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COHR vs. TSEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

COHR vs. TSEM - Performance Comparison

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

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Returns By Period

In the year-to-date period, COHR achieves a 108.61% return, which is significantly lower than TSEM's 123.91% return. Both investments have delivered pretty close results over the past 10 years, with COHR having a 34.35% annualized return and TSEM not far ahead at 35.70%.


COHR

1D
5.90%
1M
-4.63%
YTD
108.61%
6M
115.90%
1Y
375.64%
3Y*
107.95%
5Y*
40.59%
10Y*
34.35%

TSEM

1D
1.77%
1M
-2.90%
YTD
123.91%
6M
121.05%
1Y
553.70%
3Y*
86.93%
5Y*
56.98%
10Y*
35.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COHR vs. TSEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COHR
Coherent, Inc.
108.61%94.84%117.62%24.02%-48.63%-10.04%125.60%3.73%-30.86%58.35%
TSEM
Tower Semiconductor Ltd
123.91%127.96%68.77%-29.35%8.87%53.68%7.32%63.23%-56.75%79.09%

Correlation

The correlation between COHR and TSEM is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.53

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

0.52

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

0.51

Correlation (All Time)
Calculated using the full available price history since Oct 26, 1994

0.25

Over the past year, COHR and TSEM have become more correlated (0.60) than their long-term average of 0.25, meaning their price movements have been converging.

Fundamentals

EPS

COHR:

$1.64K

TSEM:

$2.15

PE Ratio

COHR:

0.23

TSEM:

122.04

PEG Ratio

COHR:

0.04

TSEM:

4.30

PS Ratio

COHR:

0.02

TSEM:

18.47

Total Revenue (TTM)

COHR:

$1.81T

TSEM:

$1.62B

Gross Profit (TTM)

COHR:

$1.76B

TSEM:

$401.63M

EBITDA (TTM)

COHR:

$960.76M

TSEM:

$571.93M

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Return for Risk

COHR vs. TSEM — Risk / Return Rank

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

COHR
COHR Risk / Return Rank: 9797
Overall Rank
COHR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
COHR Sortino Ratio Rank: 9595
Sortino Ratio Rank
COHR Omega Ratio Rank: 9595
Omega Ratio Rank
COHR Calmar Ratio Rank: 9999
Calmar Ratio Rank
COHR Martin Ratio Rank: 9999
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.

COHR vs. TSEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coherent, Inc. (COHR) 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.

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.


COHRTSEMDifference
Sharpe ratioReturn per unit of total volatility

-2.99

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.54

1.74

-0.20

Calmar ratioReturn relative to maximum drawdown

14.28

22.31

-8.03

Martin ratioReturn relative to average drawdown

39.14

77.52

-38.38

COHR vs. TSEM - Sharpe Ratio Comparison

The current COHR Sharpe Ratio is 5.14, which is lower than the TSEM Sharpe Ratio of 8.13. The chart below compares the historical Sharpe Ratios of COHR 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.


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Drawdowns

COHR vs. TSEM - Drawdown Comparison

The maximum COHR drawdown since its inception was -80.89%, smaller than the maximum TSEM drawdown of -99.75%. Use the drawdown chart below to compare losses from any high point for COHR and TSEM.


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Drawdown Indicators


COHRTSEMDifference

Max Drawdown

Largest peak-to-trough decline

-80.89%

-99.75%

+18.86%

Max Drawdown (1Y)

Largest decline over 1 year

-26.52%

-25.04%

-1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-54.85%

-46.78%

-8.07%

Max Drawdown (5Y)

Largest decline over 5 years

-62.87%

-55.39%

-7.48%

Max Drawdown (10Y)

Largest decline over 10 years

-72.22%

-62.28%

-9.94%

Current Drawdown

Current decline from peak

-9.81%

-56.05%

+46.24%

Average Drawdown

Average peak-to-trough decline

-35.02%

-85.38%

+50.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.66%

7.20%

+2.46%

Volatility

COHR vs. TSEM - Volatility Comparison

Coherent, Inc. (COHR) has a higher volatility of 27.87% compared to Tower Semiconductor Ltd (TSEM) at 25.08%. This indicates that COHR's price experiences larger fluctuations and is considered to be riskier than TSEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COHRTSEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.87%

25.08%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

57.45%

55.81%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

73.72%

68.83%

+4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.62%

47.30%

+14.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.55%

43.61%

+12.94%

Dividends

COHR vs. TSEM - Dividend Comparison

Neither COHR nor TSEM has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

COHR vs. TSEM - Financials Comparison

This section allows you to compare key financial metrics between Coherent, Inc. 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


0.00500.00B1.00T1.50T2.00T20222023202420252026
1.81T
413.63M
(COHR) Total Revenue
(TSEM) Total Revenue
Values in USD except per share items

COHR vs. TSEM - Profitability Comparison

The chart below illustrates the profitability comparison between Coherent, Inc. 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

0.0%10.0%20.0%30.0%40.0%202220232024202520260
26.8%
Portfolio components
COHR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported a gross profit of 0.00 and revenue of 1.81T. Therefore, the gross margin over that period was 0.0%.

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%.

COHR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported an operating income of 0.00 and revenue of 1.81T, resulting in an operating margin of 0.0%.

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%.

COHR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported a net income of 191.40B and revenue of 1.81T, resulting in a net margin of 10.6%.

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


COHR and TSEM have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COHR has higher volatility (27.87%) compared to TSEM (25.08%). In terms of maximum drawdown, COHR dropped -80.89% vs TSEM's -99.75%.

TSEM currently has the higher Sharpe Ratio (8.13 vs 5.14), 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 COHR and TSEM

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