INTZ vs. CAN

Last updated Apr 1, 2026

Compare and contrast key facts about Intrusion Inc. (INTZ) and Canaan Inc. (CAN).

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.

INTZ vs. CAN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
INTZ Intrusion Inc.	-28.64%	-62.60%	-39.23%	-91.99%	-8.14%	-80.48%	220.36%	0.92%
CAN Canaan Inc.	-37.42%	-66.34%	-11.26%	12.14%	-60.00%	-13.15%	-2.79%	-32.22%

Fundamentals

Market Cap INTZ : $16.50M CAN : $273.98M
EPS INTZ : -$0.45 CAN : -$0.41
PS Ratio INTZ : 2.31 CAN : 0.42
PB Ratio INTZ : 2.27 CAN : 0.63
Total Revenue (TTM) INTZ : $7.10M CAN : $529.93M
Gross Profit (TTM) INTZ : $5.38M CAN : $41.18M
EBITDA (TTM) INTZ : -$7.66M CAN : -$160.52M

Returns By Period

In the year-to-date period, INTZ achieves a -28.64% return, which is significantly higher than CAN's -37.42% return.

INTZ

• 1D: -1.26%
• 1M: -24.72%
• YTD: -28.64%
• 6M: -48.71%
• 1Y: -26.73%
• 3Y*: -67.27%
• 5Y*: -72.31%
• 10Y*: -23.53%

CAN

• 1D: 11.84%
• 1M: -12.57%
• YTD: -37.42%
• 6M: -51.02%
• 1Y: -50.81%
• 3Y*: -45.72%
• 5Y*: -54.44%
• 10Y*: —

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

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: 32
INTZ Sharpe Ratio Rank: 29
INTZ Sortino Ratio Rank: 36
INTZ Omega Ratio Rank: 35
INTZ Calmar Ratio Rank: 29
INTZ Martin Ratio Rank: 29

CAN

CAN Risk / Return Rank: 25
CAN Sharpe Ratio Rank: 23
CAN Sortino Ratio Rank: 31
CAN Omega Ratio Rank: 30
CAN Calmar Ratio Rank: 20
CAN Martin Ratio Rank: 20

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	-0.27	-0.41	+0.14
Sortino ratio Return per unit of downside risk	0.26	0.01	+0.25
Omega ratio Gain probability vs. loss probability	1.03	1.00	+0.03
Calmar ratio Return relative to maximum drawdown	-0.40	-0.65	+0.25
Martin ratio Return relative to average drawdown	-0.74	-1.17	+0.43
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 -0.27, which is higher than the CAN Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of INTZ and CAN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	INTZ	CAN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.27	-0.41	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.33	-0.48	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.10	-0.30	+0.20

Correlation

The correlation between INTZ and CAN is 0.20, 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.

Dividends

INTZ vs. CAN - Dividend Comparison

Neither INTZ nor CAN has paid dividends to shareholders.

Tickers have no history of dividend payments

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	-69.80%	-81.17%	+11.37%
Max Drawdown (5Y) Largest decline over 5 years	-99.94%	-98.24%	-1.70%
Max Drawdown (10Y) Largest decline over 10 years	-99.94%	—	—
Current Drawdown Current decline from peak	-99.85%	-98.81%	-1.04%
Average Drawdown Average peak-to-trough decline	-56.19%	-83.34%	+27.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.98%	45.10%	-7.12%

Volatility

INTZ vs. CAN - Volatility Comparison

Intrusion Inc. (INTZ) has a higher volatility of 33.10% compared to Canaan Inc. (CAN) at 23.91%. This indicates that INTZ's price experiences larger fluctuations and is considered to be riskier than CAN based on this measure. 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	33.10%	23.91%	+9.19%
Volatility (6M) Calculated over the trailing 6-month period	66.76%	92.33%	-25.57%
Volatility (1Y) Calculated over the trailing 1-year period	98.71%	123.63%	-24.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	222.03%	113.76%	+108.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	179.70%	127.63%	+52.07%

Financials