PortfoliosLab logoPortfoliosLab logo
TSEM vs. SIMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TSEM vs. SIMO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, TSEM achieves a 128.16% return, which is significantly lower than SIMO's 232.65% return. Over the past 10 years, TSEM has outperformed SIMO with an annualized return of 35.28%, while SIMO has yielded a comparatively lower 24.12% annualized return.


TSEM

1D
-2.48%
1M
24.57%
YTD
128.16%
6M
130.94%
1Y
561.18%
3Y*
91.15%
5Y*
58.06%
10Y*
35.28%

SIMO

1D
1.76%
1M
35.23%
YTD
232.65%
6M
239.06%
1Y
380.38%
3Y*
72.55%
5Y*
38.76%
10Y*
24.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEM vs. SIMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSEM
Tower Semiconductor Ltd
128.16%127.96%68.77%-29.35%8.87%53.68%7.32%63.23%-56.75%79.09%
SIMO
Silicon Motion Technology Corporation
232.65%76.91%-8.94%-4.91%-30.38%101.83%-1.81%51.81%-33.11%27.14%

Correlation

The correlation between TSEM and SIMO is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.46

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

0.45

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

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2005

0.30

The correlation between TSEM and SIMO shifts across timeframes, from 0.30 (all time) to 0.46 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TSEM:

$30.63B

SIMO:

$2.60B

EPS

TSEM:

$2.15

SIMO:

$17.93

PE Ratio

TSEM:

124.36

SIMO:

17.10

PEG Ratio

TSEM:

4.38

SIMO:

0.13

PS Ratio

TSEM:

18.82

SIMO:

2.59

PB Ratio

TSEM:

10.30

SIMO:

2.87

Total Revenue (TTM)

TSEM:

$1.62B

SIMO:

$997.60M

Gross Profit (TTM)

TSEM:

$401.63M

SIMO:

$485.91M

EBITDA (TTM)

TSEM:

$571.93M

SIMO:

$146.89M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TSEM vs. SIMO — 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

SIMO
SIMO Risk / Return Rank: 9999
Overall Rank
SIMO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SIMO Sortino Ratio Rank: 9999
Sortino Ratio Rank
SIMO Omega Ratio Rank: 9898
Omega Ratio Rank
SIMO Calmar Ratio Rank: 9999
Calmar Ratio Rank
SIMO 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. SIMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tower Semiconductor Ltd (TSEM) and Silicon Motion Technology Corporation (SIMO). 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.


TSEMSIMODifference

Sharpe ratio

Return per unit of total volatility

8.44

5.61

+2.83

Sortino ratio

Return per unit of downside risk

6.00

5.95

+0.04

Omega ratio

Gain probability vs. loss probability

1.77

1.77

-0.01

Calmar ratio

Return relative to maximum drawdown

22.61

14.60

+8.01

Martin ratio

Return relative to average drawdown

83.13

44.64

+38.48

TSEM vs. SIMO - Sharpe Ratio Comparison

The current TSEM Sharpe Ratio is 8.44, which is higher than the SIMO Sharpe Ratio of 5.61. The chart below compares the historical Sharpe Ratios of TSEM and SIMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


TSEMSIMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.44

5.61

+2.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.25

0.78

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.54

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.36

-0.34

Drawdowns

TSEM vs. SIMO - Drawdown Comparison

The maximum TSEM drawdown since its inception was -99.75%, which is greater than SIMO's maximum drawdown of -93.19%. Use the drawdown chart below to compare losses from any high point for TSEM and SIMO.


Loading charts...

Drawdown Indicators


TSEMSIMODifference

Max Drawdown

Largest peak-to-trough decline

-99.75%

-93.19%

-6.56%

Max Drawdown (1Y)

Largest decline over 1 year

-25.04%

-26.26%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-46.78%

-52.84%

+6.06%

Max Drawdown (5Y)

Largest decline over 5 years

-55.39%

-56.49%

+1.10%

Max Drawdown (10Y)

Largest decline over 10 years

-62.28%

-56.49%

-5.79%

Current Drawdown

Current decline from peak

-55.21%

0.00%

-55.21%

Average Drawdown

Average peak-to-trough decline

-85.42%

-32.39%

-53.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.80%

8.57%

-1.77%

Volatility

TSEM vs. SIMO - Volatility Comparison

Tower Semiconductor Ltd (TSEM) has a higher volatility of 29.90% compared to Silicon Motion Technology Corporation (SIMO) at 19.24%. This indicates that TSEM's price experiences larger fluctuations and is considered to be riskier than SIMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TSEMSIMODifference

Volatility (1M)

Calculated over the trailing 1-month period

29.90%

19.24%

+10.66%

Volatility (6M)

Calculated over the trailing 6-month period

53.71%

55.53%

-1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

67.10%

68.33%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.78%

49.87%

-3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.33%

44.97%

-1.64%

Dividends

TSEM vs. SIMO - Dividend Comparison

TSEM has not paid dividends to shareholders, while SIMO's dividend yield for the trailing twelve months is around 0.65%.


PositionTTM20252024202320222021202020192018201720162015
SIMO
Silicon Motion Technology Corporation
0.65%2.16%3.70%0.82%2.31%1.62%2.89%2.45%3.45%1.68%1.51%1.88%
TSEM
Tower Semiconductor Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

TSEM vs. SIMO - Financials Comparison

This section allows you to compare key financial metrics between Tower Semiconductor Ltd and Silicon Motion Technology Corporation. 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


100.00M200.00M300.00M400.00M500.00M20222023202420252026
413.63M
278.46M
(TSEM) Total Revenue
(SIMO) Total Revenue
Values in USD except per share items

TSEM vs. SIMO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%45.0%50.0%55.0%20222023202420252026
26.8%
49.1%
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%.

SIMO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Silicon Motion Technology Corporation reported a gross profit of 136.77M and revenue of 278.46M. Therefore, the gross margin over that period was 49.1%.

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%.

SIMO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Silicon Motion Technology Corporation reported an operating income of 31.71M and revenue of 278.46M, resulting in an operating margin of 11.4%.

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%.

SIMO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Silicon Motion Technology Corporation reported a net income of 47.75M and revenue of 278.46M, resulting in a net margin of 17.2%.


Frequently Asked Questions


TSEM and SIMO have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSEM has higher volatility (29.90%) compared to SIMO (19.24%). In terms of maximum drawdown, TSEM dropped -99.75% vs SIMO's -93.19%.

TSEM currently has the higher Sharpe Ratio (8.44 vs 5.61), 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 SIMO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer