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

Performance

MNDY vs. TSEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in monday.com Ltd. (MNDY) 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, MNDY achieves a -43.24% return, which is significantly lower than TSEM's 106.13% return.


MNDY

1D
-2.31%
1M
16.22%
YTD
-43.24%
6M
-48.29%
1Y
-72.56%
3Y*
-21.74%
5Y*
10Y*

TSEM

1D
2.79%
1M
14.70%
YTD
106.13%
6M
104.60%
1Y
502.39%
3Y*
83.63%
5Y*
55.36%
10Y*
34.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MNDY vs. TSEM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MNDY
monday.com Ltd.
-43.24%-37.33%25.36%53.94%-60.48%72.59%
TSEM
Tower Semiconductor Ltd
106.13%127.96%68.77%-29.35%8.87%45.51%

Correlation

The correlation between MNDY and TSEM is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2021

0.23

The correlation between MNDY and TSEM shifts across timeframes, from -0.03 (1 year) to 0.23 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MNDY:

$4.09B

TSEM:

$27.68B

EPS

MNDY:

$2.29

TSEM:

$2.15

PE Ratio

MNDY:

36.55

TSEM:

112.35

PEG Ratio

MNDY:

0.14

TSEM:

3.96

PS Ratio

MNDY:

3.35

TSEM:

17.00

PB Ratio

MNDY:

5.39

TSEM:

9.31

Total Revenue (TTM)

MNDY:

$1.30B

TSEM:

$1.62B

Gross Profit (TTM)

MNDY:

$1.16B

TSEM:

$401.63M

EBITDA (TTM)

MNDY:

$62.24M

TSEM:

$571.93M

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Return for Risk

MNDY vs. TSEM — Risk / Return Rank

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

MNDY
MNDY Risk / Return Rank: 55
Overall Rank
MNDY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MNDY Sortino Ratio Rank: 33
Sortino Ratio Rank
MNDY Omega Ratio Rank: 22
Omega Ratio Rank
MNDY Calmar Ratio Rank: 77
Calmar Ratio Rank
MNDY Martin Ratio Rank: 1111
Martin Ratio Rank

TSEM
TSEM Risk / Return Rank: 9999
Overall Rank
TSEM Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TSEM Sortino Ratio Rank: 9898
Sortino Ratio Rank
TSEM Omega Ratio Rank: 9797
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.

MNDY vs. TSEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for monday.com Ltd. (MNDY) 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.


MNDYTSEMDifference
Sharpe ratioReturn per unit of total volatility

-8.58

Sortino ratioReturn per unit of downside risk

-7.51

Omega ratioGain probability vs. loss probability

0.74

1.71

-0.98

Calmar ratioReturn relative to maximum drawdown

-0.89

20.24

-21.13

Martin ratioReturn relative to average drawdown

-1.30

72.71

-74.02

MNDY vs. TSEM - Sharpe Ratio Comparison

The current MNDY Sharpe Ratio is -1.11, which is lower than the TSEM Sharpe Ratio of 7.47. The chart below compares the historical Sharpe Ratios of MNDY 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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Sharpe Ratios by Period


MNDYTSEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.11

7.47

-8.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.20

0.02

-0.22

Drawdowns

MNDY vs. TSEM - Drawdown Comparison

The maximum MNDY drawdown since its inception was -86.78%, smaller than the maximum TSEM drawdown of -99.75%. Use the drawdown chart below to compare losses from any high point for MNDY and TSEM.


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Drawdown Indicators


MNDYTSEMDifference

Max Drawdown

Largest peak-to-trough decline

-86.78%

-99.75%

+12.97%

Max Drawdown (1Y)

Largest decline over 1 year

-81.30%

-25.04%

-56.26%

Max Drawdown (3Y)

Largest decline over 3 years

-82.07%

-46.78%

-35.29%

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

-81.16%

-59.54%

-21.62%

Average Drawdown

Average peak-to-trough decline

-54.25%

-85.41%

+31.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

55.62%

6.95%

+48.67%

Volatility

MNDY vs. TSEM - Volatility Comparison

The current volatility for monday.com Ltd. (MNDY) is 24.66%, while Tower Semiconductor Ltd (TSEM) has a volatility of 31.39%. This indicates that MNDY 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


MNDYTSEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.66%

31.39%

-6.73%

Volatility (6M)

Calculated over the trailing 6-month period

49.21%

54.84%

-5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

65.57%

67.98%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.95%

47.01%

+24.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.95%

43.46%

+28.49%

Dividends

MNDY vs. TSEM - Dividend Comparison

Neither MNDY nor TSEM has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MNDY vs. TSEM - Financials Comparison

This section allows you to compare key financial metrics between monday.com Ltd. 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


100.00M200.00M300.00M400.00M20222023202420252026
351.27M
413.63M
(MNDY) Total Revenue
(TSEM) Total Revenue
Values in USD except per share items

MNDY vs. TSEM - Profitability Comparison

The chart below illustrates the profitability comparison between monday.com Ltd. and Tower Semiconductor Ltd over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
89.2%
26.8%
Portfolio components
MNDY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, monday.com Ltd. reported a gross profit of 313.14M and revenue of 351.27M. Therefore, the gross margin over that period was 89.2%.

TSEM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tower Semiconductor Ltd reported a gross profit of 110.95M and revenue of 413.63M. Therefore, the gross margin over that period was 26.8%.

MNDY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, monday.com Ltd. reported an operating income of 19.75M and revenue of 351.27M, resulting in an operating margin of 5.6%.

TSEM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tower Semiconductor Ltd reported an operating income of 64.57M and revenue of 413.63M, resulting in an operating margin of 15.6%.

MNDY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, monday.com Ltd. reported a net income of 28.03M and revenue of 351.27M, resulting in a net margin of 8.0%.

TSEM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tower Semiconductor Ltd reported a net income of 65.03M and revenue of 413.63M, resulting in a net margin of 15.7%.


Frequently Asked Questions


MNDY and TSEM have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSEM has higher volatility (31.39%) compared to MNDY (24.66%). In terms of maximum drawdown, MNDY dropped -86.78% vs TSEM's -99.75%.

TSEM currently has the higher Sharpe Ratio (7.47 vs -1.11), 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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