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GFS vs. S
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
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GFS vs. S

Last updated May 5, 2025

Compare and contrast key facts about GLOBALFOUNDRIES Inc. (GFS) and SentinelOne, Inc. (S).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GFS or S.

Correlation

The correlation between GFS and S is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

-0.50.00.51.0
Correlation: 0.6

Performance

GFS vs. S - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GLOBALFOUNDRIES Inc. (GFS) and SentinelOne, Inc. (S). The values are adjusted to include any dividend payments, if applicable.
-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-21.55%
-70.50%
GFS
S

Key characteristics

Sharpe Ratio

GFS:

-0.50

S:

-0.22

Sortino Ratio

GFS:

-0.50

S:

0.02

Omega Ratio

GFS:

0.94

S:

1.00

Calmar Ratio

GFS:

-0.42

S:

-0.14

Martin Ratio

GFS:

-0.94

S:

-0.56

Ulcer Index

GFS:

27.13%

S:

19.18%

Daily Std Dev

GFS:

51.36%

S:

48.90%

Max Drawdown

GFS:

-61.53%

S:

-83.26%

Current Drawdown

GFS:

-53.89%

S:

-75.26%

Fundamentals

Market Cap

GFS:

$20.13B

S:

$6.22B

EPS

GFS:

-$0.48

S:

-$0.92

PS Ratio

GFS:

2.98

S:

7.58

PB Ratio

GFS:

1.87

S:

3.73

Total Revenue (TTM)

GFS:

$5.20B

S:

$635.11M

Gross Profit (TTM)

GFS:

$1.26B

S:

$474.14M

EBITDA (TTM)

GFS:

$842.00M

S:

-$180.80M

Returns By Period

The year-to-date returns for both investments are quite close, with GFS having a -15.17% return and S slightly higher at -14.95%.

GFS

YTD

-15.17%

1M

15.41%

6M

-0.63%

1Y

-26.12%

5Y*

N/A

10Y*

N/A

S

YTD

-14.95%

1M

11.65%

6M

-27.41%

1Y

-11.15%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GFS vs. S — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GFS
The Risk-Adjusted Performance Rank of GFS is 2525
Overall Rank
The Sharpe Ratio Rank of GFS is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of GFS is 2222
Sortino Ratio Rank
The Omega Ratio Rank of GFS is 2424
Omega Ratio Rank
The Calmar Ratio Rank of GFS is 2424
Calmar Ratio Rank
The Martin Ratio Rank of GFS is 2929
Martin Ratio Rank
S
The Risk-Adjusted Performance Rank of S is 3838
Overall Rank
The Sharpe Ratio Rank of S is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of S is 3636
Sortino Ratio Rank
The Omega Ratio Rank of S is 3636
Omega Ratio Rank
The Calmar Ratio Rank of S is 4242
Calmar Ratio Rank
The Martin Ratio Rank of S is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GFS vs. S - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GLOBALFOUNDRIES Inc. (GFS) and SentinelOne, Inc. (S). 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.

The chart of Sharpe ratio for GFS, currently valued at -0.50, compared to the broader market-2.00-1.000.001.002.003.00
GFS: -0.50
S: -0.22
The chart of Sortino ratio for GFS, currently valued at -0.50, compared to the broader market-6.00-4.00-2.000.002.004.00
GFS: -0.50
S: 0.02
The chart of Omega ratio for GFS, currently valued at 0.94, compared to the broader market0.501.001.502.00
GFS: 0.94
S: 1.00
The chart of Calmar ratio for GFS, currently valued at -0.41, compared to the broader market0.001.002.003.004.005.00
GFS: -0.42
S: -0.14
The chart of Martin ratio for GFS, currently valued at -0.94, compared to the broader market-10.000.0010.0020.00
GFS: -0.94
S: -0.56

The current GFS Sharpe Ratio is -0.50, which is lower than the S Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of GFS and S, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50December2025FebruaryMarchAprilMay
-0.50
-0.22
GFS
S

Dividends

GFS vs. S - Dividend Comparison

Neither GFS nor S has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

GFS vs. S - Drawdown Comparison

The maximum GFS drawdown since its inception was -61.53%, smaller than the maximum S drawdown of -83.26%. Use the drawdown chart below to compare losses from any high point for GFS and S. For additional features, visit the drawdowns tool.

-80.00%-70.00%-60.00%-50.00%-40.00%December2025FebruaryMarchAprilMay
-53.89%
-75.26%
GFS
S

Volatility

GFS vs. S - Volatility Comparison

GLOBALFOUNDRIES Inc. (GFS) has a higher volatility of 25.71% compared to SentinelOne, Inc. (S) at 21.09%. This indicates that GFS's price experiences larger fluctuations and is considered to be riskier than S based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
25.71%
21.09%
GFS
S

Financials

GFS vs. S - Financials Comparison

This section allows you to compare key financial metrics between GLOBALFOUNDRIES Inc. and SentinelOne, Inc.. 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

0.00500.00M1.00B1.50B2.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
1.83B
225.52M
(GFS) Total Revenue
(S) Total Revenue
Values in USD except per share items

GFS vs. S - Profitability Comparison

The chart below illustrates the profitability comparison between GLOBALFOUNDRIES Inc. and SentinelOne, Inc. 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%0.0%20.0%40.0%60.0%80.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
24.5%
74.7%
(GFS) Gross Margin
(S) Gross Margin
GFS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, GLOBALFOUNDRIES Inc. reported a gross profit of 449.00M and revenue of 1.83B. Therefore, the gross margin over that period was 24.5%.
S - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, SentinelOne, Inc. reported a gross profit of 168.51M and revenue of 225.52M. Therefore, the gross margin over that period was 74.7%.
GFS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, GLOBALFOUNDRIES Inc. reported an operating income of -701.00M and revenue of 1.83B, resulting in an operating margin of -38.3%.
S - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, SentinelOne, Inc. reported an operating income of -80.26M and revenue of 225.52M, resulting in an operating margin of -35.6%.
GFS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, GLOBALFOUNDRIES Inc. reported a net income of -730.00M and revenue of 1.83B, resulting in a net margin of -39.9%.
S - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, SentinelOne, Inc. reported a net income of -70.79M and revenue of 225.52M, resulting in a net margin of -31.4%.