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

Performance

TSEM vs. LCID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tower Semiconductor Ltd (TSEM) and Lucid Group, Inc. (LCID). 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 140.72% return, which is significantly higher than LCID's -50.90% return.


TSEM

1D
-10.79%
1M
-0.28%
YTD
140.72%
6M
133.42%
1Y
604.69%
3Y*
94.28%
5Y*
57.62%
10Y*
37.14%

LCID

1D
0.58%
1M
-11.13%
YTD
-50.90%
6M
-55.37%
1Y
-75.97%
3Y*
-54.39%
5Y*
-53.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEM vs. LCID - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TSEM
Tower Semiconductor Ltd
140.72%127.96%68.77%-29.35%8.87%53.68%39.57%
LCID
Lucid Group, Inc.
-50.90%-65.00%-28.27%-38.36%-82.05%280.12%-2.34%

Correlation

The correlation between TSEM and LCID is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.30

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

0.28

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2020

0.26

Fundamentals

Market Cap

TSEM:

$32.32B

LCID:

$17.04B

EPS

TSEM:

$2.15

LCID:

-$3.19

PS Ratio

TSEM:

19.85

LCID:

4.89

Total Revenue (TTM)

TSEM:

$1.62B

LCID:

$1.12B

Gross Profit (TTM)

TSEM:

$401.63M

LCID:

-$1.62B

EBITDA (TTM)

TSEM:

$571.93M

LCID:

-$3.03B

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Return for Risk

TSEM vs. LCID — 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: 100100
Calmar Ratio Rank
TSEM Martin Ratio Rank: 100100
Martin Ratio Rank

LCID
LCID Risk / Return Rank: 66
Overall Rank
LCID Sharpe Ratio Rank: 66
Sharpe Ratio Rank
LCID Sortino Ratio Rank: 22
Sortino Ratio Rank
LCID Omega Ratio Rank: 44
Omega Ratio Rank
LCID Calmar Ratio Rank: 77
Calmar Ratio Rank
LCID Martin Ratio Rank: 1111
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. LCID - Risk-Adjusted Trends Comparison

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


TSEMLCIDDifference
Sharpe ratioReturn per unit of total volatility

+9.58

Sortino ratioReturn per unit of downside risk

+7.93

Omega ratioGain probability vs. loss probability

1.75

0.77

+0.98

Calmar ratioReturn relative to maximum drawdown

24.37

-0.90

+25.27

Martin ratioReturn relative to average drawdown

84.04

-1.31

+85.35

TSEM vs. LCID - Sharpe Ratio Comparison

The current TSEM Sharpe Ratio is 8.60, which is higher than the LCID Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of TSEM and LCID, 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. LCID - Drawdown Comparison

The maximum TSEM drawdown since its inception was -99.75%, roughly equal to the maximum LCID drawdown of -99.19%. Use the drawdown chart below to compare losses from any high point for TSEM and LCID.


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Drawdown Indicators


TSEMLCIDDifference

Max Drawdown

Largest peak-to-trough decline

-99.75%

-99.19%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-25.04%

-84.98%

+59.94%

Max Drawdown (3Y)

Largest decline over 3 years

-45.83%

-94.21%

+48.38%

Max Drawdown (5Y)

Largest decline over 5 years

-55.39%

-99.15%

+43.76%

Max Drawdown (10Y)

Largest decline over 10 years

-62.28%

Current Drawdown

Current decline from peak

-52.75%

-99.11%

+46.36%

Average Drawdown

Average peak-to-trough decline

-85.36%

-76.33%

-9.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.25%

57.83%

-50.58%

Volatility

TSEM vs. LCID - Volatility Comparison

Tower Semiconductor Ltd (TSEM) has a higher volatility of 29.44% compared to Lucid Group, Inc. (LCID) at 22.77%. This indicates that TSEM's price experiences larger fluctuations and is considered to be riskier than LCID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSEMLCIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.44%

22.77%

+6.67%

Volatility (6M)

Calculated over the trailing 6-month period

58.34%

51.95%

+6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

70.93%

78.03%

-7.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.12%

81.62%

-33.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.06%

86.71%

-42.65%

Dividends

TSEM vs. LCID - Dividend Comparison

Neither TSEM nor LCID has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

TSEM vs. LCID - Financials Comparison

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


0.00100.00M200.00M300.00M400.00M500.00M20222023202420252026
413.63M
0
(TSEM) Total Revenue
(LCID) Total Revenue
Values in USD except per share items

Frequently Asked Questions


TSEM and LCID have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSEM has higher volatility (29.44%) compared to LCID (22.77%). In terms of maximum drawdown, TSEM dropped -99.75% vs LCID's -99.19%.

TSEM currently has the higher Sharpe Ratio (8.60 vs -0.98), 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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