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

Performance

TSEM vs. COHR - Performance Comparison

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

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Returns By Period

In the year-to-date period, TSEM achieves a 123.91% return, which is significantly higher than COHR's 108.61% return. Both investments have delivered pretty close results over the past 10 years, with TSEM having a 35.70% annualized return and COHR not far behind at 34.35%.


TSEM

1D
1.77%
1M
-2.90%
YTD
123.91%
6M
121.05%
1Y
553.70%
3Y*
86.93%
5Y*
56.98%
10Y*
35.70%

COHR

1D
5.90%
1M
-4.63%
YTD
108.61%
6M
115.90%
1Y
375.64%
3Y*
107.95%
5Y*
40.59%
10Y*
34.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEM vs. COHR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSEM
Tower Semiconductor Ltd
123.91%127.96%68.77%-29.35%8.87%53.68%7.32%63.23%-56.75%79.09%
COHR
Coherent, Inc.
108.61%94.84%117.62%24.02%-48.63%-10.04%125.60%3.73%-30.86%58.35%

Correlation

The correlation between TSEM and COHR 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

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Oct 26, 1994

0.25

Over the past year, TSEM and COHR have become more correlated (0.60) than their long-term average of 0.25, meaning their price movements have been converging.

Fundamentals

EPS

TSEM:

$2.15

COHR:

$1.64K

PE Ratio

TSEM:

122.04

COHR:

0.23

PEG Ratio

TSEM:

4.30

COHR:

0.04

PS Ratio

TSEM:

18.47

COHR:

0.02

Total Revenue (TTM)

TSEM:

$1.62B

COHR:

$1.81T

Gross Profit (TTM)

TSEM:

$401.63M

COHR:

$1.76B

EBITDA (TTM)

TSEM:

$571.93M

COHR:

$960.76M

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Return for Risk

TSEM vs. COHR — Risk / Return Rank

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

TSEM
TSEM Risk / Return Rank: 9999
Overall Rank
TSEM Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TSEM Sortino Ratio Rank: 9999
Sortino Ratio Rank
TSEM Omega Ratio Rank: 9898
Omega Ratio Rank
TSEM Calmar Ratio Rank: 9999
Calmar Ratio Rank
TSEM Martin Ratio Rank: 100100
Martin Ratio Rank

COHR
COHR Risk / Return Rank: 9797
Overall Rank
COHR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
COHR Sortino Ratio Rank: 9595
Sortino Ratio Rank
COHR Omega Ratio Rank: 9595
Omega Ratio Rank
COHR Calmar Ratio Rank: 9999
Calmar Ratio Rank
COHR Martin Ratio Rank: 9999
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.

TSEM vs. COHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tower Semiconductor Ltd (TSEM) and Coherent, Inc. (COHR). 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.


TSEMCOHRDifference
Sharpe ratioReturn per unit of total volatility

+2.99

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.74

1.54

+0.20

Calmar ratioReturn relative to maximum drawdown

22.31

14.28

+8.03

Martin ratioReturn relative to average drawdown

77.52

39.14

+38.38

TSEM vs. COHR - Sharpe Ratio Comparison

The current TSEM Sharpe Ratio is 8.13, which is higher than the COHR Sharpe Ratio of 5.14. The chart below compares the historical Sharpe Ratios of TSEM and COHR, 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

TSEM vs. COHR - Drawdown Comparison

The maximum TSEM drawdown since its inception was -99.75%, which is greater than COHR's maximum drawdown of -80.89%. Use the drawdown chart below to compare losses from any high point for TSEM and COHR.


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Drawdown Indicators


TSEMCOHRDifference

Max Drawdown

Largest peak-to-trough decline

-99.75%

-80.89%

-18.86%

Max Drawdown (1Y)

Largest decline over 1 year

-25.04%

-26.52%

+1.48%

Max Drawdown (3Y)

Largest decline over 3 years

-46.78%

-54.85%

+8.07%

Max Drawdown (5Y)

Largest decline over 5 years

-55.39%

-62.87%

+7.48%

Max Drawdown (10Y)

Largest decline over 10 years

-62.28%

-72.22%

+9.94%

Current Drawdown

Current decline from peak

-56.05%

-9.81%

-46.24%

Average Drawdown

Average peak-to-trough decline

-85.38%

-35.02%

-50.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

9.66%

-2.46%

Volatility

TSEM vs. COHR - Volatility Comparison

The current volatility for Tower Semiconductor Ltd (TSEM) is 25.08%, while Coherent, Inc. (COHR) has a volatility of 27.87%. This indicates that TSEM experiences smaller price fluctuations and is considered to be less risky than COHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSEMCOHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.08%

27.87%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

55.81%

57.45%

-1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

68.83%

73.72%

-4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.30%

61.62%

-14.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.61%

56.55%

-12.94%

Dividends

TSEM vs. COHR - Dividend Comparison

Neither TSEM nor COHR has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

TSEM vs. COHR - Financials Comparison

This section allows you to compare key financial metrics between Tower Semiconductor Ltd and Coherent, 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


0.00500.00B1.00T1.50T2.00T20222023202420252026
413.63M
1.81T
(TSEM) Total Revenue
(COHR) Total Revenue
Values in USD except per share items

TSEM vs. COHR - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%20222023202420252026
26.8%
0
Portfolio components
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%.

COHR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported a gross profit of 0.00 and revenue of 1.81T. Therefore, the gross margin over that period was 0.0%.

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%.

COHR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported an operating income of 0.00 and revenue of 1.81T, resulting in an operating margin of 0.0%.

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%.

COHR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Coherent, Inc. reported a net income of 191.40B and revenue of 1.81T, resulting in a net margin of 10.6%.


Frequently Asked Questions


TSEM and COHR 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.

COHR has higher volatility (27.87%) compared to TSEM (25.08%). In terms of maximum drawdown, TSEM dropped -99.75% vs COHR's -80.89%.

TSEM currently has the higher Sharpe Ratio (8.13 vs 5.14), 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

Find the right allocation for TSEM and COHR

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