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XAR vs. MBLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAR vs. MBLY - Performance Comparison

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

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Returns By Period

In the year-to-date period, XAR achieves a 9.58% return, which is significantly higher than MBLY's -6.61% return.


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

1D
2.09%
1M
4.39%
6M
-14.77%
YTD
-6.61%
1Y
-39.48%
3Y*
-38.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAR vs. MBLY - Yearly Performance Comparison


2026 (YTD)2025202420232022
XAR
SPDR S&P Aerospace & Defense ETF
9.58%46.15%23.32%23.79%6.36%
MBLY
Mobileye Global Inc. Class A Common Stock
-6.61%-47.59%-54.02%23.56%31.26%

Correlation

The correlation between XAR and MBLY 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

XAR vs. MBLY — Risk / Return Rank

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

XAR
XAR Risk / Return Rank: 3232
Overall Rank
XAR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XAR Sortino Ratio Rank: 3232
Sortino Ratio Rank
XAR Omega Ratio Rank: 2828
Omega Ratio Rank
XAR Calmar Ratio Rank: 3636
Calmar Ratio Rank
XAR Martin Ratio Rank: 3434
Martin Ratio Rank

MBLY
MBLY Risk / Return Rank: 1616
Overall Rank
MBLY Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MBLY Sortino Ratio Rank: 1313
Sortino Ratio Rank
MBLY Omega Ratio Rank: 1515
Omega Ratio Rank
MBLY Calmar Ratio Rank: 2020
Calmar Ratio Rank
MBLY Martin Ratio Rank: 2121
Martin Ratio Rank
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.

XAR vs. MBLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Aerospace & Defense ETF (XAR) 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.

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.


XARMBLYDifference
Sharpe ratioReturn per unit of total volatility

+1.63

Sortino ratioReturn per unit of downside risk

+2.41

Omega ratioGain probability vs. loss probability

1.16

0.89

+0.27

Calmar ratioReturn relative to maximum drawdown

1.46

-0.66

+2.11

Martin ratioReturn relative to average drawdown

3.99

-1.08

+5.07

XAR vs. MBLY - Sharpe Ratio Comparison

The current XAR Sharpe Ratio is 0.89, which is higher than the MBLY Sharpe Ratio of -0.74. The chart below compares the historical Sharpe Ratios of XAR 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.


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Drawdowns

XAR vs. MBLY - Drawdown Comparison

The maximum XAR drawdown since its inception was -46.37%, smaller than the maximum MBLY drawdown of -86.05%. Use the drawdown chart below to compare losses from any high point for XAR and MBLY.


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Drawdown Indicators


XARMBLYDifference

Max Drawdown

Largest peak-to-trough decline

-46.37%

-86.05%

+39.68%

Max Drawdown (1Y)

Largest decline over 1 year

-17.22%

-60.41%

+43.19%

Max Drawdown (3Y)

Largest decline over 3 years

-19.73%

-85.21%

+65.48%

Max Drawdown (5Y)

Largest decline over 5 years

-28.29%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

Current Drawdown

Current decline from peak

-9.70%

-79.26%

+69.56%

Average Drawdown

Average peak-to-trough decline

-6.77%

-48.00%

+41.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.29%

36.44%

-30.15%

Volatility

XAR vs. MBLY - Volatility Comparison

The current volatility for SPDR S&P Aerospace & Defense ETF (XAR) is 9.61%, while Mobileye Global Inc. Class A Common Stock (MBLY) has a volatility of 23.45%. This indicates that XAR 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.


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Volatility by Period


XARMBLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.61%

23.45%

-13.84%

Volatility (6M)

Calculated over the trailing 6-month period

22.77%

42.76%

-19.99%

Volatility (1Y)

Calculated over the trailing 1-year period

28.33%

53.63%

-25.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.77%

61.09%

-37.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.76%

61.09%

-36.33%

Dividends

XAR vs. MBLY - Dividend Comparison

XAR's dividend yield for the trailing twelve months is around 0.31%, while MBLY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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


XAR and MBLY 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, XAR dropped -46.37% vs MBLY's -86.05%.

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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