TEVA vs. MBLY

Last updated Jun 9, 2026

TEVA (Teva Pharmaceutical Industries Limited) and MBLY (Mobileye Global Inc. Class A Common Stock) are both stocks. TEVA operates in Drug Manufacturers - Specialty & Generic (Healthcare), while MBLY operates in Auto Parts (Consumer Cyclical). Over the past 3 years, TEVA returned 65.55%/yr vs -38.56%/yr for MBLY. At a 0.18 correlation, their price movements are largely independent.

Performance

TEVA vs. MBLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teva Pharmaceutical Industries Limited (TEVA) 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, TEVA achieves a 6.57% return, which is significantly higher than MBLY's -7.18% return.

TEVA

• 1D: -2.72%
• 1M: -6.91%
• YTD: 6.57%
• 6M: 17.40%
• 1Y: 87.17%
• 3Y*: 65.55%
• 5Y*: 25.39%
• 10Y*: -4.15%

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)

TEVA vs. MBLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TEVA Teva Pharmaceutical Industries Limited	6.57%	41.61%	111.11%	14.47%	4.71%
MBLY Mobileye Global Inc. Class A Common Stock	-7.18%	-47.59%	-54.02%	23.56%	21.02%

Correlation

The correlation between TEVA and MBLY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (All Time) Calculated using the full available price history since Oct 27, 2022	0.18

Fundamentals

Market Cap TEVA : $39.21B MBLY : $7.92B
EPS TEVA : $1.34 MBLY : -$5.07
PS Ratio TEVA : 2.24 MBLY : 3.90
PB Ratio TEVA : 4.76 MBLY : 0.97
Total Revenue (TTM) TEVA : $17.35B MBLY : $2.01B
Gross Profit (TTM) TEVA : $9.03B MBLY : $972.00M
EBITDA (TTM) TEVA : $3.05B MBLY : -$3.79B

Return for Risk

TEVA vs. MBLY — Risk / Return Rank

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

TEVA

TEVA Risk / Return Rank: 90
TEVA Sharpe Ratio Rank: 91
TEVA Sortino Ratio Rank: 92
TEVA Omega Ratio Rank: 91
TEVA Calmar Ratio Rank: 89
TEVA Martin Ratio Rank: 89

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.

TEVA vs. MBLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teva Pharmaceutical Industries Limited (TEVA) 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.

	TEVA	MBLY	Difference
Sharpe ratio: Return per unit of total volatility	2.25	-0.82	+3.07
Sortino ratio: Return per unit of downside risk	3.42	-1.15	+4.57
Omega ratio: Gain probability vs. loss probability	1.43	0.87	+0.56
Calmar ratio: Return relative to maximum drawdown	4.02	-0.65	+4.67
Martin ratio: Return relative to average drawdown	10.94	-1.04	+11.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TEVA vs. MBLY - Sharpe Ratio Comparison

The current TEVA Sharpe Ratio is 2.25, which is higher than the MBLY Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of TEVA 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

	TEVA	MBLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	-0.82	+3.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	-0.44	+0.75

Drawdowns

TEVA vs. MBLY - Drawdown Comparison

The maximum TEVA drawdown since its inception was -90.89%, which is greater than MBLY's maximum drawdown of -86.05%. Use the drawdown chart below to compare losses from any high point for TEVA and MBLY.

Drawdown Indicators

	TEVA	MBLY	Difference
Max Drawdown Largest peak-to-trough decline	-90.89%	-86.05%	-4.84%
Max Drawdown (1Y) Largest decline over 1 year	-21.79%	-65.62%	+43.83%
Max Drawdown (3Y) Largest decline over 3 years	-43.70%	-85.21%	+41.51%
Max Drawdown (5Y) Largest decline over 5 years	-43.70%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-88.41%	—	—
Current Drawdown Current decline from peak	-50.84%	-79.39%	+28.55%
Average Drawdown Average peak-to-trough decline	-32.00%	-47.22%	+15.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.00%	40.92%	-32.92%

Volatility

TEVA vs. MBLY - Volatility Comparison

The current volatility for Teva Pharmaceutical Industries Limited (TEVA) is 9.18%, while Mobileye Global Inc. Class A Common Stock (MBLY) has a volatility of 21.03%. This indicates that TEVA experiences smaller price fluctuations and is considered to be less risky than MBLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TEVA	MBLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.18%	21.03%	-11.85%
Volatility (6M) Calculated over the trailing 6-month period	23.54%	39.23%	-15.69%
Volatility (1Y) Calculated over the trailing 1-year period	38.97%	52.10%	-13.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.94%	60.41%	-17.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.34%	60.41%	-13.07%

Dividends

TEVA vs. MBLY - Dividend Comparison

Neither TEVA nor MBLY has paid dividends to shareholders.

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%
TEVA Teva Pharmaceutical Industries Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	3.88%	3.19%	1.77%

Financials

Frequently Asked Questions

Can I hold both TEVA and MBLY in my portfolio?

TEVA and MBLY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TEVA or MBLY?

MBLY has higher volatility (21.03%) compared to TEVA (9.18%). In terms of maximum drawdown, TEVA dropped -90.89% vs MBLY's -86.05%.

Which has better risk-adjusted returns?

TEVA currently has the higher Sharpe Ratio (2.25 vs -0.82), 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.