MNDY vs. MBLY

Last updated Jun 9, 2026

MNDY (monday.com Ltd.) and MBLY (Mobileye Global Inc. Class A Common Stock) are both stocks. MNDY operates in Software - Application (Technology), while MBLY operates in Auto Parts (Consumer Cyclical). Over the past 3 years, MNDY returned -21.74%/yr vs -38.56%/yr for MBLY. At a 0.33 correlation, their price movements are largely independent.

Performance

MNDY vs. MBLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in monday.com Ltd. (MNDY) and Mobileye Global Inc. Class A Common Stock (MBLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MNDY achieves a -43.24% return, which is significantly lower than MBLY's -7.18% return.

MNDY

• 1D: -2.31%
• 1M: 16.22%
• YTD: -43.24%
• 6M: -48.29%
• 1Y: -72.56%
• 3Y*: -21.74%
• 5Y*: —
• 10Y*: —

MBLY

• 1D: 2.32%
• 1M: 5.44%
• YTD: -7.18%
• 6M: -14.32%
• 1Y: -42.59%
• 3Y*: -38.56%
• 5Y*: —
• 10Y*: —

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

MNDY vs. MBLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
MNDY monday.com Ltd.	-43.24%	-37.33%	25.36%	53.94%	15.62%
MBLY Mobileye Global Inc. Class A Common Stock	-7.18%	-47.59%	-54.02%	23.56%	21.02%

Correlation

The correlation between MNDY and MBLY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (All Time) Calculated using the full available price history since Oct 27, 2022	0.33

The correlation between MNDY and MBLY shifts across timeframes, from 0.22 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap MNDY : $4.09B MBLY : $7.92B
EPS MNDY : $2.29 MBLY : -$5.07
PS Ratio MNDY : 3.35 MBLY : 3.90
PB Ratio MNDY : 5.39 MBLY : 0.97
Total Revenue (TTM) MNDY : $1.30B MBLY : $2.01B
Gross Profit (TTM) MNDY : $1.16B MBLY : $972.00M
EBITDA (TTM) MNDY : $62.24M MBLY : -$3.79B

Return for Risk

MNDY vs. MBLY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MNDY

MNDY Risk / Return Rank: 5
MNDY Sharpe Ratio Rank: 3
MNDY Sortino Ratio Rank: 3
MNDY Omega Ratio Rank: 2
MNDY Calmar Ratio Rank: 7
MNDY Martin Ratio Rank: 11

MBLY

MBLY Risk / Return Rank: 14
MBLY Sharpe Ratio Rank: 9
MBLY Sortino Ratio Rank: 10
MBLY Omega Ratio Rank: 12
MBLY Calmar Ratio Rank: 19
MBLY Martin Ratio Rank: 21

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MNDY vs. MBLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for monday.com Ltd. (MNDY) and Mobileye Global Inc. Class A Common Stock (MBLY). 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.

	MNDY	MBLY	Difference
Sharpe ratio: Return per unit of total volatility	-1.11	-0.82	-0.29
Sortino ratio: Return per unit of downside risk	-1.96	-1.15	-0.81
Omega ratio: Gain probability vs. loss probability	0.74	0.87	-0.14
Calmar ratio: Return relative to maximum drawdown	-0.89	-0.65	-0.24
Martin ratio: Return relative to average drawdown	-1.30	-1.04	-0.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MNDY vs. MBLY - Sharpe Ratio Comparison

The current MNDY Sharpe Ratio is -1.11, which is lower than the MBLY Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of MNDY and MBLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MNDY	MBLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.11	-0.82	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	-0.20	-0.44	+0.24

Drawdowns

MNDY vs. MBLY - Drawdown Comparison

The maximum MNDY drawdown since its inception was -86.78%, roughly equal to the maximum MBLY drawdown of -86.05%. Use the drawdown chart below to compare losses from any high point for MNDY and MBLY.

Drawdown Indicators

	MNDY	MBLY	Difference
Max Drawdown Largest peak-to-trough decline	-86.78%	-86.05%	-0.73%
Max Drawdown (1Y) Largest decline over 1 year	-81.30%	-65.62%	-15.68%
Max Drawdown (3Y) Largest decline over 3 years	-82.07%	-85.21%	+3.14%
Current Drawdown Current decline from peak	-81.16%	-79.39%	-1.77%
Average Drawdown Average peak-to-trough decline	-54.25%	-47.22%	-7.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	55.62%	40.92%	+14.70%

Volatility

MNDY vs. MBLY - Volatility Comparison

monday.com Ltd. (MNDY) has a higher volatility of 24.66% compared to Mobileye Global Inc. Class A Common Stock (MBLY) at 21.03%. This indicates that MNDY's price experiences larger fluctuations and is considered to be riskier than MBLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MNDY	MBLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.66%	21.03%	+3.63%
Volatility (6M) Calculated over the trailing 6-month period	49.21%	39.23%	+9.98%
Volatility (1Y) Calculated over the trailing 1-year period	65.57%	52.10%	+13.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	71.95%	60.41%	+11.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.95%	60.41%	+11.54%

Dividends

MNDY vs. MBLY - Dividend Comparison

Neither MNDY nor MBLY has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both MNDY and MBLY in my portfolio?

MNDY and MBLY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MNDY or MBLY?

MNDY has higher volatility (24.66%) compared to MBLY (21.03%). In terms of maximum drawdown, MNDY dropped -86.78% vs MBLY's -86.05%.

Which has better risk-adjusted returns?

MBLY currently has the higher Sharpe Ratio (-0.82 vs -1.11), 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.