INTZ vs. CAN

Last updated Jun 3, 2026

INTZ (Intrusion Inc.) and CAN (Canaan Inc.) are both stocks. Both are in the Technology sector — INTZ in Software - Infrastructure, CAN in Computer Hardware. Over the past 5 years, INTZ returned -69.99%/yr vs -48.50%/yr for CAN. At a 0.20 correlation, their price movements are largely independent.

Performance

INTZ vs. CAN - Performance Comparison

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

Returns By Period

In the year-to-date period, INTZ achieves a -26.53% return, which is significantly higher than CAN's -42.84% return.

INTZ

• 1D: 8.96%
• 1M: 7.02%
• YTD: -26.53%
• 6M: -36.95%
• 1Y: -49.71%
• 3Y*: -67.84%
• 5Y*: -69.99%
• 10Y*: -17.80%

CAN

• 1D: -3.36%
• 1M: -23.80%
• YTD: -42.84%
• 6M: -59.22%
• 1Y: -34.24%
• 3Y*: -42.18%
• 5Y*: -48.50%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

INTZ vs. CAN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
INTZ Intrusion Inc.	-26.53%	-62.60%	-39.23%	-91.99%	-8.14%	-80.48%	220.36%	0.92%
CAN Canaan Inc.	-42.84%	-66.34%	-11.26%	12.14%	-60.00%	-13.15%	-2.79%	-32.22%

Correlation

The correlation between INTZ and CAN is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (All Time) Calculated using the full available price history since Nov 21, 2019	0.20

Over the past year, INTZ and CAN have become more correlated (0.40) than their long-term average of 0.20, meaning their price movements have been converging.

Fundamentals

Market Cap INTZ : $17.13M CAN : $272.70M
EPS INTZ : -$0.52 CAN : -$0.38
PS Ratio INTZ : 2.73 CAN : 0.43
PB Ratio INTZ : 4.63 CAN : 0.71
Total Revenue (TTM) INTZ : $6.21M CAN : $510.04M
Gross Profit (TTM) INTZ : $4.70M CAN : $17.56M
EBITDA (TTM) INTZ : -$9.70M CAN : -$144.51M

Return for Risk

INTZ vs. CAN — Risk / Return Rank

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

INTZ

INTZ Risk / Return Rank: 21
INTZ Sharpe Ratio Rank: 16
INTZ Sortino Ratio Rank: 18
INTZ Omega Ratio Rank: 20
INTZ Calmar Ratio Rank: 23
INTZ Martin Ratio Rank: 26

CAN

CAN Risk / Return Rank: 31
CAN Sharpe Ratio Rank: 28
CAN Sortino Ratio Rank: 38
CAN Omega Ratio Rank: 36
CAN Calmar Ratio Rank: 26
CAN Martin Ratio Rank: 28

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.

INTZ vs. CAN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intrusion Inc. (INTZ) and Canaan Inc. (CAN). 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.

	INTZ	CAN	Difference
Sharpe ratio Return per unit of total volatility	-0.58	-0.29	-0.29
Sortino ratio Return per unit of downside risk	-0.58	0.37	-0.95
Omega ratio Gain probability vs. loss probability	0.94	1.04	-0.10
Calmar ratio Return relative to maximum drawdown	-0.49	-0.43	-0.05
Martin ratio Return relative to average drawdown	-0.74	-0.65	-0.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INTZ vs. CAN - Sharpe Ratio Comparison

The current INTZ Sharpe Ratio is -0.58, which is lower than the CAN Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of INTZ and CAN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	INTZ	CAN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.58	-0.29	-0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.32	-0.44	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.10	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.10	-0.30	+0.20

Drawdowns

INTZ vs. CAN - Drawdown Comparison

The maximum INTZ drawdown since its inception was -99.94%, roughly equal to the maximum CAN drawdown of -98.94%. Use the drawdown chart below to compare losses from any high point for INTZ and CAN.

Drawdown Indicators

	INTZ	CAN	Difference
Max Drawdown Largest peak-to-trough decline	-99.94%	-98.94%	-1.00%
Max Drawdown (1Y) Largest decline over 1 year	-71.98%	-81.17%	+9.19%
Max Drawdown (3Y) Largest decline over 3 years	-98.86%	-87.90%	-10.96%
Max Drawdown (5Y) Largest decline over 5 years	-99.90%	-96.48%	-3.42%
Max Drawdown (10Y) Largest decline over 10 years	-99.94%	—	—
Current Drawdown Current decline from peak	-99.85%	-98.92%	-0.93%
Average Drawdown Average peak-to-trough decline	-56.74%	-83.74%	+27.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	47.16%	53.79%	-6.63%

Volatility

INTZ vs. CAN - Volatility Comparison

Intrusion Inc. (INTZ) and Canaan Inc. (CAN) have volatilities of 20.13% and 21.08%, 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.

Volatility by Period

	INTZ	CAN	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.13%	21.08%	-0.95%
Volatility (6M) Calculated over the trailing 6-month period	63.97%	59.70%	+4.27%
Volatility (1Y) Calculated over the trailing 1-year period	91.27%	119.96%	-28.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	220.08%	111.55%	+108.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	178.81%	126.56%	+52.25%

Dividends

INTZ vs. CAN - Dividend Comparison

Neither INTZ nor CAN has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both INTZ and CAN in my portfolio?

INTZ and CAN have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INTZ or CAN?

CAN has higher volatility (21.08%) compared to INTZ (20.13%). In terms of maximum drawdown, INTZ dropped -99.94% vs CAN's -98.94%.

Which has better risk-adjusted returns?

CAN currently has the higher Sharpe Ratio (-0.29 vs -0.58), 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.