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INVZ vs. CRDL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

INVZ vs. CRDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innoviz Technologies Ltd. (INVZ) and Cardiol Therapeutics Inc Class A (CRDL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INVZ achieves a -51.90% return, which is significantly lower than CRDL's 37.35% return.


INVZ

1D
-4.36%
1M
-40.77%
6M
-56.97%
YTD
-51.90%
1Y
-72.28%
3Y*
-52.00%
5Y*
-45.74%
10Y*
ALL TIME*
-44.80%

CRDL

1D
3.15%
1M
24.76%
6M
36.36%
YTD
37.35%
1Y
-5.07%
3Y*
3.84%
5Y*
-9.43%
10Y*
ALL TIME*
-12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$999.10K$1.13M$675.72K
$2.04M$1.48M$2.25M

INVZ vs. CRDL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
INVZ
Innoviz Technologies Ltd.
-51.90%-49.22%-33.60%-35.62%-38.01%-34.84%
CRDL
Cardiol Therapeutics Inc Class A
37.35%-25.48%51.80%65.33%-72.43%-47.29%

Correlation

The correlation between INVZ and CRDL is 0.24, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.24

Correlation (3Y)
Balances recent behavior with more history.

0.19

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.21

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2021

0.20

Fundamentals

Market Cap

INVZ:

$90.83M

CRDL:

$151.01M

EPS

INVZ:

-$0.39

CRDL:

-CA$0.37

PB Ratio

INVZ:

1.48

CRDL:

10.32

Total Revenue (TTM)

INVZ:

$44.83M

CRDL:

CA$0.00

Gross Profit (TTM)

INVZ:

$4.34M

CRDL:

-CA$25.95K

EBITDA (TTM)

INVZ:

-$73.94M

CRDL:

-CA$34.00M

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Return for Risk

INVZ vs. CRDL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

INVZ
INVZ Risk / Return Rank: 99
Overall Rank
INVZ Sharpe Ratio Rank: 99
Sharpe Ratio Rank
INVZ Sortino Ratio Rank: 77
Sortino Ratio Rank
INVZ Omega Ratio Rank: 99
Omega Ratio Rank
INVZ Calmar Ratio Rank: 99
Calmar Ratio Rank
INVZ Martin Ratio Rank: 1111
Martin Ratio Rank

CRDL
CRDL Risk / Return Rank: 4040
Overall Rank
CRDL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CRDL Sortino Ratio Rank: 4141
Sortino Ratio Rank
CRDL Omega Ratio Rank: 4141
Omega Ratio Rank
CRDL Calmar Ratio Rank: 3939
Calmar Ratio Rank
CRDL Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

INVZ vs. CRDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innoviz Technologies Ltd. (INVZ) and Cardiol Therapeutics Inc Class A (CRDL). 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.


INVZCRDLDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

0.85

1.05

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.86

-0.13

-0.73

Martin ratioReturn relative to average drawdown

-1.30

-0.22

-1.09

INVZ vs. CRDL - Sharpe Ratio Comparison

The current INVZ Sharpe Ratio is -0.78, which is lower than the CRDL Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of INVZ and CRDL, 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

INVZ vs. CRDL - Drawdown Comparison

The maximum INVZ drawdown since its inception was -96.92%, roughly equal to the maximum CRDL drawdown of -92.71%. Use the drawdown chart below to compare losses from any high point for INVZ and CRDL.


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Drawdown Indicators


INVZCRDLDifference

Max Drawdown

Largest peak-to-trough decline

-96.92%

-92.71%

-4.21%

Max Drawdown (1Y)

Largest decline over 1 year

-84.03%

-39.14%

-44.89%

Max Drawdown (3Y)

Largest decline over 3 years

-89.76%

-72.73%

-17.03%

Max Drawdown (5Y)

Largest decline over 5 years

-96.02%

-90.72%

-5.30%

Current Drawdown

Current decline from peak

-96.68%

-78.84%

-17.84%

Average Drawdown

Average peak-to-trough decline

-75.38%

-69.21%

-6.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.50%

24.46%

+31.04%

Volatility

INVZ vs. CRDL - Volatility Comparison

Innoviz Technologies Ltd. (INVZ) has a higher volatility of 42.57% compared to Cardiol Therapeutics Inc Class A (CRDL) at 19.78%. This indicates that INVZ's price experiences larger fluctuations and is considered to be riskier than CRDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INVZCRDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.57%

19.78%

+22.79%

Volatility (6M)

Calculated over the trailing 6-month period

67.59%

42.44%

+25.15%

Volatility (1Y)

Calculated over the trailing 1-year period

92.78%

66.03%

+26.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.15%

87.09%

+4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.99%

86.47%

+3.52%

Dividends

INVZ vs. CRDL - Dividend Comparison

Neither INVZ nor CRDL has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

INVZ vs. CRDL - Financials Comparison

This section allows you to compare key financial metrics between Innoviz Technologies Ltd. and Cardiol Therapeutics Inc Class A. 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

Frequently Asked Questions


INVZ and CRDL have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INVZ has higher volatility (42.57%) compared to CRDL (19.78%). In terms of maximum drawdown, INVZ dropped -96.92% vs CRDL's -92.71%.

CRDL currently has the higher Sharpe Ratio (-0.08 vs -0.78), 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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