GFS vs. STM
Compare and contrast key facts about GLOBALFOUNDRIES Inc. (GFS) and STMicroelectronics N.V. (STM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GFS or STM.
Key characteristics
| GFS | STM | |
|---|---|---|
| YTD Return | -22.38% | -22.62% |
| 1Y Return | -20.79% | -9.64% |
| Sharpe Ratio | -0.56 | -0.29 |
| Daily Std Dev | 36.41% | 31.84% |
| Max Drawdown | -50.84% | -94.40% |
| Current Drawdown | -40.41% | -28.28% |
Fundamentals
| GFS | STM | |
|---|---|---|
| Market Cap | $26.77B | $38.20B |
| EPS | $1.83 | $4.46 |
| PE Ratio | 26.44 | 9.27 |
| PEG Ratio | 1.49 | 4.11 |
| Revenue (TTM) | $7.39B | $16.50B |
| Gross Profit (TTM) | $2.24B | $7.63B |
| EBITDA (TTM) | $2.65B | $5.73B |
Correlation
The correlation between GFS and STM is 0.66, 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.
Performance
GFS vs. STM - Performance Comparison
The year-to-date returns for both stocks are quite close, with GFS having a -22.38% return and STM slightly lower at -22.62%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GFS vs. STM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GLOBALFOUNDRIES Inc. (GFS) and STMicroelectronics N.V. (STM). 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.
Dividends
GFS vs. STM - Dividend Comparison
GFS has not paid dividends to shareholders, while STM's dividend yield for the trailing twelve months is around 0.62%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
STM STMicroelectronics N.V. | 0.62% | 0.48% | 0.82% | 0.45% | 0.50% | 0.89% | 1.73% | 1.10% | 2.33% | 5.11% | 4.55% | 4.25% |
Drawdowns
GFS vs. STM - Drawdown Comparison
The maximum GFS drawdown since its inception was -50.84%, smaller than the maximum STM drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for GFS and STM. For additional features, visit the drawdowns tool.
Volatility
GFS vs. STM - Volatility Comparison
GLOBALFOUNDRIES Inc. (GFS) and STMicroelectronics N.V. (STM) have volatilities of 10.31% and 10.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GFS vs. STM - Financials Comparison
This section allows you to compare key financial metrics between GLOBALFOUNDRIES Inc. and STMicroelectronics N.V.. 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