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

Correlation

The correlation between TSEM and TEVA is 0.37, 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.


Performance

TSEM vs. TEVA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TSEM:

0.06

TEVA:

0.12

Sortino Ratio

TSEM:

0.55

TEVA:

1.09

Omega Ratio

TSEM:

1.08

TEVA:

1.14

Calmar Ratio

TSEM:

0.09

TEVA:

0.26

Martin Ratio

TSEM:

0.51

TEVA:

1.24

Ulcer Index

TSEM:

15.93%

TEVA:

17.21%

Daily Std Dev

TSEM:

46.29%

TEVA:

47.40%

Max Drawdown

TSEM:

-99.75%

TEVA:

-90.80%

Current Drawdown

TSEM:

-93.65%

TEVA:

-74.73%

Fundamentals

Market Cap

TSEM:

$4.17B

TEVA:

$18.80B

EPS

TSEM:

$1.85

TEVA:

-$1.45

PEG Ratio

TSEM:

0.90

TEVA:

1.29

PS Ratio

TSEM:

2.81

TEVA:

1.12

PB Ratio

TSEM:

1.52

TEVA:

3.46

Total Revenue (TTM)

TSEM:

$1.11B

TEVA:

$16.61B

Gross Profit (TTM)

TSEM:

$266.84M

TEVA:

$8.17B

EBITDA (TTM)

TSEM:

$366.41M

TEVA:

$725.00M

Returns By Period

In the year-to-date period, TSEM achieves a -27.20% return, which is significantly lower than TEVA's -23.19% return. Over the past 10 years, TSEM has outperformed TEVA with an annualized return of 8.64%, while TEVA has yielded a comparatively lower -11.34% annualized return.


TSEM

YTD

-27.20%

1M

6.23%

6M

-18.27%

1Y

2.91%

5Y*

13.32%

10Y*

8.64%

TEVA

YTD

-23.19%

1M

19.56%

6M

-1.05%

1Y

5.81%

5Y*

8.46%

10Y*

-11.34%

*Annualized

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Risk-Adjusted Performance

TSEM vs. TEVA — 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 5555
Overall Rank
The Sharpe Ratio Rank of TSEM is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of TSEM is 5353
Sortino Ratio Rank
The Omega Ratio Rank of TSEM is 5555
Omega Ratio Rank
The Calmar Ratio Rank of TSEM is 5656
Calmar Ratio Rank
The Martin Ratio Rank of TSEM is 5959
Martin Ratio Rank

TEVA
The Risk-Adjusted Performance Rank of TEVA is 6565
Overall Rank
The Sharpe Ratio Rank of TEVA is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of TEVA is 6868
Sortino Ratio Rank
The Omega Ratio Rank of TEVA is 6666
Omega Ratio Rank
The Calmar Ratio Rank of TEVA is 6464
Calmar Ratio Rank
The Martin Ratio Rank of TEVA is 6767
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. TEVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tower Semiconductor Ltd (TSEM) and Teva Pharmaceutical Industries Limited (TEVA). 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.


The current TSEM Sharpe Ratio is 0.06, which is lower than the TEVA Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of TSEM and TEVA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TSEM vs. TEVA - Dividend Comparison

Neither TSEM nor TEVA has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%
TEVA
Teva Pharmaceutical Industries Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.49%3.75%2.07%2.38%

Drawdowns

TSEM vs. TEVA - Drawdown Comparison

The maximum TSEM drawdown since its inception was -99.75%, which is greater than TEVA's maximum drawdown of -90.80%. Use the drawdown chart below to compare losses from any high point for TSEM and TEVA. For additional features, visit the drawdowns tool.


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Volatility

TSEM vs. TEVA - Volatility Comparison


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Financials

TSEM vs. TEVA - Financials Comparison

This section allows you to compare key financial metrics between Tower Semiconductor Ltd and Teva Pharmaceutical Industries Limited. 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


0.001.00B2.00B3.00B4.00B20212022202320242025
387.19M
3.89B
(TSEM) Total Revenue
(TEVA) Total Revenue
Values in USD except per share items

TSEM vs. TEVA - Profitability Comparison

The chart below illustrates the profitability comparison between Tower Semiconductor Ltd and Teva Pharmaceutical Industries Limited 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%30.0%40.0%50.0%20212022202320242025
22.4%
48.2%
(TSEM) Gross Margin
(TEVA) Gross Margin
TSEM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Tower Semiconductor Ltd reported a gross profit of 86.85M and revenue of 387.19M. Therefore, the gross margin over that period was 22.4%.

TEVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Teva Pharmaceutical Industries Limited reported a gross profit of 1.88B and revenue of 3.89B. Therefore, the gross margin over that period was 48.2%.

TSEM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Tower Semiconductor Ltd reported an operating income of 46.42M and revenue of 387.19M, resulting in an operating margin of 12.0%.

TEVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Teva Pharmaceutical Industries Limited reported an operating income of 706.00M and revenue of 3.89B, resulting in an operating margin of 18.1%.

TSEM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Tower Semiconductor Ltd reported a net income of 55.14M and revenue of 387.19M, resulting in a net margin of 14.2%.

TEVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Teva Pharmaceutical Industries Limited reported a net income of 214.00M and revenue of 3.89B, resulting in a net margin of 5.5%.