PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
INTZ vs. BBAI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INTZ and BBAI is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

INTZ vs. BBAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intrusion Inc. (INTZ) and BigBear.ai Holdings, Inc. (BBAI). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%SeptemberOctoberNovemberDecember2025February
-8.00%
294.69%
INTZ
BBAI

Key characteristics

Sharpe Ratio

INTZ:

-0.17

BBAI:

1.59

Sortino Ratio

INTZ:

2.45

BBAI:

2.85

Omega Ratio

INTZ:

1.30

BBAI:

1.32

Calmar Ratio

INTZ:

-0.75

BBAI:

2.41

Martin Ratio

INTZ:

-1.09

BBAI:

4.00

Ulcer Index

INTZ:

69.06%

BBAI:

54.70%

Daily Std Dev

INTZ:

437.33%

BBAI:

137.26%

Max Drawdown

INTZ:

-99.99%

BBAI:

-95.01%

Current Drawdown

INTZ:

-99.96%

BBAI:

-46.49%

Fundamentals

Market Cap

INTZ:

$23.79M

BBAI:

$1.71B

EPS

INTZ:

-$2.82

BBAI:

-$0.78

Total Revenue (TTM)

INTZ:

$4.10M

BBAI:

$114.41M

Gross Profit (TTM)

INTZ:

$2.96M

BBAI:

$28.82M

EBITDA (TTM)

INTZ:

-$4.60M

BBAI:

-$129.65M

Returns By Period

In the year-to-date period, INTZ achieves a -60.00% return, which is significantly lower than BBAI's 52.58% return.


INTZ

YTD

-60.00%

1M

-43.58%

6M

-6.82%

1Y

-69.51%

5Y*

-59.88%

10Y*

-35.48%

BBAI

YTD

52.58%

1M

52.93%

6M

294.77%

1Y

229.61%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

INTZ vs. BBAI — Risk-Adjusted Performance Rank

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

INTZ
The Risk-Adjusted Performance Rank of INTZ is 4747
Overall Rank
The Sharpe Ratio Rank of INTZ is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of INTZ is 8686
Sortino Ratio Rank
The Omega Ratio Rank of INTZ is 8383
Omega Ratio Rank
The Calmar Ratio Rank of INTZ is 66
Calmar Ratio Rank
The Martin Ratio Rank of INTZ is 2020
Martin Ratio Rank

BBAI
The Risk-Adjusted Performance Rank of BBAI is 8787
Overall Rank
The Sharpe Ratio Rank of BBAI is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BBAI is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BBAI is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BBAI is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BBAI is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

INTZ vs. BBAI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intrusion Inc. (INTZ) and BigBear.ai Holdings, Inc. (BBAI). 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.


Sharpe ratio
The chart of Sharpe ratio for INTZ, currently valued at -0.17, compared to the broader market-2.000.002.00-0.171.59
The chart of Sortino ratio for INTZ, currently valued at 2.45, compared to the broader market-4.00-2.000.002.004.006.002.452.85
The chart of Omega ratio for INTZ, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.32
The chart of Calmar ratio for INTZ, currently valued at -0.75, compared to the broader market0.002.004.006.00-0.752.41
The chart of Martin ratio for INTZ, currently valued at -1.09, compared to the broader market-10.000.0010.0020.0030.00-1.094.00
INTZ
BBAI

The current INTZ Sharpe Ratio is -0.17, which is lower than the BBAI Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of INTZ and BBAI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.17
1.59
INTZ
BBAI

Dividends

INTZ vs. BBAI - Dividend Comparison

Neither INTZ nor BBAI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INTZ vs. BBAI - Drawdown Comparison

The maximum INTZ drawdown since its inception was -99.99%, which is greater than BBAI's maximum drawdown of -95.01%. Use the drawdown chart below to compare losses from any high point for INTZ and BBAI. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-99.78%
-46.49%
INTZ
BBAI

Volatility

INTZ vs. BBAI - Volatility Comparison

The current volatility for Intrusion Inc. (INTZ) is 26.37%, while BigBear.ai Holdings, Inc. (BBAI) has a volatility of 57.71%. This indicates that INTZ experiences smaller price fluctuations and is considered to be less risky than BBAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%50.00%100.00%150.00%200.00%SeptemberOctoberNovemberDecember2025February
26.37%
57.71%
INTZ
BBAI

Financials

INTZ vs. BBAI - Financials Comparison

This section allows you to compare key financial metrics between Intrusion Inc. and BigBear.ai Holdings, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab