GFS vs. ROHCY

Last updated Jun 9, 2026

GFS (GLOBALFOUNDRIES Inc.) and ROHCY (Rohm Co Ltd ADR) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 3 years, GFS returned 9.16%/yr vs 13.45%/yr for ROHCY. At a 0.31 correlation, their price movements are largely independent.

Performance

GFS vs. ROHCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GLOBALFOUNDRIES Inc. (GFS) and Rohm Co Ltd ADR (ROHCY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with GFS having a 121.39% return and ROHCY slightly higher at 125.34%.

GFS

• 1D: 2.36%
• 1M: 4.30%
• YTD: 121.39%
• 6M: 93.66%
• 1Y: 104.90%
• 3Y*: 9.16%
• 5Y*: —
• 10Y*: —

ROHCY

• 1D: 1.26%
• 1M: 27.94%
• YTD: 125.34%
• 6M: 127.50%
• 1Y: 182.32%
• 3Y*: 13.45%
• 5Y*: 6.81%
• 10Y*: 12.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GFS vs. ROHCY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GFS GLOBALFOUNDRIES Inc.	121.39%	-18.62%	-29.19%	12.45%	-17.05%	40.02%
ROHCY Rohm Co Ltd ADR	125.34%	56.57%	-49.11%	3.36%	-20.60%	-3.45%

Correlation

The correlation between GFS and ROHCY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (All Time) Calculated using the full available price history since Oct 29, 2021	0.31

The correlation between GFS and ROHCY shifts across timeframes, from 0.17 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap GFS : $43.37B ROHCY : $12.39B
EPS GFS : $1.39 ROHCY : -$370.50
PS Ratio GFS : 6.32 ROHCY : 0.03
PB Ratio GFS : 3.71 ROHCY : 0.02
Total Revenue (TTM) GFS : $6.84B ROHCY : $485.46B
Gross Profit (TTM) GFS : $1.81B ROHCY : $116.26B
EBITDA (TTM) GFS : $2.16B ROHCY : $57.21B

Return for Risk

GFS vs. ROHCY — Risk / Return Rank

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

GFS

GFS Risk / Return Rank: 87
GFS Sharpe Ratio Rank: 88
GFS Sortino Ratio Rank: 86
GFS Omega Ratio Rank: 84
GFS Calmar Ratio Rank: 90
GFS Martin Ratio Rank: 85

ROHCY

ROHCY Risk / Return Rank: 96
ROHCY Sharpe Ratio Rank: 96
ROHCY Sortino Ratio Rank: 95
ROHCY Omega Ratio Rank: 95
ROHCY Calmar Ratio Rank: 96
ROHCY Martin Ratio Rank: 96

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.

GFS vs. ROHCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GLOBALFOUNDRIES Inc. (GFS) and Rohm Co Ltd ADR (ROHCY). 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.

	GFS	ROHCY	Difference
Sharpe ratio: Return per unit of total volatility	1.97	3.11	-1.14
Sortino ratio: Return per unit of downside risk	2.71	3.88	-1.16
Omega ratio: Gain probability vs. loss probability	1.33	1.57	-0.24
Calmar ratio: Return relative to maximum drawdown	4.38	7.96	-3.58
Martin ratio: Return relative to average drawdown	8.48	22.36	-13.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GFS vs. ROHCY - Sharpe Ratio Comparison

The current GFS Sharpe Ratio is 1.97, which is lower than the ROHCY Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of GFS and ROHCY, 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

	GFS	ROHCY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.97	3.11	-1.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.16	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.30	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.16	+0.07

Drawdowns

GFS vs. ROHCY - Drawdown Comparison

The maximum GFS drawdown since its inception was -61.53%, smaller than the maximum ROHCY drawdown of -73.15%. Use the drawdown chart below to compare losses from any high point for GFS and ROHCY.

Drawdown Indicators

	GFS	ROHCY	Difference
Max Drawdown Largest peak-to-trough decline	-61.53%	-73.15%	+11.62%
Max Drawdown (1Y) Largest decline over 1 year	-24.10%	-23.05%	-1.05%
Max Drawdown (3Y) Largest decline over 3 years	-55.40%	-68.72%	+13.32%
Max Drawdown (5Y) Largest decline over 5 years	—	-70.45%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-73.15%	—
Current Drawdown Current decline from peak	-14.06%	-6.41%	-7.65%
Average Drawdown Average peak-to-trough decline	-34.60%	-31.60%	-3.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.41%	8.19%	+4.22%

Volatility

GFS vs. ROHCY - Volatility Comparison

The current volatility for GLOBALFOUNDRIES Inc. (GFS) is 26.13%, while Rohm Co Ltd ADR (ROHCY) has a volatility of 30.41%. This indicates that GFS experiences smaller price fluctuations and is considered to be less risky than ROHCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GFS	ROHCY	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.13%	30.41%	-4.28%
Volatility (6M) Calculated over the trailing 6-month period	44.75%	47.63%	-2.88%
Volatility (1Y) Calculated over the trailing 1-year period	53.66%	59.06%	-5.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.15%	43.78%	+7.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.15%	41.23%	+9.92%

Dividends

GFS vs. ROHCY - Dividend Comparison

Neither GFS nor ROHCY has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
GFS GLOBALFOUNDRIES Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ROHCY Rohm Co Ltd ADR	0.00%	1.21%	1.80%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.87%

Financials

Frequently Asked Questions

Can I hold both GFS and ROHCY in my portfolio?

GFS and ROHCY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GFS or ROHCY?

ROHCY has higher volatility (30.41%) compared to GFS (26.13%). In terms of maximum drawdown, GFS dropped -61.53% vs ROHCY's -73.15%.

Which has better risk-adjusted returns?

ROHCY currently has the higher Sharpe Ratio (3.11 vs 1.97), 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.