GFS vs. NVTS
GFS (GLOBALFOUNDRIES Inc.) and NVTS (Navitas Semiconductor Corporation) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 3 years, GFS returned 8.97%/yr vs 32.79%/yr for NVTS. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
GFS vs. NVTS - Performance Comparison
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Returns By Period
In the year-to-date period, GFS achieves a 133.05% return, which is significantly lower than NVTS's 227.59% return.
GFS
- 1D
- 0.79%
- 1M
- 14.57%
- YTD
- 133.05%
- 6M
- 110.12%
- 1Y
- 121.62%
- 3Y*
- 8.97%
- 5Y*
- —
- 10Y*
- —
NVTS
- 1D
- 5.31%
- 1M
- 9.71%
- YTD
- 227.59%
- 6M
- 172.29%
- 1Y
- 219.54%
- 3Y*
- 32.79%
- 5Y*
- 18.55%
- 10Y*
- —
GFS vs. NVTS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GFS GLOBALFOUNDRIES Inc. | 133.05% | -18.62% | -29.19% | 12.45% | -17.05% | 38.23% |
NVTS Navitas Semiconductor Corporation | 227.59% | 100.00% | -55.76% | 129.91% | -79.37% | 41.63% |
Correlation
The correlation between GFS and NVTS is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2021 | 0.53 |
The correlation between GFS and NVTS has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.
Fundamentals
GFS:
$1.39
NVTS:
-$0.84
GFS:
6.66
NVTS:
91.54
GFS:
$6.84B
NVTS:
$40.50M
GFS:
$1.81B
NVTS:
$7.44M
GFS:
$2.16B
NVTS:
-$83.31M
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Return for Risk
GFS vs. NVTS — Risk / Return Rank
GFS
NVTS
GFS vs. NVTS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GLOBALFOUNDRIES Inc. (GFS) and Navitas Semiconductor Corporation (NVTS). 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.
| GFS | NVTS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.29 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.79 | 3.45 | +1.34 |
| Martin ratioReturn relative to average drawdown | 9.21 | 5.68 | +3.53 |
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Drawdowns
GFS vs. NVTS - Drawdown Comparison
The maximum GFS drawdown since its inception was -61.53%, smaller than the maximum NVTS drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for GFS and NVTS.
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Drawdown Indicators
| GFS | NVTS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.53% | -92.04% | +30.51% |
Max Drawdown (1Y)Largest decline over 1 year | -24.10% | -58.25% | +34.15% |
Max Drawdown (3Y)Largest decline over 3 years | -55.40% | -85.18% | +29.78% |
Max Drawdown (5Y)Largest decline over 5 years | — | -92.04% | — |
Current DrawdownCurrent decline from peak | -9.54% | -26.42% | +16.88% |
Average DrawdownAverage peak-to-trough decline | -34.49% | -58.10% | +23.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.50% | 35.46% | -22.96% |
Volatility
GFS vs. NVTS - Volatility Comparison
The current volatility for GLOBALFOUNDRIES Inc. (GFS) is 26.45%, while Navitas Semiconductor Corporation (NVTS) has a volatility of 45.94%. This indicates that GFS experiences smaller price fluctuations and is considered to be less risky than NVTS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFS | NVTS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.45% | 45.94% | -19.49% |
Volatility (6M)Calculated over the trailing 6-month period | 45.29% | 93.23% | -47.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.03% | 125.36% | -71.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.19% | 121.82% | -70.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.19% | 117.54% | -66.35% |
Dividends
GFS vs. NVTS - Dividend Comparison
Neither GFS nor NVTS has paid dividends to shareholders.
Financials
GFS vs. NVTS - Financials Comparison
This section allows you to compare key financial metrics between GLOBALFOUNDRIES Inc. and Navitas Semiconductor Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GFS and NVTS have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVTS has higher volatility (45.94%) compared to GFS (26.45%). In terms of maximum drawdown, GFS dropped -61.53% vs NVTS's -92.04%.
GFS currently has the higher Sharpe Ratio (2.14 vs 1.60), 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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