NVTS vs. GFS
NVTS (Navitas Semiconductor Corporation) and GFS (GLOBALFOUNDRIES Inc.) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 3 years, NVTS returned 6.36%/yr vs -3.72%/yr for GFS. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
NVTS vs. GFS - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with NVTS having a 61.62% return and GFS slightly higher at 62.92%.
NVTS
- 1D
- 0.70%
- 1M
- -51.96%
- 6M
- 5.77%
- YTD
- 61.62%
- 1Y
- 69.96%
- 3Y*
- 6.36%
- 5Y*
- 3.11%
- 10Y*
- —
- ALL TIME*
- 0.71%
GFS
- 1D
- -1.17%
- 1M
- -33.72%
- 6M
- 37.95%
- YTD
- 62.92%
- 1Y
- 41.07%
- 3Y*
- -3.72%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.12%
NVTS vs. GFS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NVTS Navitas Semiconductor Corporation | 61.62% | 100.00% | -55.76% | 129.91% | -79.37% | 41.63% |
GFS GLOBALFOUNDRIES Inc. | 62.92% | -18.62% | -29.19% | 12.45% | -17.05% | 38.23% |
Correlation
The correlation between NVTS and GFS is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2021 | 0.53 |
The correlation between NVTS and GFS has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.
Fundamentals
NVTS:
$2.81B
GFS:
$31.17B
NVTS:
-$0.92
GFS:
$1.39
NVTS:
41.32
GFS:
4.65
NVTS:
$40.50M
GFS:
$6.84B
NVTS:
$7.44M
GFS:
$1.81B
NVTS:
-$83.31M
GFS:
$2.16B
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Return for Risk
NVTS vs. GFS — Risk / Return Rank
NVTS
GFS
NVTS vs. GFS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Navitas Semiconductor Corporation (NVTS) and GLOBALFOUNDRIES Inc. (GFS). 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.
| NVTS | GFS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.12 | -0.02 |
| Martin ratioReturn relative to average drawdown | 1.84 | 3.14 | -1.31 |
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Drawdowns
NVTS vs. GFS - Drawdown Comparison
The maximum NVTS drawdown since its inception was -92.04%, which is greater than GFS's maximum drawdown of -61.53%. Use the drawdown chart below to compare losses from any high point for NVTS and GFS.
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Drawdown Indicators
| NVTS | GFS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.04% | -61.53% | -30.51% |
Max Drawdown (1Y)Largest decline over 1 year | -63.95% | -36.76% | -27.19% |
Max Drawdown (3Y)Largest decline over 3 years | -85.18% | -52.36% | -32.82% |
Max Drawdown (5Y)Largest decline over 5 years | -92.04% | — | — |
Current DrawdownCurrent decline from peak | -63.70% | -36.76% | -26.94% |
Average DrawdownAverage peak-to-trough decline | -57.91% | -34.16% | -23.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.21% | 13.10% | +25.11% |
Volatility
NVTS vs. GFS - Volatility Comparison
Navitas Semiconductor Corporation (NVTS) has a higher volatility of 29.39% compared to GLOBALFOUNDRIES Inc. (GFS) at 20.69%. This indicates that NVTS's price experiences larger fluctuations and is considered to be riskier than GFS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NVTS | GFS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.39% | 20.69% | +8.70% |
Volatility (6M)Calculated over the trailing 6-month period | 95.05% | 49.32% | +45.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 127.42% | 57.61% | +69.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 122.76% | 51.67% | +71.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.31% | 51.67% | +65.64% |
Dividends
NVTS vs. GFS - Dividend Comparison
NVTS has not paid dividends to shareholders, while GFS's dividend yield for the trailing twelve months is around 0.21%.
| Position | TTM |
|---|---|
GFS GLOBALFOUNDRIES Inc. | 0.21% |
NVTS Navitas Semiconductor Corporation | 0.00% |
Financials
NVTS vs. GFS - Financials Comparison
This section allows you to compare key financial metrics between Navitas Semiconductor Corporation and GLOBALFOUNDRIES Inc.. 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
NVTS and GFS have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NVTS has higher volatility (29.39%) compared to GFS (20.69%). In terms of maximum drawdown, NVTS dropped -92.04% vs GFS's -61.53%.
GFS currently has the higher Sharpe Ratio (0.72 vs 0.55), 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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