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

Performance

NXPI vs. GFS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NXP Semiconductors N.V. (NXPI) and GLOBALFOUNDRIES Inc. (GFS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NXPI achieves a 41.18% return, which is significantly lower than GFS's 133.05% return.


NXPI

1D
0.76%
1M
4.58%
YTD
41.18%
6M
34.31%
1Y
47.31%
3Y*
17.73%
5Y*
10.64%
10Y*
14.72%

GFS

1D
0.79%
1M
14.57%
YTD
133.05%
6M
110.12%
1Y
121.62%
3Y*
8.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NXPI vs. GFS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NXPI
NXP Semiconductors N.V.
41.18%6.39%-7.97%48.39%-29.21%18.68%
GFS
GLOBALFOUNDRIES Inc.
133.05%-18.62%-29.19%12.45%-17.05%38.23%

Correlation

The correlation between NXPI and GFS is 0.60, 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

0.60

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

0.66

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

0.69

The correlation between NXPI and GFS has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.

Fundamentals

Market Cap

NXPI:

$77.29B

GFS:

$45.65B

EPS

NXPI:

$10.45

GFS:

$1.39

PE Ratio

NXPI:

29.18

GFS:

58.52

PS Ratio

NXPI:

6.14

GFS:

6.66

PB Ratio

NXPI:

7.07

GFS:

3.90

Total Revenue (TTM)

NXPI:

$12.61B

GFS:

$6.84B

Gross Profit (TTM)

NXPI:

$6.92B

GFS:

$1.81B

EBITDA (TTM)

NXPI:

$4.48B

GFS:

$2.16B

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Return for Risk

NXPI vs. GFS — Risk / Return Rank

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

NXPI
NXPI Risk / Return Rank: 7373
Overall Rank
NXPI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
NXPI Sortino Ratio Rank: 7474
Sortino Ratio Rank
NXPI Omega Ratio Rank: 7171
Omega Ratio Rank
NXPI Calmar Ratio Rank: 7474
Calmar Ratio Rank
NXPI Martin Ratio Rank: 7474
Martin Ratio Rank

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
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.

NXPI vs. GFS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NXP Semiconductors N.V. (NXPI) 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.


NXPIGFSDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratioReturn relative to maximum drawdown

1.75

4.79

-3.03

Martin ratioReturn relative to average drawdown

4.25

9.21

-4.96

NXPI vs. GFS - Sharpe Ratio Comparison

The current NXPI Sharpe Ratio is 0.93, which is lower than the GFS Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of NXPI and GFS, 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

NXPI vs. GFS - Drawdown Comparison

The maximum NXPI drawdown since its inception was -59.98%, roughly equal to the maximum GFS drawdown of -61.53%. Use the drawdown chart below to compare losses from any high point for NXPI and GFS.


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Drawdown Indicators


NXPIGFSDifference

Max Drawdown

Largest peak-to-trough decline

-59.98%

-61.53%

+1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-24.58%

-24.10%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-46.47%

-55.40%

+8.93%

Max Drawdown (5Y)

Largest decline over 5 years

-46.47%

Max Drawdown (10Y)

Largest decline over 10 years

-53.26%

Current Drawdown

Current decline from peak

-8.36%

-9.54%

+1.18%

Average Drawdown

Average peak-to-trough decline

-16.54%

-34.49%

+17.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.11%

12.50%

-2.39%

Volatility

NXPI vs. GFS - Volatility Comparison

The current volatility for NXP Semiconductors N.V. (NXPI) is 16.54%, while GLOBALFOUNDRIES Inc. (GFS) has a volatility of 26.45%. This indicates that NXPI experiences smaller price fluctuations and is considered to be less risky 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


NXPIGFSDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.54%

26.45%

-9.91%

Volatility (6M)

Calculated over the trailing 6-month period

37.14%

45.29%

-8.15%

Volatility (1Y)

Calculated over the trailing 1-year period

46.28%

54.03%

-7.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.40%

51.19%

-9.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.72%

51.19%

-10.47%

Dividends

NXPI vs. GFS - Dividend Comparison

NXPI's dividend yield for the trailing twelve months is around 1.33%, while GFS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
GFS
GLOBALFOUNDRIES Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NXPI
NXP Semiconductors N.V.
1.33%1.87%1.95%1.77%2.14%0.99%0.94%0.98%0.68%

Financials

NXPI vs. GFS - Financials Comparison

This section allows you to compare key financial metrics between NXP Semiconductors N.V. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.50B2.00B2.50B3.00B3.50B20222023202420252026
3.18B
1.63B
(NXPI) Total Revenue
(GFS) Total Revenue
Values in USD except per share items

NXPI vs. GFS - Profitability Comparison

The chart below illustrates the profitability comparison between NXP Semiconductors N.V. and GLOBALFOUNDRIES Inc. 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%20222023202420252026
56.2%
27.6%
Portfolio components
NXPI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NXP Semiconductors N.V. reported a gross profit of 1.79B and revenue of 3.18B. Therefore, the gross margin over that period was 56.2%.

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%.

NXPI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NXP Semiconductors N.V. reported an operating income of 1.51B and revenue of 3.18B, resulting in an operating margin of 47.3%.

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%.

NXPI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NXP Semiconductors N.V. reported a net income of 1.12B and revenue of 3.18B, resulting in a net margin of 35.3%.

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%.


Frequently Asked Questions


NXPI and GFS have a correlation of 0.60, 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 NXPI (16.54%). In terms of maximum drawdown, NXPI dropped -59.98% vs GFS's -61.53%.

GFS currently has the higher Sharpe Ratio (2.14 vs 0.93), 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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