INTC vs. SPRX
INTC (Intel Corporation) is a stock, while SPRX (Spear Alpha ETF) is Technology Equities fund actively managed by Spear. Over the past 3 years, INTC returned 55.34%/yr vs 43.37%/yr for SPRX. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
INTC vs. SPRX - Performance Comparison
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Returns By Period
In the year-to-date period, INTC achieves a 237.59% return, which is significantly higher than SPRX's 43.69% 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%
SPRX
- 1D
- 1.50%
- 1M
- 12.60%
- YTD
- 43.69%
- 6M
- 43.35%
- 1Y
- 101.77%
- 3Y*
- 43.37%
- 5Y*
- —
- 10Y*
- —
INTC vs. SPRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
INTC Intel Corporation | 237.59% | 84.04% | -59.57% | 94.56% | -46.64% | -3.45% |
SPRX Spear Alpha ETF | 43.69% | 41.91% | 20.58% | 88.02% | -44.99% | 9.15% |
Correlation
The correlation between INTC and SPRX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2021 | 0.50 |
The correlation between INTC and SPRX has been stable across timeframes, ranging from 0.43 to 0.50 - a consistent structural relationship.
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Return for Risk
INTC vs. SPRX — Risk / Return Rank
INTC
SPRX
INTC vs. SPRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intel Corporation (INTC) and Spear Alpha ETF (SPRX). 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 | SPRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.61 | ||
| Sortino ratioReturn per unit of downside risk | +2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.67 | 1.34 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 20.85 | 4.23 | +16.63 |
| Martin ratioReturn relative to average drawdown | 48.84 | 13.10 | +35.74 |
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Drawdowns
INTC vs. SPRX - Drawdown Comparison
The maximum INTC drawdown since its inception was -82.25%, which is greater than SPRX's maximum drawdown of -51.21%. Use the drawdown chart below to compare losses from any high point for INTC and SPRX.
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Drawdown Indicators
| INTC | SPRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.25% | -51.21% | -31.04% |
Max Drawdown (1Y)Largest decline over 1 year | -24.17% | -24.21% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -63.80% | -42.12% | -21.68% |
Max Drawdown (5Y)Largest decline over 5 years | -65.95% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -70.80% | — | — |
Current DrawdownCurrent decline from peak | -3.76% | -5.87% | +2.11% |
Average DrawdownAverage peak-to-trough decline | -36.66% | -17.58% | -19.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.30% | 7.80% | +2.50% |
Volatility
INTC vs. SPRX - Volatility Comparison
Intel Corporation (INTC) has a higher volatility of 24.56% compared to Spear Alpha ETF (SPRX) at 19.77%. This indicates that INTC's price experiences larger fluctuations and is considered to be riskier than SPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INTC | SPRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.56% | 19.77% | +4.79% |
Volatility (6M)Calculated over the trailing 6-month period | 58.47% | 38.52% | +19.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.69% | 45.91% | +27.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.29% | 42.15% | +10.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.20% | 42.15% | +2.05% |
Dividends
INTC vs. SPRX - Dividend Comparison
Neither INTC nor SPRX 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% |
SPRX Spear Alpha ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
INTC and SPRX have a correlation of 0.43, 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 SPRX (19.77%). In terms of maximum drawdown, INTC dropped -82.25% vs SPRX's -51.21%.
INTC currently has the higher Sharpe Ratio (6.84 vs 2.23), 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.
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