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GFS vs. TXN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GFS vs. TXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GLOBALFOUNDRIES Inc. (GFS) and Texas Instruments Incorporated (TXN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GFS achieves a 133.05% return, which is significantly higher than TXN's 75.59% return.


GFS

1D
0.79%
1M
8.52%
YTD
133.05%
6M
110.12%
1Y
114.72%
3Y*
8.97%
5Y*
10Y*

TXN

1D
1.35%
1M
-1.70%
YTD
75.59%
6M
69.78%
1Y
55.05%
3Y*
22.83%
5Y*
12.97%
10Y*
20.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFS vs. TXN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GFS
GLOBALFOUNDRIES Inc.
133.05%-18.62%-29.19%12.45%-17.05%38.23%
TXN
Texas Instruments Incorporated
75.59%-4.47%13.14%6.41%-9.86%1.35%

Correlation

The correlation between GFS and TXN is 0.50, 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

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2021

0.63

The correlation between GFS and TXN shifts across timeframes, from 0.50 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GFS:

$45.65B

TXN:

$275.22B

EPS

GFS:

$1.39

TXN:

$5.88

PE Ratio

GFS:

58.52

TXN:

51.24

PS Ratio

GFS:

6.66

TXN:

14.91

PB Ratio

GFS:

3.90

TXN:

16.40

Total Revenue (TTM)

GFS:

$6.84B

TXN:

$18.44B

Gross Profit (TTM)

GFS:

$1.81B

TXN:

$10.57B

EBITDA (TTM)

GFS:

$2.16B

TXN:

$8.21B

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Return for Risk

GFS vs. TXN — Risk / Return Rank

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

GFS
GFS Risk / Return Rank: 8989
Overall Rank
GFS Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GFS Sortino Ratio Rank: 8888
Sortino Ratio Rank
GFS Omega Ratio Rank: 8686
Omega Ratio Rank
GFS Calmar Ratio Rank: 9292
Calmar Ratio Rank
GFS Martin Ratio Rank: 8787
Martin Ratio Rank

TXN
TXN Risk / Return Rank: 7878
Overall Rank
TXN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TXN Sortino Ratio Rank: 8080
Sortino Ratio Rank
TXN Omega Ratio Rank: 8181
Omega Ratio Rank
TXN Calmar Ratio Rank: 7575
Calmar Ratio Rank
TXN Martin Ratio Rank: 7373
Martin Ratio Rank
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. TXN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GLOBALFOUNDRIES Inc. (GFS) and Texas Instruments Incorporated (TXN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GFSTXNDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.35

1.30

+0.06

Calmar ratioReturn relative to maximum drawdown

4.79

1.87

+2.92

Martin ratioReturn relative to average drawdown

9.21

3.90

+5.32

GFS vs. TXN - Sharpe Ratio Comparison

The current GFS Sharpe Ratio is 2.14, which is higher than the TXN Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of GFS and TXN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GFS vs. TXN - Drawdown Comparison

The maximum GFS drawdown since its inception was -61.53%, smaller than the maximum TXN drawdown of -85.81%. Use the drawdown chart below to compare losses from any high point for GFS and TXN.


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Drawdown Indicators


GFSTXNDifference

Max Drawdown

Largest peak-to-trough decline

-61.53%

-85.81%

+24.28%

Max Drawdown (1Y)

Largest decline over 1 year

-24.10%

-29.57%

+5.47%

Max Drawdown (3Y)

Largest decline over 3 years

-55.40%

-33.41%

-21.99%

Max Drawdown (5Y)

Largest decline over 5 years

-33.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

Current Drawdown

Current decline from peak

-9.54%

-7.32%

-2.22%

Average Drawdown

Average peak-to-trough decline

-34.49%

-34.78%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.50%

14.17%

-1.67%

Volatility

GFS vs. TXN - Volatility Comparison

GLOBALFOUNDRIES Inc. (GFS) has a higher volatility of 26.45% compared to Texas Instruments Incorporated (TXN) at 14.23%. This indicates that GFS's price experiences larger fluctuations and is considered to be riskier than TXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFSTXNDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.45%

14.23%

+12.22%

Volatility (6M)

Calculated over the trailing 6-month period

45.29%

31.44%

+13.85%

Volatility (1Y)

Calculated over the trailing 1-year period

54.03%

40.13%

+13.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.19%

32.42%

+18.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.19%

31.17%

+20.02%

Dividends

GFS vs. TXN - Dividend Comparison

GFS has not paid dividends to shareholders, while TXN's dividend yield for the trailing twelve months is around 1.87%.


PositionTTM20252024202320222021202020192018201720162015
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%
TXN
Texas Instruments Incorporated
1.87%3.17%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%

Financials

GFS vs. TXN - Financials Comparison

This section allows you to compare key financial metrics between GLOBALFOUNDRIES Inc. and Texas Instruments Incorporated. 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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
1.63B
4.83B
(GFS) Total Revenue
(TXN) Total Revenue
Values in USD except per share items

GFS vs. TXN - Profitability Comparison

The chart below illustrates the profitability comparison between GLOBALFOUNDRIES Inc. and Texas Instruments Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
27.6%
58.0%
Portfolio components
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%.

TXN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Texas Instruments Incorporated reported a gross profit of 2.80B and revenue of 4.83B. Therefore, the gross margin over that period was 58.0%.

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%.

TXN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Texas Instruments Incorporated reported an operating income of 1.81B and revenue of 4.83B, resulting in an operating margin of 37.5%.

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%.

TXN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Texas Instruments Incorporated reported a net income of 1.55B and revenue of 4.83B, resulting in a net margin of 32.0%.


Frequently Asked Questions


GFS and TXN have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GFS has higher volatility (26.45%) compared to TXN (14.23%). In terms of maximum drawdown, GFS dropped -61.53% vs TXN's -85.81%.

GFS currently has the higher Sharpe Ratio (2.14 vs 1.38), 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.

Portfolio Optimizer

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