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

Performance

INTC vs. TMQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intel Corporation (INTC) and Trilogy Metals Inc. (TMQ). 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 192.47% return, which is significantly higher than TMQ's -13.23% return. Over the past 10 years, INTC has underperformed TMQ with an annualized return of 15.40%, while TMQ has yielded a comparatively higher 22.76% annualized return.


INTC

1D
-2.13%
1M
-13.61%
YTD
192.47%
6M
166.47%
1Y
426.95%
3Y*
52.03%
5Y*
15.50%
10Y*
15.40%

TMQ

1D
-5.08%
1M
-16.70%
YTD
-13.23%
6M
-16.89%
1Y
181.20%
3Y*
89.57%
5Y*
5.44%
10Y*
22.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INTC vs. TMQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INTC
Intel Corporation
192.47%84.04%-59.57%94.56%-46.64%6.05%-14.69%30.71%4.23%30.87%
TMQ
Trilogy Metals Inc.
-13.23%271.55%169.77%-21.82%-66.67%-17.50%-23.08%50.29%58.72%114.95%

Correlation

The correlation between INTC and TMQ 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

0.18

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

0.21

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

0.17

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2012

0.15

Fundamentals

Market Cap

INTC:

$548.56B

TMQ:

$643.06M

EPS

INTC:

-$0.67

TMQ:

-$0.23

PB Ratio

INTC:

4.92

TMQ:

5.29

Total Revenue (TTM)

INTC:

$53.76B

TMQ:

$0.00

Gross Profit (TTM)

INTC:

$19.05B

TMQ:

$0.00

EBITDA (TTM)

INTC:

$8.83B

TMQ:

-$7.33M

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Return for Risk

INTC vs. TMQ — 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

TMQ
TMQ Risk / Return Rank: 8282
Overall Rank
TMQ Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TMQ Sortino Ratio Rank: 9696
Sortino Ratio Rank
TMQ Omega Ratio Rank: 9494
Omega Ratio Rank
TMQ Calmar Ratio Rank: 8181
Calmar Ratio Rank
TMQ Martin Ratio Rank: 7373
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. TMQ - Risk-Adjusted Trends Comparison

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


INTCTMQDifference
Sharpe ratioReturn per unit of total volatility

+5.07

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.62

1.50

+0.12

Calmar ratioReturn relative to maximum drawdown

17.81

2.62

+15.19

Martin ratioReturn relative to average drawdown

41.82

3.86

+37.96

INTC vs. TMQ - Sharpe Ratio Comparison

The current INTC Sharpe Ratio is 5.85, which is higher than the TMQ Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of INTC and TMQ, 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


INTCTMQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.85

0.77

+5.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.04

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.23

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.01

+0.35

Drawdowns

INTC vs. TMQ - Drawdown Comparison

The maximum INTC drawdown since its inception was -82.25%, smaller than the maximum TMQ drawdown of -96.55%. Use the drawdown chart below to compare losses from any high point for INTC and TMQ.


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Drawdown Indicators


INTCTMQDifference

Max Drawdown

Largest peak-to-trough decline

-82.25%

-96.55%

+14.30%

Max Drawdown (1Y)

Largest decline over 1 year

-24.17%

-69.62%

+45.45%

Max Drawdown (3Y)

Largest decline over 3 years

-63.80%

-69.62%

+5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-65.95%

-86.96%

+21.01%

Max Drawdown (10Y)

Largest decline over 10 years

-70.80%

-88.01%

+17.21%

Current Drawdown

Current decline from peak

-16.63%

-64.72%

+48.09%

Average Drawdown

Average peak-to-trough decline

-36.67%

-71.93%

+35.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.27%

47.16%

-36.89%

Volatility

INTC vs. TMQ - Volatility Comparison

Intel Corporation (INTC) and Trilogy Metals Inc. (TMQ) have volatilities of 23.11% and 23.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INTCTMQDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.11%

23.75%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

57.74%

59.66%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

73.66%

235.50%

-161.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.07%

128.47%

-76.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.07%

101.10%

-57.03%

Dividends

INTC vs. TMQ - Dividend Comparison

Neither INTC nor TMQ 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%
TMQ
Trilogy Metals 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. TMQ - Financials Comparison

This section allows you to compare key financial metrics between Intel Corporation and Trilogy Metals 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
(TMQ) Total Revenue
Values in USD except per share items

Frequently Asked Questions


INTC and TMQ 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.

TMQ has higher volatility (23.75%) compared to INTC (23.11%). In terms of maximum drawdown, INTC dropped -82.25% vs TMQ's -96.55%.

INTC currently has the higher Sharpe Ratio (5.84 vs 0.77), 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 TMQ

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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