TSEM vs. MBLY

Last updated Jun 9, 2026

TSEM (Tower Semiconductor Ltd) and MBLY (Mobileye Global Inc. Class A Common Stock) are both stocks. TSEM operates in Semiconductors (Technology), while MBLY operates in Auto Parts (Consumer Cyclical). Over the past 3 years, TSEM returned 83.63%/yr vs -38.56%/yr for MBLY. At a 0.25 correlation, their price movements are largely independent.

Performance

TSEM vs. MBLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tower Semiconductor Ltd (TSEM) and Mobileye Global Inc. Class A Common Stock (MBLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TSEM achieves a 106.13% return, which is significantly higher than MBLY's -7.18% return.

TSEM

• 1D: 2.79%
• 1M: 14.70%
• YTD: 106.13%
• 6M: 104.60%
• 1Y: 502.39%
• 3Y*: 83.63%
• 5Y*: 55.36%
• 10Y*: 34.52%

MBLY

• 1D: 2.32%
• 1M: 5.44%
• YTD: -7.18%
• 6M: -14.32%
• 1Y: -42.59%
• 3Y*: -38.56%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEM vs. MBLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TSEM Tower Semiconductor Ltd	106.13%	127.96%	68.77%	-29.35%	1.60%
MBLY Mobileye Global Inc. Class A Common Stock	-7.18%	-47.59%	-54.02%	23.56%	21.02%

Correlation

The correlation between TSEM and MBLY is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (All Time) Calculated using the full available price history since Oct 27, 2022	0.25

Fundamentals

Market Cap TSEM : $27.68B MBLY : $7.92B
EPS TSEM : $2.15 MBLY : -$5.07
PS Ratio TSEM : 17.00 MBLY : 3.90
PB Ratio TSEM : 9.31 MBLY : 0.97
Total Revenue (TTM) TSEM : $1.62B MBLY : $2.01B
Gross Profit (TTM) TSEM : $401.63M MBLY : $972.00M
EBITDA (TTM) TSEM : $571.93M MBLY : -$3.79B

Return for Risk

TSEM vs. MBLY — Risk / Return Rank

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

TSEM

TSEM Risk / Return Rank: 99
TSEM Sharpe Ratio Rank: 100
TSEM Sortino Ratio Rank: 98
TSEM Omega Ratio Rank: 97
TSEM Calmar Ratio Rank: 99
TSEM Martin Ratio Rank: 100

MBLY

MBLY Risk / Return Rank: 14
MBLY Sharpe Ratio Rank: 9
MBLY Sortino Ratio Rank: 10
MBLY Omega Ratio Rank: 12
MBLY Calmar Ratio Rank: 19
MBLY Martin Ratio Rank: 21

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. MBLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tower Semiconductor Ltd (TSEM) and Mobileye Global Inc. Class A Common Stock (MBLY). 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.

	TSEM	MBLY	Difference
Sharpe ratio: Return per unit of total volatility	7.47	-0.82	+8.29
Sortino ratio: Return per unit of downside risk	5.54	-1.15	+6.70
Omega ratio: Gain probability vs. loss probability	1.71	0.87	+0.84
Calmar ratio: Return relative to maximum drawdown	20.24	-0.65	+20.89
Martin ratio: Return relative to average drawdown	72.71	-1.04	+73.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSEM vs. MBLY - Sharpe Ratio Comparison

The current TSEM Sharpe Ratio is 7.47, which is higher than the MBLY Sharpe Ratio of -0.82. The chart below compares the historical Sharpe Ratios of TSEM and MBLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TSEM	MBLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	7.47	-0.82	+8.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.18	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.80	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	-0.44	+0.46

Drawdowns

TSEM vs. MBLY - Drawdown Comparison

The maximum TSEM drawdown since its inception was -99.75%, which is greater than MBLY's maximum drawdown of -86.05%. Use the drawdown chart below to compare losses from any high point for TSEM and MBLY.

Drawdown Indicators

	TSEM	MBLY	Difference
Max Drawdown Largest peak-to-trough decline	-99.75%	-86.05%	-13.70%
Max Drawdown (1Y) Largest decline over 1 year	-25.04%	-65.62%	+40.58%
Max Drawdown (3Y) Largest decline over 3 years	-46.78%	-85.21%	+38.43%
Max Drawdown (5Y) Largest decline over 5 years	-55.39%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-62.28%	—	—
Current Drawdown Current decline from peak	-59.54%	-79.39%	+19.85%
Average Drawdown Average peak-to-trough decline	-85.41%	-47.22%	-38.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.95%	40.92%	-33.97%

Volatility

TSEM vs. MBLY - Volatility Comparison

Tower Semiconductor Ltd (TSEM) has a higher volatility of 31.39% compared to Mobileye Global Inc. Class A Common Stock (MBLY) at 21.03%. This indicates that TSEM's price experiences larger fluctuations and is considered to be riskier than MBLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSEM	MBLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	31.39%	21.03%	+10.36%
Volatility (6M) Calculated over the trailing 6-month period	54.84%	39.23%	+15.61%
Volatility (1Y) Calculated over the trailing 1-year period	67.98%	52.10%	+15.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.01%	60.41%	-13.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.46%	60.41%	-16.95%

Dividends

TSEM vs. MBLY - Dividend Comparison

Neither TSEM nor MBLY has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both TSEM and MBLY in my portfolio?

TSEM and MBLY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TSEM or MBLY?

TSEM has higher volatility (31.39%) compared to MBLY (21.03%). In terms of maximum drawdown, TSEM dropped -99.75% vs MBLY's -86.05%.

Which has better risk-adjusted returns?

TSEM currently has the higher Sharpe Ratio (7.47 vs -0.82), 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.