — Risk / Return Rank

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

INTC
INTC Risk / Return Rank: 9999
Overall Rank
INTC Sharpe Ratio Rank: 100100
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

SHOP
SHOP Risk / Return Rank: 4242
Overall Rank
SHOP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SHOP Sortino Ratio Rank: 4141
Sortino Ratio Rank
SHOP Omega Ratio Rank: 4141
Omega Ratio Rank
SHOP Calmar Ratio Rank: 4242
Calmar Ratio Rank
SHOP Martin Ratio Rank: 4242
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. SHOP - Risk-Adjusted Trends Comparison

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


INTCSHOPDifference
Sharpe ratioReturn per unit of total volatility

+6.86

Sortino ratioReturn per unit of downside risk

+4.92

Omega ratioGain probability vs. loss probability

1.67

1.05

+0.63

Calmar ratioReturn relative to maximum drawdown

20.85

-0.02

+20.87

Martin ratioReturn relative to average drawdown

48.84

-0.04

+48.88

INTC vs. SHOP - Sharpe Ratio Comparison

The current INTC Sharpe Ratio is 6.84, which is higher than the SHOP Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of INTC and SHOP, 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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Drawdowns

INTC vs. SHOP - Drawdown Comparison

The maximum INTC drawdown since its inception was -82.25%, roughly equal to the maximum SHOP drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for INTC and SHOP.


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Drawdown Indicators


INTCSHOPDifference

Max Drawdown

Largest peak-to-trough decline

-82.25%

-84.82%

+2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-24.17%

-46.71%

+22.54%

Max Drawdown (3Y)

Largest decline over 3 years

-63.80%

-46.71%

-17.09%

Max Drawdown (5Y)

Largest decline over 5 years

-65.95%

-84.82%

+18.87%

Max Drawdown (10Y)

Largest decline over 10 years

-70.80%

-84.82%

+14.02%

Current Drawdown

Current decline from peak

-3.76%

-39.53%

+35.77%

Average Drawdown

Average peak-to-trough decline

-36.66%

-28.23%

-8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.30%

22.27%

-11.97%

Volatility

INTC vs. SHOP - Volatility Comparison

Intel Corporation (INTC) has a higher volatility of 24.56% compared to Shopify Inc. (SHOP) at 15.38%. This indicates that INTC's price experiences larger fluctuations and is considered to be riskier than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INTCSHOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.56%

15.38%

+9.18%

Volatility (6M)

Calculated over the trailing 6-month period

58.47%

43.41%

+15.06%

Volatility (1Y)

Calculated over the trailing 1-year period

73.69%

57.03%

+16.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.29%

65.55%

-13.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.20%

59.07%

-14.87%

Dividends

INTC vs. SHOP - Dividend Comparison

Neither INTC nor SHOP has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SHOP
Shopify 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

INTC vs. SHOP - Financials Comparison

This section allows you to compare key financial metrics between Intel Corporation and Shopify Inc.. 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
0
(INTC) Total Revenue
(SHOP) Total Revenue
Values in USD except per share items

Frequently Asked Questions


INTC and SHOP have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INTC has higher volatility (24.56%) compared to SHOP (15.38%). In terms of maximum drawdown, INTC dropped -82.25% vs SHOP's -84.82%.

INTC currently has the higher Sharpe Ratio (6.84 vs -0.02), 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 SHOP

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

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