GFS vs. S

Last updated Jun 3, 2026

GFS (GLOBALFOUNDRIES Inc.) and S (SentinelOne, Inc.) are both stocks. Both are in the Technology sector — GFS in Semiconductors, S in Software - Infrastructure. Over the past 3 years, GFS returned 12.66%/yr vs 8.88%/yr for S. At a 0.40 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, GFS achieves a 142.27% return, which is significantly higher than S's 15.67% return.

GFS

• 1D: 5.84%
• 1M: 30.33%
• YTD: 142.27%
• 6M: 127.85%
• 1Y: 135.52%
• 3Y*: 12.66%
• 5Y*: —
• 10Y*: —

S

• 1D: -2.58%
• 1M: 16.44%
• YTD: 15.67%
• 6M: 4.46%
• 1Y: 0.70%
• 3Y*: 8.88%
• 5Y*: —
• 10Y*: —

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

GFS vs. S - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GFS GLOBALFOUNDRIES Inc.	142.27%	-18.62%	-29.19%	12.45%	-17.05%	40.02%
S SentinelOne, Inc.	15.67%	-32.43%	-19.10%	88.07%	-71.10%	-21.12%

Correlation

The correlation between GFS and S is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (All Time) Calculated using the full available price history since Oct 29, 2021	0.40

The correlation between GFS and S shifts across timeframes, from 0.29 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap GFS : $47.46B S : $5.85B
EPS GFS : $1.39 S : -$0.95
PS Ratio GFS : 6.92 S : 5.52
PB Ratio GFS : 4.06 S : 4.07
Total Revenue (TTM) GFS : $6.84B S : $1.05B
Gross Profit (TTM) GFS : $1.81B S : $776.52M
EBITDA (TTM) GFS : $2.16B S : -$279.24M

Return for Risk

GFS vs. S — Risk / Return Rank

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

GFS

GFS Risk / Return Rank: 90
GFS Sharpe Ratio Rank: 92
GFS Sortino Ratio Rank: 90
GFS Omega Ratio Rank: 88
GFS Calmar Ratio Rank: 92
GFS Martin Ratio Rank: 88

S

S Risk / Return Rank: 38
S Sharpe Ratio Rank: 41
S Sortino Ratio Rank: 37
S Omega Ratio Rank: 37
S Calmar Ratio Rank: 38
S Martin Ratio Rank: 38

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. S - Risk-Adjusted Trends 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.

	GFS	S	Difference
Sharpe ratio Return per unit of total volatility	2.60	0.01	+2.59
Sortino ratio Return per unit of downside risk	3.34	0.34	+3.00
Omega ratio Gain probability vs. loss probability	1.40	1.04	+0.36
Calmar ratio Return relative to maximum drawdown	5.66	-0.04	+5.69
Martin ratio Return relative to average drawdown	11.05	-0.07	+11.13
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. S - Sharpe Ratio Comparison

The current GFS Sharpe Ratio is 2.60, which is higher than the S Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of GFS and S, 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	S	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.60	0.01	+2.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	-0.26	+0.54

Drawdowns

GFS vs. S - Drawdown Comparison

The maximum GFS drawdown since its inception was -61.53%, smaller than the maximum S drawdown of -84.35%. Use the drawdown chart below to compare losses from any high point for GFS and S.

Drawdown Indicators

	GFS	S	Difference
Max Drawdown Largest peak-to-trough decline	-61.53%	-84.35%	+22.82%
Max Drawdown (1Y) Largest decline over 1 year	-24.10%	-39.64%	+15.54%
Max Drawdown (3Y) Largest decline over 3 years	-55.40%	-60.20%	+4.80%
Current Drawdown Current decline from peak	-5.96%	-77.26%	+71.30%
Average Drawdown Average peak-to-trough decline	-34.68%	-66.23%	+31.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.33%	20.64%	-8.31%

Volatility

GFS vs. S - Volatility Comparison

GLOBALFOUNDRIES Inc. (GFS) has a higher volatility of 24.79% compared to SentinelOne, Inc. (S) at 16.62%. 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.

Volatility by Period

	GFS	S	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.79%	16.62%	+8.17%
Volatility (6M) Calculated over the trailing 6-month period	43.15%	38.00%	+5.15%
Volatility (1Y) Calculated over the trailing 1-year period	52.37%	47.29%	+5.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.96%	63.81%	-12.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.96%	63.81%	-12.85%

Dividends

GFS vs. S - Dividend Comparison

Neither GFS nor S has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

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.

GFS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GLOBALFOUNDRIES Inc. reported a gross profit of 451.00M and revenue of 1.63B. Therefore, the gross margin over that period was 27.6%.

S - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported a gross profit of 198.69M and revenue of 276.66M. Therefore, the gross margin over that period was 71.8%.

GFS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GLOBALFOUNDRIES Inc. reported an operating income of 180.00M and revenue of 1.63B, resulting in an operating margin of 11.0%.

S - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported an operating income of -79.72M and revenue of 276.66M, resulting in an operating margin of -28.8%.

GFS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GLOBALFOUNDRIES Inc. reported a net income of 103.00M and revenue of 1.63B, resulting in a net margin of 6.3%.

S - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported a net income of -76.16M and revenue of 276.66M, resulting in a net margin of -27.5%.

Frequently Asked Questions

Can I hold both GFS and S in my portfolio?

GFS and S have a correlation of 0.29, 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 S?

GFS has higher volatility (24.79%) compared to S (16.62%). In terms of maximum drawdown, GFS dropped -61.53% vs S's -84.35%.

Which has better risk-adjusted returns?

GFS currently has the higher Sharpe Ratio (2.60 vs 0.01), 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.