MBLY vs. IHE
MBLY (Mobileye Global Inc. Class A Common Stock) is a stock, while IHE (iShares U.S. Pharmaceuticals ETF) is Health & Biotech Equities fund tracking the Dow Jones U.S. Select Pharmaceuticals Index. Over the past 3 years, MBLY returned -40.80%/yr vs 20.96%/yr for IHE. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
MBLY vs. IHE - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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 |
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Return for Risk
MBLY vs. IHE — Risk / Return Rank
MBLY
IHE
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.
| MBLY | IHE | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| MBLY | IHE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -83.11% | -2.25% | -80.86% |
Average DrawdownAverage peak-to-trough decline | -48.50% | -7.86% | -40.64% |
Ulcer IndexDepth 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.
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Volatility by Period
| MBLY | IHE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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