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

Performance

INTC vs. TOELY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intel Corporation (INTC) and Tokyo Electron ADR (TOELY). 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 TOELY's 95.90% return. Over the past 10 years, INTC has underperformed TOELY with an annualized return of 17.03%, while TOELY has yielded a comparatively higher 34.30% annualized 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%

TOELY

1D
2.93%
1M
35.96%
YTD
95.90%
6M
124.61%
1Y
164.27%
3Y*
46.47%
5Y*
25.12%
10Y*
34.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INTC vs. TOELY - 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%
TOELY
Tokyo Electron ADR
95.90%49.57%-14.19%82.22%-49.18%53.76%71.31%94.00%-38.01%94.67%

Correlation

The correlation between INTC and TOELY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.38

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

0.42

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

0.40

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2009

0.34

Fundamentals

Market Cap

INTC:

$633.19B

TOELY:

$199.47B

EPS

INTC:

-$0.67

TOELY:

¥632.07

PS Ratio

INTC:

10.91

TOELY:

12.98

PB Ratio

INTC:

5.68

TOELY:

15.37

Total Revenue (TTM)

INTC:

$53.76B

TOELY:

¥2.47T

Gross Profit (TTM)

INTC:

$19.05B

TOELY:

¥1.12T

EBITDA (TTM)

INTC:

$8.83B

TOELY:

¥753.39B

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Return for Risk

INTC vs. TOELY — 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

TOELY
TOELY Risk / Return Rank: 9191
Overall Rank
TOELY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TOELY Sortino Ratio Rank: 9090
Sortino Ratio Rank
TOELY Omega Ratio Rank: 8989
Omega Ratio Rank
TOELY Calmar Ratio Rank: 9292
Calmar Ratio Rank
TOELY Martin Ratio Rank: 9191
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. TOELY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intel Corporation (INTC) and Tokyo Electron ADR (TOELY). 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.


INTCTOELYDifference
Sharpe ratioReturn per unit of total volatility

+4.07

Sortino ratioReturn per unit of downside risk

+2.32

Omega ratioGain probability vs. loss probability

1.67

1.40

+0.28

Calmar ratioReturn relative to maximum drawdown

20.85

4.94

+15.91

Martin ratioReturn relative to average drawdown

48.84

12.36

+36.48

INTC vs. TOELY - Sharpe Ratio Comparison

The current INTC Sharpe Ratio is 6.84, which is higher than the TOELY Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of INTC and TOELY, 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. TOELY - Drawdown Comparison

The maximum INTC drawdown since its inception was -82.25%, smaller than the maximum TOELY drawdown of -92.92%. Use the drawdown chart below to compare losses from any high point for INTC and TOELY.


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Drawdown Indicators


INTCTOELYDifference

Max Drawdown

Largest peak-to-trough decline

-82.25%

-92.92%

+10.67%

Max Drawdown (1Y)

Largest decline over 1 year

-24.17%

-30.30%

+6.13%

Max Drawdown (3Y)

Largest decline over 3 years

-63.80%

-53.52%

-10.28%

Max Drawdown (5Y)

Largest decline over 5 years

-65.53%

-59.40%

-6.13%

Max Drawdown (10Y)

Largest decline over 10 years

-70.80%

-59.40%

-11.40%

Current Drawdown

Current decline from peak

-3.76%

0.00%

-3.76%

Average Drawdown

Average peak-to-trough decline

-36.66%

-49.60%

+12.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.30%

12.12%

-1.82%

Volatility

INTC vs. TOELY - Volatility Comparison

Intel Corporation (INTC) has a higher volatility of 24.56% compared to Tokyo Electron ADR (TOELY) at 20.95%. This indicates that INTC's price experiences larger fluctuations and is considered to be riskier than TOELY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INTCTOELYDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.56%

20.95%

+3.61%

Volatility (6M)

Calculated over the trailing 6-month period

58.47%

40.27%

+18.20%

Volatility (1Y)

Calculated over the trailing 1-year period

73.69%

54.00%

+19.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.29%

44.98%

+7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.20%

39.68%

+4.52%

Dividends

INTC vs. TOELY - Dividend Comparison

Neither INTC nor TOELY 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%
TOELY
Tokyo Electron ADR
0.00%1.02%1.17%0.00%0.00%0.00%0.00%0.00%0.00%1.11%2.27%0.00%

Financials

INTC vs. TOELY - Financials Comparison

This section allows you to compare key financial metrics between Intel Corporation and Tokyo Electron ADR. 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


0.00200.00B400.00B600.00B800.00B20222023202420252026
13.58B
724.89B
(INTC) Total Revenue
(TOELY) Total Revenue
Please note, different currencies. INTC values in USD, TOELY values in JPY

INTC vs. TOELY - Profitability Comparison

The chart below illustrates the profitability comparison between Intel Corporation and Tokyo Electron ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20222023202420252026
39.4%
46.8%
Portfolio components
INTC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Intel Corporation reported a gross profit of 5.35B and revenue of 13.58B. Therefore, the gross margin over that period was 39.4%.

TOELY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a gross profit of 339.31B and revenue of 724.89B. Therefore, the gross margin over that period was 46.8%.

INTC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Intel Corporation reported an operating income of -3.14B and revenue of 13.58B, resulting in an operating margin of -23.1%.

TOELY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported an operating income of 209.42B and revenue of 724.89B, resulting in an operating margin of 28.9%.

INTC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Intel Corporation reported a net income of -3.73B and revenue of 13.58B, resulting in a net margin of -27.5%.

TOELY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tokyo Electron ADR reported a net income of 218.23B and revenue of 724.89B, resulting in a net margin of 30.1%.


Frequently Asked Questions


INTC and TOELY have a correlation of 0.39, 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 TOELY (20.95%). In terms of maximum drawdown, INTC dropped -82.25% vs TOELY's -92.92%.

INTC currently has the higher Sharpe Ratio (6.84 vs 2.77), 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

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