MBLY vs. VOO
MBLY (Mobileye Global Inc. Class A Common Stock) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 3 years, MBLY returned -38.55%/yr vs 20.16%/yr for VOO. At a 0.43 correlation, their price movements are largely independent.
Performance
MBLY vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, MBLY achieves a -6.61% return, which is significantly lower than VOO's 10.45% return.
MBLY
- 1D
- 2.09%
- 1M
- 4.39%
- 6M
- -14.77%
- YTD
- -6.61%
- 1Y
- -39.48%
- 3Y*
- -38.55%
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- -0.77%
- 1M
- 1.25%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.53%
- 3Y*
- 20.16%
- 5Y*
- 13.01%
- 10Y*
- 15.16%
MBLY vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MBLY Mobileye Global Inc. Class A Common Stock | -6.61% | -47.59% | -54.02% | 23.56% | 31.26% |
VOO Vanguard S&P 500 ETF | 10.45% | 17.82% | 24.98% | 26.32% | -0.21% |
Correlation
The correlation between MBLY and VOO is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2022 | 0.43 |
The correlation between MBLY and VOO has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.
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Return for Risk
MBLY vs. VOO — Risk / Return Rank
MBLY
VOO
MBLY vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mobileye Global Inc. Class A Common Stock (MBLY) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.36 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.31 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 2.43 | -3.09 |
| Martin ratioReturn relative to average drawdown | -1.08 | 10.60 | -11.68 |
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Drawdowns
MBLY vs. VOO - Drawdown Comparison
The maximum MBLY drawdown since its inception was -86.05%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MBLY and VOO.
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Drawdown Indicators
| MBLY | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.05% | -33.99% | -52.06% |
Max Drawdown (1Y)Largest decline over 1 year | -60.41% | -8.90% | -51.51% |
Max Drawdown (3Y)Largest decline over 3 years | -85.21% | -18.69% | -66.52% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -79.26% | -1.11% | -78.15% |
Average DrawdownAverage peak-to-trough decline | -48.00% | -3.68% | -44.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.44% | 2.04% | +34.40% |
Volatility
MBLY vs. VOO - Volatility Comparison
Mobileye Global Inc. Class A Common Stock (MBLY) has a higher volatility of 23.45% compared to Vanguard S&P 500 ETF (VOO) at 4.16%. This indicates that MBLY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MBLY | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.45% | 4.16% | +19.29% |
Volatility (6M)Calculated over the trailing 6-month period | 42.76% | 9.97% | +32.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.63% | 12.53% | +41.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.09% | 16.93% | +44.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.09% | 18.00% | +43.09% |
Dividends
MBLY vs. VOO - Dividend Comparison
MBLY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
MBLY and VOO have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MBLY has higher volatility (23.45%) compared to VOO (4.16%). In terms of maximum drawdown, MBLY dropped -86.05% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.73 vs -0.74), 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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