MBLY vs. XAR

Last updated Aug 1, 2026

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 -40.80%/yr vs 29.11%/yr for XAR. Their 0.30 correlation means their historical movements had little consistent relationship.

Performance

MBLY vs. XAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mobileye Global Inc. Class A Common Stock (MBLY) and SPDR S&P Aerospace & Defense ETF (XAR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MBLY achieves a -23.95% return, which is significantly lower than XAR's 9.86% 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%

XAR

• 1D: 0.77%
• 1M: -7.89%
• 6M: -2.90%
• YTD: 9.86%
• 1Y: 24.03%
• 3Y*: 29.11%
• 5Y*: 16.36%
• 10Y*: 17.38%
• ALL TIME*: 18.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
MBLY Mobileye Global Inc. Class A Common Stock	$80.94M	$73.34M	$64.39M
XAR SPDR S&P Aerospace & Defense ETF	$64.82M	$59.56M	$61.10M

MBLY vs. XAR - 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%
XAR SPDR S&P Aerospace & Defense ETF	9.86%	46.15%	23.32%	23.79%	6.36%

Correlation

The correlation between MBLY and XAR is 0.36, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.36
Correlation (3Y) Balances recent behavior with more history.	0.31
Correlation (All Time) Calculated using the full available price history since Oct 26, 2022	0.30

Return for Risk

MBLY vs. XAR — Risk / Return Rank

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

MBLY

MBLY Risk / Return Rank: 12
MBLY Sharpe Ratio Rank: 10
MBLY Sortino Ratio Rank: 12
MBLY Omega Ratio Rank: 13
MBLY Calmar Ratio Rank: 14
MBLY Martin Ratio Rank: 12

XAR

XAR Risk / Return Rank: 34
XAR Sharpe Ratio Rank: 32
XAR Sortino Ratio Rank: 34
XAR Omega Ratio Rank: 31
XAR Calmar Ratio Rank: 38
XAR Martin Ratio Rank: 35

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. 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 ratio: Return per unit of total volatility	-0.79	0.79	-1.58
Sortino ratio: Return per unit of downside risk	-1.06	1.29	-2.35
Omega ratio: Gain probability vs. loss probability	0.88	1.15	-0.27
Calmar ratio: Return relative to maximum drawdown	-0.77	1.33	-2.09
Martin ratio: Return relative to average drawdown	-1.29	3.45	-4.73

MBLY vs. XAR - Sharpe Ratio Comparison

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

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.

Drawdown Indicators

	MBLY	XAR	Difference
Max Drawdown Largest peak-to-trough decline	-86.05%	-46.37%	-39.68%
Max Drawdown (1Y) Largest decline over 1 year	-57.79%	-17.22%	-40.57%
Max Drawdown (3Y) Largest decline over 3 years	-85.08%	-19.73%	-65.35%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.55%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-46.37%	—
Current Drawdown Current decline from peak	-83.11%	-9.47%	-73.64%
Average Drawdown Average peak-to-trough decline	-48.50%	-6.78%	-41.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	34.46%	6.61%	+27.85%

Volatility

MBLY vs. XAR - Volatility Comparison

Mobileye Global Inc. Class A Common Stock (MBLY) has a higher volatility of 23.84% compared to SPDR S&P Aerospace & Defense ETF (XAR) at 8.97%. 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.

Volatility by Period

	MBLY	XAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.84%	8.97%	+14.87%
Volatility (6M) Calculated over the trailing 6-month period	45.83%	23.17%	+22.66%
Volatility (1Y) Calculated over the trailing 1-year period	56.56%	28.75%	+27.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	61.59%	23.84%	+37.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.59%	24.85%	+36.74%

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

Can I hold both MBLY and XAR in my portfolio?

MBLY and XAR have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MBLY or XAR?

MBLY has higher volatility (23.84%) compared to XAR (8.97%). In terms of maximum drawdown, MBLY dropped -86.05% vs XAR's -46.37%.

Which has better risk-adjusted returns?

XAR currently has the higher Sharpe Ratio (0.79 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.