KEEL vs. TSEM
KEEL (Keel Infrastructure Corporation) and TSEM (Tower Semiconductor Ltd) are both stocks. KEEL operates in Capital Markets (Financial Services), while TSEM operates in Semiconductors (Technology). Over the past 5 years, KEEL returned -2.39%/yr vs 51.61%/yr for TSEM. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
KEEL vs. TSEM - Performance Comparison
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Returns By Period
In the year-to-date period, KEEL achieves a 78.72% return, which is significantly lower than TSEM's 99.56% return.
KEEL
- 1D
- 5.79%
- 1M
- -8.50%
- 6M
- 85.84%
- YTD
- 78.72%
- 1Y
- 262.07%
- 3Y*
- 39.12%
- 5Y*
- -2.39%
- 10Y*
- —
- ALL TIME*
- 14.05%
TSEM
- 1D
- 6.67%
- 1M
- 6.97%
- 6M
- 71.17%
- YTD
- 99.56%
- 1Y
- 424.56%
- 3Y*
- 85.48%
- 5Y*
- 51.61%
- 10Y*
- 31.47%
- ALL TIME*
- 1.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $141.22M | $134.32M | $238.56M | |
| $395.14M | $432.41M | $512.14M |
KEEL vs. TSEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
KEEL Keel Infrastructure Corporation | 78.72% | 57.72% | -48.80% | 561.36% | -91.29% | 165.79% | 397.66% | -27.96% | -64.19% |
TSEM Tower Semiconductor Ltd | 99.56% | 127.96% | 68.77% | -29.35% | 8.87% | 53.68% | 7.32% | 63.23% | -30.73% |
Correlation
The correlation between KEEL and TSEM is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2018 | 0.26 |
Fundamentals
KEEL:
$2.54B
TSEM:
$26.19B
KEEL:
-$0.51
TSEM:
$2.15
KEEL:
10.15
TSEM:
16.49
KEEL:
4.13
TSEM:
9.01
KEEL:
$229.28M
TSEM:
$1.62B
KEEL:
-$18.90M
TSEM:
$401.63M
KEEL:
-$149.60M
TSEM:
$571.93M
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Return for Risk
KEEL vs. TSEM — Risk / Return Rank
KEEL
TSEM
KEEL vs. TSEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Keel Infrastructure Corporation (KEEL) 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.
| KEEL | TSEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.56 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 10.51 | -6.93 |
| Martin ratioReturn relative to average drawdown | 5.81 | 37.53 | -31.72 |
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Drawdowns
KEEL vs. TSEM - Drawdown Comparison
The maximum KEEL drawdown since its inception was -95.72%, roughly equal to the maximum TSEM drawdown of -99.75%. Use the drawdown chart below to compare losses from any high point for KEEL and TSEM.
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Drawdown Indicators
| KEEL | TSEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.72% | -99.75% | +4.03% |
Max Drawdown (1Y)Largest decline over 1 year | -73.65% | -40.72% | -32.93% |
Max Drawdown (3Y)Largest decline over 3 years | -81.04% | -45.83% | -35.21% |
Max Drawdown (5Y)Largest decline over 5 years | -95.72% | -55.39% | -40.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.28% | — |
Current DrawdownCurrent decline from peak | -52.65% | -60.83% | +8.18% |
Average DrawdownAverage peak-to-trough decline | -67.09% | -85.27% | +18.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.37% | 11.38% | +33.99% |
Volatility
KEEL vs. TSEM - Volatility Comparison
Keel Infrastructure Corporation (KEEL) has a higher volatility of 40.72% compared to Tower Semiconductor Ltd (TSEM) at 29.14%. This indicates that KEEL's price experiences larger fluctuations and is considered to be riskier 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
| KEEL | TSEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 40.72% | 29.14% | +11.58% |
Volatility (6M)Calculated over the trailing 6-month period | 78.10% | 65.85% | +12.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 114.66% | 77.10% | +37.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 105.28% | 49.96% | +55.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 288.94% | 44.91% | +244.03% |
Dividends
KEEL vs. TSEM - Dividend Comparison
Neither KEEL nor TSEM has paid dividends to shareholders.
Financials
KEEL vs. TSEM - Financials Comparison
This section allows you to compare key financial metrics between Keel Infrastructure Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
KEEL and TSEM have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KEEL has higher volatility (40.72%) compared to TSEM (29.14%). In terms of maximum drawdown, KEEL dropped -95.72% vs TSEM's -99.75%.
TSEM currently has the higher Sharpe Ratio (5.56 vs 2.31), 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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