MBLY vs. XAR
MBLY (Mobileye Global Inc. Class A Common Stock) is a stock, while XAR (SPDR S&P Aerospace & Defense ETF) is Aerospace & Defense fund tracking the S&P Aerospace & Defense Select Industry Index. Over the past 3 years, MBLY returned -38.55%/yr vs 30.39%/yr for XAR. At a 0.31 correlation, their price movements are largely independent.
Performance
MBLY vs. XAR - 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 XAR's 9.58% return.
MBLY
- 1D
- 2.09%
- 1M
- 4.39%
- 6M
- -14.77%
- YTD
- -6.61%
- 1Y
- -39.48%
- 3Y*
- -38.55%
- 5Y*
- —
- 10Y*
- —
XAR
- 1D
- -2.68%
- 1M
- -5.62%
- 6M
- -5.89%
- YTD
- 9.58%
- 1Y
- 25.01%
- 3Y*
- 30.39%
- 5Y*
- 16.41%
- 10Y*
- 17.38%
MBLY vs. XAR - 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% |
XAR SPDR S&P Aerospace & Defense ETF | 9.58% | 46.15% | 23.32% | 23.79% | 6.36% |
Correlation
The correlation between MBLY and XAR is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2022 | 0.31 |
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Return for Risk
MBLY vs. XAR — Risk / Return Rank
MBLY
XAR
MBLY vs. XAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mobileye Global Inc. Class A Common Stock (MBLY) and SPDR S&P Aerospace & Defense ETF (XAR). 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 | XAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.41 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.16 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 1.46 | -2.11 |
| Martin ratioReturn relative to average drawdown | -1.08 | 3.99 | -5.07 |
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Drawdowns
MBLY vs. XAR - Drawdown Comparison
The maximum MBLY drawdown since its inception was -86.05%, which is greater than XAR's maximum drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for MBLY and XAR.
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Drawdown Indicators
| MBLY | XAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.05% | -46.37% | -39.68% |
Max Drawdown (1Y)Largest decline over 1 year | -60.41% | -17.22% | -43.19% |
Max Drawdown (3Y)Largest decline over 3 years | -85.21% | -19.73% | -65.48% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.37% | — |
Current DrawdownCurrent decline from peak | -79.26% | -9.70% | -69.56% |
Average DrawdownAverage peak-to-trough decline | -48.00% | -6.77% | -41.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 36.44% | 6.29% | +30.15% |
Volatility
MBLY vs. XAR - Volatility Comparison
Mobileye Global Inc. Class A Common Stock (MBLY) has a higher volatility of 23.45% compared to SPDR S&P Aerospace & Defense ETF (XAR) at 9.61%. This indicates that MBLY's price experiences larger fluctuations and is considered to be riskier than XAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MBLY | XAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.45% | 9.61% | +13.84% |
Volatility (6M)Calculated over the trailing 6-month period | 42.76% | 22.77% | +19.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.63% | 28.33% | +25.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.09% | 23.77% | +37.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.09% | 24.76% | +36.33% |
Dividends
MBLY vs. XAR - Dividend Comparison
MBLY has not paid dividends to shareholders, while XAR's dividend yield for the trailing twelve months is around 0.31%.
| 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% |
XAR SPDR S&P Aerospace & Defense ETF | 0.31% | 0.40% | 0.66% | 0.54% | 0.50% | 0.83% | 0.63% | 0.75% | 1.19% | 0.76% | 1.09% | 2.31% |
Frequently Asked Questions
MBLY and XAR have a correlation of 0.37, 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 XAR (9.61%). In terms of maximum drawdown, MBLY dropped -86.05% vs XAR's -46.37%.
XAR currently has the higher Sharpe Ratio (0.89 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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