PortfoliosLab logoPortfoliosLab logo
CHKP vs. TSEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CHKP vs. TSEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Check Point Software Technologies Ltd. (CHKP) and Tower Semiconductor Ltd (TSEM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CHKP achieves a -26.88% return, which is significantly lower than TSEM's 128.16% return. Over the past 10 years, CHKP has underperformed TSEM with an annualized return of 4.79%, while TSEM has yielded a comparatively higher 35.28% annualized return.


CHKP

1D
-3.13%
1M
16.06%
YTD
-26.88%
6M
-29.00%
1Y
-40.98%
3Y*
3.04%
5Y*
2.49%
10Y*
4.79%

TSEM

1D
-2.48%
1M
24.57%
YTD
128.16%
6M
130.94%
1Y
561.18%
3Y*
91.15%
5Y*
58.06%
10Y*
35.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHKP vs. TSEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHKP
Check Point Software Technologies Ltd.
-26.88%-0.61%22.19%21.11%8.24%-12.30%19.78%8.10%-0.94%22.69%
TSEM
Tower Semiconductor Ltd
128.16%127.96%68.77%-29.35%8.87%53.68%7.32%63.23%-56.75%79.09%

Correlation

The correlation between CHKP and TSEM is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1996

0.22

The correlation between CHKP and TSEM shifts across timeframes, from -0.02 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CHKP:

$14.40B

TSEM:

$30.63B

EPS

CHKP:

$9.74

TSEM:

$2.15

PE Ratio

CHKP:

13.93

TSEM:

124.36

PEG Ratio

CHKP:

1.07

TSEM:

4.38

PS Ratio

CHKP:

5.35

TSEM:

18.82

PB Ratio

CHKP:

5.12

TSEM:

10.30

Total Revenue (TTM)

CHKP:

$2.76B

TSEM:

$1.62B

Gross Profit (TTM)

CHKP:

$2.34B

TSEM:

$401.63M

EBITDA (TTM)

CHKP:

$965.90M

TSEM:

$571.93M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CHKP vs. TSEM — Risk / Return Rank

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

CHKP
CHKP Risk / Return Rank: 66
Overall Rank
CHKP Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CHKP Sortino Ratio Rank: 66
Sortino Ratio Rank
CHKP Omega Ratio Rank: 55
Omega Ratio Rank
CHKP Calmar Ratio Rank: 1111
Calmar Ratio Rank
CHKP Martin Ratio Rank: 44
Martin Ratio Rank

TSEM
TSEM Risk / Return Rank: 9999
Overall Rank
TSEM Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TSEM Sortino Ratio Rank: 9999
Sortino Ratio Rank
TSEM Omega Ratio Rank: 9898
Omega Ratio Rank
TSEM Calmar Ratio Rank: 9999
Calmar Ratio Rank
TSEM Martin Ratio Rank: 100100
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.

CHKP vs. TSEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Check Point Software Technologies Ltd. (CHKP) and Tower Semiconductor Ltd (TSEM). 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.


CHKPTSEMDifference
Sharpe ratioReturn per unit of total volatility

-9.52

Sortino ratioReturn per unit of downside risk

-7.39

Omega ratioGain probability vs. loss probability

0.79

1.77

-0.98

Calmar ratioReturn relative to maximum drawdown

-0.79

22.61

-23.40

Martin ratioReturn relative to average drawdown

-1.58

83.13

-84.71

CHKP vs. TSEM - Sharpe Ratio Comparison

The current CHKP Sharpe Ratio is -1.08, which is lower than the TSEM Sharpe Ratio of 8.44. The chart below compares the historical Sharpe Ratios of CHKP and TSEM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CHKPTSEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.08

8.44

-9.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

1.25

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.82

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.03

+0.23

Drawdowns

CHKP vs. TSEM - Drawdown Comparison

The maximum CHKP drawdown since its inception was -89.31%, smaller than the maximum TSEM drawdown of -99.75%. Use the drawdown chart below to compare losses from any high point for CHKP and TSEM.


Loading charts...

Drawdown Indicators


CHKPTSEMDifference

Max Drawdown

Largest peak-to-trough decline

-89.31%

-99.75%

+10.44%

Max Drawdown (1Y)

Largest decline over 1 year

-51.83%

-25.04%

-26.79%

Max Drawdown (3Y)

Largest decline over 3 years

-51.83%

-46.78%

-5.05%

Max Drawdown (5Y)

Largest decline over 5 years

-51.83%

-55.39%

+3.56%

Max Drawdown (10Y)

Largest decline over 10 years

-51.83%

-62.28%

+10.45%

Current Drawdown

Current decline from peak

-41.89%

-55.21%

+13.32%

Average Drawdown

Average peak-to-trough decline

-41.58%

-85.42%

+43.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.99%

6.80%

+19.19%

Volatility

CHKP vs. TSEM - Volatility Comparison

The current volatility for Check Point Software Technologies Ltd. (CHKP) is 9.61%, while Tower Semiconductor Ltd (TSEM) has a volatility of 29.90%. This indicates that CHKP experiences smaller price fluctuations and is considered to be less risky than TSEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CHKPTSEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.61%

29.90%

-20.29%

Volatility (6M)

Calculated over the trailing 6-month period

32.43%

53.71%

-21.28%

Volatility (1Y)

Calculated over the trailing 1-year period

37.93%

67.10%

-29.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.59%

46.78%

-19.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.04%

43.33%

-17.29%

Dividends

CHKP vs. TSEM - Dividend Comparison

Neither CHKP nor TSEM has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CHKP vs. TSEM - Financials Comparison

This section allows you to compare key financial metrics between Check Point Software Technologies Ltd. and Tower Semiconductor Ltd. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


300.00M400.00M500.00M600.00M700.00M20222023202420252026
668.40M
413.63M
(CHKP) Total Revenue
(TSEM) Total Revenue
Values in USD except per share items

CHKP vs. TSEM - Profitability Comparison

The chart below illustrates the profitability comparison between Check Point Software Technologies Ltd. and Tower Semiconductor Ltd over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
85.0%
26.8%
Portfolio components
CHKP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Check Point Software Technologies Ltd. reported a gross profit of 568.30M and revenue of 668.40M. Therefore, the gross margin over that period was 85.0%.

TSEM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tower Semiconductor Ltd reported a gross profit of 110.95M and revenue of 413.63M. Therefore, the gross margin over that period was 26.8%.

CHKP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Check Point Software Technologies Ltd. reported an operating income of 185.10M and revenue of 668.40M, resulting in an operating margin of 27.7%.

TSEM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tower Semiconductor Ltd reported an operating income of 64.57M and revenue of 413.63M, resulting in an operating margin of 15.6%.

CHKP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Check Point Software Technologies Ltd. reported a net income of 191.60M and revenue of 668.40M, resulting in a net margin of 28.7%.

TSEM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tower Semiconductor Ltd reported a net income of 65.03M and revenue of 413.63M, resulting in a net margin of 15.7%.


Frequently Asked Questions


CHKP and TSEM have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSEM has higher volatility (29.90%) compared to CHKP (9.61%). In terms of maximum drawdown, CHKP dropped -89.31% vs TSEM's -99.75%.

TSEM currently has the higher Sharpe Ratio (8.44 vs -1.08), 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.

Portfolio Optimizer

Find the right allocation for CHKP and TSEM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer