PortfoliosLab logoPortfoliosLab logo
MBLY vs. IHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBLY vs. IHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mobileye Global Inc. Class A Common Stock (MBLY) and iShares U.S. Pharmaceuticals ETF (IHE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MBLY achieves a -23.95% return, which is significantly lower than IHE's 20.55% return.


MBLY

1D
0.51%
1M
-17.03%
6M
-11.58%
YTD
-23.95%
1Y
-43.00%
3Y*
-40.80%
5Y*
10Y*
ALL TIME*
-27.57%

IHE

1D
-0.82%
1M
0.65%
6M
17.97%
YTD
20.55%
1Y
54.85%
3Y*
20.96%
5Y*
11.63%
10Y*
8.59%
ALL TIME*
10.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$36.03M$39.50M$21.12M
$80.94M$73.34M$64.39M

MBLY vs. IHE - Yearly Performance Comparison


2026 (YTD)2025202420232022
MBLY
Mobileye Global Inc. Class A Common Stock
-23.95%-47.59%-54.02%23.56%31.26%
IHE
iShares U.S. Pharmaceuticals ETF
20.55%31.69%8.13%1.06%5.47%

Correlation

The correlation between MBLY and IHE is 0.17, which is low. Their historical price movements had little consistent relationship.


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

0.17

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

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2022

0.16

Compare stocks, funds, or ETFs

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


Return for Risk

MBLY vs. IHE — Risk / Return Rank

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

MBLY
MBLY Risk / Return Rank: 1212
Overall Rank
MBLY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MBLY Sortino Ratio Rank: 1212
Sortino Ratio Rank
MBLY Omega Ratio Rank: 1313
Omega Ratio Rank
MBLY Calmar Ratio Rank: 1414
Calmar Ratio Rank
MBLY Martin Ratio Rank: 1212
Martin Ratio Rank

IHE
IHE Risk / Return Rank: 9696
Overall Rank
IHE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IHE Sortino Ratio Rank: 9696
Sortino Ratio Rank
IHE Omega Ratio Rank: 9595
Omega Ratio Rank
IHE Calmar Ratio Rank: 9696
Calmar Ratio Rank
IHE Martin Ratio Rank: 9595
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.

MBLY vs. IHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mobileye Global Inc. Class A Common Stock (MBLY) and iShares U.S. Pharmaceuticals ETF (IHE). 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.


MBLYIHEDifference
Sharpe ratioReturn per unit of total volatility

-4.02

Sortino ratioReturn per unit of downside risk

-5.72

Omega ratioGain probability vs. loss probability

0.88

1.54

-0.66

Calmar ratioReturn relative to maximum drawdown

-0.77

6.80

-7.56

Martin ratioReturn relative to average drawdown

-1.29

20.95

-22.24

MBLY vs. IHE - Sharpe Ratio Comparison

The current MBLY Sharpe Ratio is -0.79, which is lower than the IHE Sharpe Ratio of 3.23. The chart below compares the historical Sharpe Ratios of MBLY and IHE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MBLY vs. IHE - Drawdown Comparison

The maximum MBLY drawdown since its inception was -86.05%, which is greater than IHE's maximum drawdown of -38.20%. Use the drawdown chart below to compare losses from any high point for MBLY and IHE.


Loading charts...

Drawdown Indicators


MBLYIHEDifference

Max Drawdown

Largest peak-to-trough decline

-86.05%

-38.20%

-47.85%

Max Drawdown (1Y)

Largest decline over 1 year

-57.79%

-8.47%

-49.32%

Max Drawdown (3Y)

Largest decline over 3 years

-85.08%

-15.92%

-69.16%

Max Drawdown (5Y)

Largest decline over 5 years

-16.03%

Max Drawdown (10Y)

Largest decline over 10 years

-29.59%

Current Drawdown

Current decline from peak

-83.11%

-2.25%

-80.86%

Average Drawdown

Average peak-to-trough decline

-48.50%

-7.86%

-40.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.46%

2.74%

+31.72%

Volatility

MBLY vs. IHE - Volatility Comparison

Mobileye Global Inc. Class A Common Stock (MBLY) has a higher volatility of 23.84% compared to iShares U.S. Pharmaceuticals ETF (IHE) at 6.33%. This indicates that MBLY's price experiences larger fluctuations and is considered to be riskier than IHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MBLYIHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.84%

6.33%

+17.51%

Volatility (6M)

Calculated over the trailing 6-month period

45.83%

13.96%

+31.87%

Volatility (1Y)

Calculated over the trailing 1-year period

56.56%

17.99%

+38.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.59%

16.53%

+45.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.59%

18.07%

+43.52%

Dividends

MBLY vs. IHE - Dividend Comparison

MBLY has not paid dividends to shareholders, while IHE's dividend yield for the trailing twelve months is around 1.44%.


PositionTTM20252024202320222021202020192018201720162015
IHE
iShares U.S. Pharmaceuticals ETF
1.44%1.76%1.73%1.39%2.01%1.49%1.19%1.40%1.25%1.36%0.92%1.93%
MBLY
Mobileye Global Inc. Class A Common Stock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MBLY and IHE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MBLY has higher volatility (23.84%) compared to IHE (6.33%). In terms of maximum drawdown, MBLY dropped -86.05% vs IHE's -38.20%.

IHE currently has the higher Sharpe Ratio (3.23 vs -0.79), 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

Find the right allocation for MBLY and IHE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer