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TSEM vs. CHKP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TSEM and CHKP is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

TSEM vs. CHKP - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
18.26%
19.89%
TSEM
CHKP

Key characteristics

Sharpe Ratio

TSEM:

1.42

CHKP:

1.30

Sortino Ratio

TSEM:

1.90

CHKP:

1.69

Omega Ratio

TSEM:

1.29

CHKP:

1.29

Calmar Ratio

TSEM:

0.58

CHKP:

1.83

Martin Ratio

TSEM:

10.64

CHKP:

4.67

Ulcer Index

TSEM:

5.21%

CHKP:

7.26%

Daily Std Dev

TSEM:

39.21%

CHKP:

26.07%

Max Drawdown

TSEM:

-99.75%

CHKP:

-89.31%

Current Drawdown

TSEM:

-92.25%

CHKP:

-0.21%

Fundamentals

Market Cap

TSEM:

$5.52B

CHKP:

$24.03B

EPS

TSEM:

$1.84

CHKP:

$7.45

PE Ratio

TSEM:

27.02

CHKP:

29.33

PEG Ratio

TSEM:

0.90

CHKP:

2.20

Total Revenue (TTM)

TSEM:

$1.07B

CHKP:

$1.86B

Gross Profit (TTM)

TSEM:

$266.91M

CHKP:

$1.62B

EBITDA (TTM)

TSEM:

$350.00M

CHKP:

$679.80M

Returns By Period

In the year-to-date period, TSEM achieves a -11.12% return, which is significantly lower than CHKP's 17.04% return. Over the past 10 years, TSEM has outperformed CHKP with an annualized return of 12.65%, while CHKP has yielded a comparatively lower 10.56% annualized return.


TSEM

YTD

-11.12%

1M

-10.08%

6M

18.26%

1Y

52.14%

5Y*

13.56%

10Y*

12.65%

CHKP

YTD

17.04%

1M

20.07%

6M

19.89%

1Y

34.20%

5Y*

13.19%

10Y*

10.56%

*Annualized

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Risk-Adjusted Performance

TSEM vs. CHKP — Risk-Adjusted Performance Rank

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

TSEM
The Risk-Adjusted Performance Rank of TSEM is 8181
Overall Rank
The Sharpe Ratio Rank of TSEM is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of TSEM is 7777
Sortino Ratio Rank
The Omega Ratio Rank of TSEM is 8181
Omega Ratio Rank
The Calmar Ratio Rank of TSEM is 6969
Calmar Ratio Rank
The Martin Ratio Rank of TSEM is 9292
Martin Ratio Rank

CHKP
The Risk-Adjusted Performance Rank of CHKP is 8181
Overall Rank
The Sharpe Ratio Rank of CHKP is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of CHKP is 7474
Sortino Ratio Rank
The Omega Ratio Rank of CHKP is 8181
Omega Ratio Rank
The Calmar Ratio Rank of CHKP is 8888
Calmar Ratio Rank
The Martin Ratio Rank of CHKP is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TSEM vs. CHKP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tower Semiconductor Ltd (TSEM) and Check Point Software Technologies Ltd. (CHKP). 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.


Sharpe ratio
The chart of Sharpe ratio for TSEM, currently valued at 1.42, compared to the broader market-2.000.002.004.001.421.30
The chart of Sortino ratio for TSEM, currently valued at 1.90, compared to the broader market-6.00-4.00-2.000.002.004.001.901.69
The chart of Omega ratio for TSEM, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.29
The chart of Calmar ratio for TSEM, currently valued at 0.58, compared to the broader market0.002.004.006.000.581.83
The chart of Martin ratio for TSEM, currently valued at 10.64, compared to the broader market0.0010.0020.0030.0010.644.67
TSEM
CHKP

The current TSEM Sharpe Ratio is 1.42, which is comparable to the CHKP Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of TSEM and CHKP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.42
1.30
TSEM
CHKP

Dividends

TSEM vs. CHKP - Dividend Comparison

Neither TSEM nor CHKP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TSEM vs. CHKP - Drawdown Comparison

The maximum TSEM drawdown since its inception was -99.75%, which is greater than CHKP's maximum drawdown of -89.31%. Use the drawdown chart below to compare losses from any high point for TSEM and CHKP. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-92.25%
-0.21%
TSEM
CHKP

Volatility

TSEM vs. CHKP - Volatility Comparison

Tower Semiconductor Ltd (TSEM) has a higher volatility of 20.49% compared to Check Point Software Technologies Ltd. (CHKP) at 8.94%. This indicates that TSEM's price experiences larger fluctuations and is considered to be riskier than CHKP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
20.49%
8.94%
TSEM
CHKP

Financials

TSEM vs. CHKP - Financials Comparison

This section allows you to compare key financial metrics between Tower Semiconductor Ltd and Check Point Software Technologies 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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