GFS vs. STM

Last updated Jun 3, 2026

GFS (GLOBALFOUNDRIES Inc.) and STM (STMicroelectronics N.V.) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 3 years, GFS returned 12.66%/yr vs 22.21%/yr for STM. A 0.63 correlation means they provide meaningful diversification when combined.

Performance

GFS vs. STM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GLOBALFOUNDRIES Inc. (GFS) and STMicroelectronics N.V. (STM). 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 lower than STM's 207.39% return.

GFS

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

STM

• 1D: 15.20%
• 1M: 42.62%
• YTD: 207.39%
• 6M: 232.12%
• 1Y: 221.40%
• 3Y*: 22.21%
• 5Y*: 17.95%
• 10Y*: 30.87%

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

GFS vs. STM - 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%
STM STMicroelectronics N.V.	207.39%	5.28%	-49.67%	41.66%	-26.76%	0.89%

Correlation

The correlation between GFS and STM is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (All Time) Calculated using the full available price history since Oct 29, 2021	0.63

The correlation between GFS and STM has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.

Fundamentals

Market Cap GFS : $47.46B STM : $73.55B
EPS GFS : $1.39 STM : $0.15
PE Ratio GFS : 60.84 STM : 513.37
PS Ratio GFS : 6.92 STM : 5.99
PB Ratio GFS : 4.06 STM : 4.14
Total Revenue (TTM) GFS : $6.84B STM : $12.40B
Gross Profit (TTM) GFS : $1.81B STM : $4.20B
EBITDA (TTM) GFS : $2.16B STM : $2.32B

Return for Risk

GFS vs. STM — 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

STM

STM Risk / Return Rank: 95
STM Sharpe Ratio Rank: 98
STM Sortino Ratio Rank: 95
STM Omega Ratio Rank: 95
STM Calmar Ratio Rank: 93
STM Martin Ratio Rank: 91

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. STM - Risk-Adjusted Trends 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.

	GFS	STM	Difference
Sharpe ratio Return per unit of total volatility	2.60	4.26	-1.65
Sortino ratio Return per unit of downside risk	3.34	4.18	-0.84
Omega ratio Gain probability vs. loss probability	1.40	1.59	-0.19
Calmar ratio Return relative to maximum drawdown	5.66	6.11	-0.45
Martin ratio Return relative to average drawdown	11.05	13.97	-2.91
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. STM - Sharpe Ratio Comparison

The current GFS Sharpe Ratio is 2.60, which is lower than the STM Sharpe Ratio of 4.26. The chart below compares the historical Sharpe Ratios of GFS and STM, 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	STM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.60	4.26	-1.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.40	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.70	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.26	+0.02

Drawdowns

GFS vs. STM - Drawdown Comparison

The maximum GFS drawdown since its inception was -61.53%, 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.

Drawdown Indicators

	GFS	STM	Difference
Max Drawdown Largest peak-to-trough decline	-61.53%	-94.40%	+32.87%
Max Drawdown (1Y) Largest decline over 1 year	-24.10%	-36.35%	+12.25%
Max Drawdown (3Y) Largest decline over 3 years	-55.40%	-66.66%	+11.26%
Max Drawdown (5Y) Largest decline over 5 years	—	-66.66%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.66%	—
Current Drawdown Current decline from peak	-5.96%	0.00%	-5.96%
Average Drawdown Average peak-to-trough decline	-34.68%	-55.24%	+20.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.33%	15.89%	-3.56%

Volatility

GFS vs. STM - Volatility Comparison

GLOBALFOUNDRIES Inc. (GFS) has a higher volatility of 24.79% compared to STMicroelectronics N.V. (STM) at 20.98%. This indicates that GFS's price experiences larger fluctuations and is considered to be riskier than STM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GFS	STM	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.79%	20.98%	+3.81%
Volatility (6M) Calculated over the trailing 6-month period	43.15%	38.05%	+5.10%
Volatility (1Y) Calculated over the trailing 1-year period	52.37%	52.37%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.96%	44.64%	+6.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.96%	44.15%	+6.81%

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 0.45%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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.	0.45%	1.39%	1.32%	0.48%	0.67%	0.45%	0.50%	0.89%	1.73%	0.98%	2.10%	5.11%

Financials

GFS vs. STM - Profitability Comparison

The chart below illustrates the profitability comparison between GLOBALFOUNDRIES Inc. and STMicroelectronics N.V. 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%.

STM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported a gross profit of 1.05B and revenue of 3.10B. Therefore, the gross margin over that period was 33.8%.

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%.

STM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported an operating income of 96.00M and revenue of 3.10B, resulting in an operating margin of 3.1%.

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%.

STM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, STMicroelectronics N.V. reported a net income of 37.00M and revenue of 3.10B, resulting in a net margin of 1.2%.

Frequently Asked Questions

Can I hold both GFS and STM in my portfolio?

GFS and STM have a correlation of 0.56, 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 STM?

GFS has higher volatility (24.79%) compared to STM (20.98%). In terms of maximum drawdown, GFS dropped -61.53% vs STM's -94.40%.

Which has better risk-adjusted returns?

STM currently has the higher Sharpe Ratio (4.26 vs 2.60), 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.