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

Performance

INTC vs. WDC - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with INTC having a 237.59% return and WDC slightly lower at 227.01%. Over the past 10 years, INTC has underperformed WDC with an annualized return of 17.03%, while WDC has yielded a comparatively higher 33.87% 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%

WDC

1D
6.35%
1M
16.82%
YTD
227.01%
6M
219.46%
1Y
913.38%
3Y*
164.18%
5Y*
58.50%
10Y*
33.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INTC vs. WDC - 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%
WDC
Western Digital Corporation
227.01%283.68%13.86%65.99%-51.62%17.73%-10.89%77.14%-51.90%19.83%

Correlation

The correlation between INTC and WDC is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.38

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

0.46

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1987

0.38

The correlation between INTC and WDC shifts across timeframes, from 0.33 (1 year) to 0.48 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

INTC:

-$0.67

WDC:

$23.29

PS Ratio

INTC:

10.91

WDC:

13.31

Total Revenue (TTM)

INTC:

$53.76B

WDC:

$11.78B

Gross Profit (TTM)

INTC:

$19.05B

WDC:

$5.35B

EBITDA (TTM)

INTC:

$8.83B

WDC:

$10.88B

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Return for Risk

INTC vs. WDC — 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

WDC
WDC Risk / Return Rank: 100100
Overall Rank
WDC Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
WDC Sortino Ratio Rank: 9999
Sortino Ratio Rank
WDC Omega Ratio Rank: 9999
Omega Ratio Rank
WDC Calmar Ratio Rank: 100100
Calmar Ratio Rank
WDC Martin Ratio Rank: 100100
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. WDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intel Corporation (INTC) and Western Digital Corporation (WDC). 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.


INTCWDCDifference
Sharpe ratioReturn per unit of total volatility

-7.23

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.67

1.95

-0.27

Calmar ratioReturn relative to maximum drawdown

20.85

44.74

-23.89

Martin ratioReturn relative to average drawdown

48.84

151.81

-102.98

INTC vs. WDC - Sharpe Ratio Comparison

The current INTC Sharpe Ratio is 6.84, which is lower than the WDC Sharpe Ratio of 14.07. The chart below compares the historical Sharpe Ratios of INTC and WDC, 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. WDC - Drawdown Comparison

The maximum INTC drawdown since its inception was -82.25%, smaller than the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for INTC and WDC.


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Drawdown Indicators


INTCWDCDifference

Max Drawdown

Largest peak-to-trough decline

-82.25%

-96.20%

+13.95%

Max Drawdown (1Y)

Largest decline over 1 year

-24.17%

-20.59%

-3.58%

Max Drawdown (3Y)

Largest decline over 3 years

-63.80%

-49.65%

-14.15%

Max Drawdown (5Y)

Largest decline over 5 years

-65.53%

-58.77%

-6.76%

Max Drawdown (10Y)

Largest decline over 10 years

-70.80%

-70.49%

-0.31%

Current Drawdown

Current decline from peak

-3.76%

-5.22%

+1.46%

Average Drawdown

Average peak-to-trough decline

-36.66%

-52.07%

+15.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.30%

6.06%

+4.24%

Volatility

INTC vs. WDC - Volatility Comparison

Intel Corporation (INTC) has a higher volatility of 24.56% compared to Western Digital Corporation (WDC) at 21.76%. This indicates that INTC's price experiences larger fluctuations and is considered to be riskier than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INTCWDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.56%

21.76%

+2.80%

Volatility (6M)

Calculated over the trailing 6-month period

58.47%

53.55%

+4.92%

Volatility (1Y)

Calculated over the trailing 1-year period

73.69%

65.47%

+8.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.29%

48.86%

+3.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.20%

48.62%

-4.42%

Dividends

INTC vs. WDC - Dividend Comparison

INTC has not paid dividends to shareholders, while WDC's dividend yield for the trailing twelve months is around 0.09%.


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%
WDC
Western Digital Corporation
0.09%0.19%0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%3.33%

Financials

INTC vs. WDC - Financials Comparison

This section allows you to compare key financial metrics between Intel Corporation and Western Digital Corporation. 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
3.34B
(INTC) Total Revenue
(WDC) Total Revenue
Values in USD except per share items

INTC vs. WDC - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
39.4%
50.2%
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%.

WDC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a gross profit of 1.68B and revenue of 3.34B. Therefore, the gross margin over that period was 50.2%.

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%.

WDC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported an operating income of 1.14B and revenue of 3.34B, resulting in an operating margin of 34.0%.

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%.

WDC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Western Digital Corporation reported a net income of 3.21B and revenue of 3.34B, resulting in a net margin of 96.0%.


Frequently Asked Questions


INTC and WDC have a correlation of 0.33, 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 WDC (21.76%). In terms of maximum drawdown, INTC dropped -82.25% vs WDC's -96.20%.

WDC currently has the higher Sharpe Ratio (14.07 vs 6.84), 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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