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INBX vs. TSEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

INBX vs. TSEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inhibrx, Inc. (INBX) and Tower Semiconductor Ltd (TSEM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INBX achieves a 16.71% return, which is significantly lower than TSEM's 123.91% return.


INBX

1D
-1.43%
1M
-21.83%
YTD
16.71%
6M
15.87%
1Y
543.41%
3Y*
5Y*
10Y*

TSEM

1D
1.77%
1M
-2.90%
YTD
123.91%
6M
121.05%
1Y
553.70%
3Y*
86.93%
5Y*
56.98%
10Y*
35.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INBX vs. TSEM - Yearly Performance Comparison


2026 (YTD)20252024
INBX
Inhibrx, Inc.
16.71%412.99%18.46%
TSEM
Tower Semiconductor Ltd
123.91%127.96%36.09%

Correlation

The correlation between INBX and TSEM is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (All Time)
Calculated using the full available price history since May 29, 2024

0.16

Fundamentals

Market Cap

INBX:

$1.44B

TSEM:

$30.06B

EPS

INBX:

-$8.40

TSEM:

$2.15

PS Ratio

INBX:

1.10K

TSEM:

18.47

Total Revenue (TTM)

INBX:

$1.30M

TSEM:

$1.62B

Gross Profit (TTM)

INBX:

-$508.00K

TSEM:

$401.63M

EBITDA (TTM)

INBX:

-$117.63M

TSEM:

$571.93M

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Return for Risk

INBX vs. TSEM — Risk / Return Rank

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

INBX
INBX Risk / Return Rank: 9898
Overall Rank
INBX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
INBX Sortino Ratio Rank: 9898
Sortino Ratio Rank
INBX Omega Ratio Rank: 9797
Omega Ratio Rank
INBX Calmar Ratio Rank: 9999
Calmar Ratio Rank
INBX Martin Ratio Rank: 9898
Martin Ratio Rank

TSEM
TSEM Risk / Return Rank: 9999
Overall Rank
TSEM Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TSEM Sortino Ratio Rank: 9999
Sortino Ratio Rank
TSEM Omega Ratio Rank: 9898
Omega Ratio Rank
TSEM Calmar Ratio Rank: 9999
Calmar Ratio Rank
TSEM Martin Ratio Rank: 100100
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.

INBX vs. TSEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inhibrx, Inc. (INBX) and Tower Semiconductor Ltd (TSEM). 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.


INBXTSEMDifference
Sharpe ratioReturn per unit of total volatility

-3.88

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.68

1.74

-0.06

Calmar ratioReturn relative to maximum drawdown

14.18

22.31

-8.13

Martin ratioReturn relative to average drawdown

34.82

77.52

-42.71

INBX vs. TSEM - Sharpe Ratio Comparison

The current INBX Sharpe Ratio is 4.24, which is lower than the TSEM Sharpe Ratio of 8.13. The chart below compares the historical Sharpe Ratios of INBX and TSEM, 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

INBX vs. TSEM - Drawdown Comparison

The maximum INBX drawdown since its inception was -39.84%, smaller than the maximum TSEM drawdown of -99.75%. Use the drawdown chart below to compare losses from any high point for INBX and TSEM.


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Drawdown Indicators


INBXTSEMDifference

Max Drawdown

Largest peak-to-trough decline

-39.84%

-99.75%

+59.91%

Max Drawdown (1Y)

Largest decline over 1 year

-38.66%

-25.04%

-13.62%

Max Drawdown (3Y)

Largest decline over 3 years

-46.78%

Max Drawdown (5Y)

Largest decline over 5 years

-55.39%

Max Drawdown (10Y)

Largest decline over 10 years

-62.28%

Current Drawdown

Current decline from peak

-35.00%

-56.05%

+21.05%

Average Drawdown

Average peak-to-trough decline

-17.07%

-85.38%

+68.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.71%

7.20%

+8.51%

Volatility

INBX vs. TSEM - Volatility Comparison

The current volatility for Inhibrx, Inc. (INBX) is 17.27%, while Tower Semiconductor Ltd (TSEM) has a volatility of 25.08%. This indicates that INBX experiences smaller price fluctuations and is considered to be less risky than TSEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INBXTSEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.27%

25.08%

-7.81%

Volatility (6M)

Calculated over the trailing 6-month period

61.72%

55.81%

+5.91%

Volatility (1Y)

Calculated over the trailing 1-year period

129.27%

68.83%

+60.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

100.32%

47.30%

+53.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

100.32%

43.61%

+56.71%

Dividends

INBX vs. TSEM - Dividend Comparison

Neither INBX nor TSEM has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

INBX vs. TSEM - Financials Comparison

This section allows you to compare key financial metrics between Inhibrx, Inc. and Tower Semiconductor Ltd. 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


0.00100.00M200.00M300.00M400.00M202220232024202520260
413.63M
(INBX) Total Revenue
(TSEM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


INBX and TSEM have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSEM has higher volatility (25.08%) compared to INBX (17.27%). In terms of maximum drawdown, INBX dropped -39.84% vs TSEM's -99.75%.

TSEM currently has the higher Sharpe Ratio (8.13 vs 4.24), 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.

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