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MBLY vs. ICG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MBLY and ICG is 0.07, 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

MBLY vs. ICG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mobileye Global Inc. Class A Common Stock (MBLY) and Intchains Group Limited American Depositary Shares (ICG). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
23.41%
-29.95%
MBLY
ICG

Key characteristics

Sharpe Ratio

MBLY:

-0.43

ICG:

-0.39

Sortino Ratio

MBLY:

-0.23

ICG:

0.28

Omega Ratio

MBLY:

0.97

ICG:

1.05

Calmar Ratio

MBLY:

-0.40

ICG:

-0.79

Martin Ratio

MBLY:

-0.75

ICG:

-1.47

Ulcer Index

MBLY:

40.81%

ICG:

40.88%

Daily Std Dev

MBLY:

70.67%

ICG:

154.99%

Max Drawdown

MBLY:

-77.52%

ICG:

-75.90%

Current Drawdown

MBLY:

-62.21%

ICG:

-70.79%

Fundamentals

Market Cap

MBLY:

$14.72B

ICG:

$254.03M

EPS

MBLY:

-$3.82

ICG:

-$0.11

Total Revenue (TTM)

MBLY:

$1.65B

ICG:

$207.59M

Gross Profit (TTM)

MBLY:

$741.00M

ICG:

$131.89M

EBITDA (TTM)

MBLY:

-$2.82B

ICG:

$40.71M

Returns By Period

In the year-to-date period, MBLY achieves a -10.79% return, which is significantly lower than ICG's 21.21% return.


MBLY

YTD

-10.79%

1M

6.60%

6M

17.22%

1Y

-27.47%

5Y*

N/A

10Y*

N/A

ICG

YTD

21.21%

1M

-3.61%

6M

-30.19%

1Y

-58.33%

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

MBLY vs. ICG — Risk-Adjusted Performance Rank

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

MBLY
The Risk-Adjusted Performance Rank of MBLY is 2626
Overall Rank
The Sharpe Ratio Rank of MBLY is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of MBLY is 2626
Sortino Ratio Rank
The Omega Ratio Rank of MBLY is 2727
Omega Ratio Rank
The Calmar Ratio Rank of MBLY is 2323
Calmar Ratio Rank
The Martin Ratio Rank of MBLY is 3030
Martin Ratio Rank

ICG
The Risk-Adjusted Performance Rank of ICG is 2424
Overall Rank
The Sharpe Ratio Rank of ICG is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ICG is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ICG is 4242
Omega Ratio Rank
The Calmar Ratio Rank of ICG is 55
Calmar Ratio Rank
The Martin Ratio Rank of ICG is 66
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.

MBLY vs. ICG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mobileye Global Inc. Class A Common Stock (MBLY) and Intchains Group Limited American Depositary Shares (ICG). 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 MBLY, currently valued at -0.43, compared to the broader market-2.000.002.00-0.43-0.39
The chart of Sortino ratio for MBLY, currently valued at -0.23, compared to the broader market-4.00-2.000.002.004.006.00-0.230.28
The chart of Omega ratio for MBLY, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.05
The chart of Calmar ratio for MBLY, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.40-0.79
The chart of Martin ratio for MBLY, currently valued at -0.75, compared to the broader market-10.000.0010.0020.0030.00-0.75-1.47
MBLY
ICG

The current MBLY Sharpe Ratio is -0.43, which is comparable to the ICG Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of MBLY and ICG, 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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.43
-0.39
MBLY
ICG

Dividends

MBLY vs. ICG - Dividend Comparison

Neither MBLY nor ICG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MBLY vs. ICG - Drawdown Comparison

The maximum MBLY drawdown since its inception was -77.52%, roughly equal to the maximum ICG drawdown of -75.90%. Use the drawdown chart below to compare losses from any high point for MBLY and ICG. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%SeptemberOctoberNovemberDecember2025February
-61.65%
-70.79%
MBLY
ICG

Volatility

MBLY vs. ICG - Volatility Comparison

Mobileye Global Inc. Class A Common Stock (MBLY) has a higher volatility of 17.49% compared to Intchains Group Limited American Depositary Shares (ICG) at 12.39%. This indicates that MBLY's price experiences larger fluctuations and is considered to be riskier than ICG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%SeptemberOctoberNovemberDecember2025February
17.49%
12.39%
MBLY
ICG

Financials

MBLY vs. ICG - Financials Comparison

This section allows you to compare key financial metrics between Mobileye Global Inc. Class A Common Stock and Intchains Group Limited American Depositary Shares. 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
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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.

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