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TSEM vs SPY

Comparison between Tower Semiconductor Ltd (TSEM, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceTSEM has outperformed SPY, delivering a return of +59.5% compared to +13.2%

TSEM vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap / Net Assets
TSEM
$32B
Winner
SPY
$784B
Expense Ratio
TSEM
N/A
SPY
0.09%
Max Drawdown
TSEM
99.75%
Winner
SPY
56.47%
Sharpe Ratio
Winner
TSEM
3.08
SPY
1.54
5Y Beta
TSEM
1.85
Winner
SPY
1.00
Industry
TSEM
Semiconductors
SPY
N/A
P/E Ratio
TSEM
146.36
Winner
SPY
27.62
Forward P/E
TSEM
94.34
Winner
SPY
21.11
PEG Ratio
TSEM
28.49
SPY
N/A
5Y Dividends CAGR
TSEM
N/A
SPY
6.00%
5Y EPS CAGR
TSEM
20.77%
Winner
SPY
25.30%
Debt to Equity
Winner
TSEM
5.53%
SPY
31.11%
Free Cash Flow Yield
TSEM
-0.15%
SPY
N/A
P/S Ratio
TSEM
21.04
Winner
SPY
3.49
P/B Ratio
TSEM
10.82
Winner
SPY
5.30

TSEM vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
TSEM
-0.28%
SPY
-1.37%
3M
Winner
TSEM
+64.21%
SPY
+12.22%
6M
Winner
TSEM
+133.42%
SPY
+7.20%
1Y
Winner
TSEM
+604.69%
SPY
+23.58%
5Y(CAGR)
Winner
TSEM
+59.55%
SPY
+13.19%
10Y(CAGR)
Winner
TSEM
+36.62%
SPY
+15.12%
Max(CAGR)
TSEM
+2.83%
Winner
SPY
+8.44%

TSEM vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearTSEMSPY
2026+132.18%+7.95%
2025+127.78%+18.00%
2024+70.06%+25.59%
2023-29.12%+26.72%
2022+7.41%-18.64%
2021+52.62%+30.52%
2020+4.92%+17.28%
2019+61.80%+31.09%
2018-57.28%-5.24%
2017+77.87%+20.78%
2016+38.10%+13.59%
2015+6.92%+1.31%
2014+125.55%+14.56%
2013-31.62%+29.00%
2012-14.93%+14.17%
2011-57.45%+0.85%
2010+31.78%+13.14%
2009+521.79%+22.67%
2008-90.69%-36.25%
2007-22.78%+5.32%
2006+3.64%+13.85%
2005-36.40%+5.32%
2004-74.49%+10.75%
2003+136.23%+24.18%
2002-51.94%-22.42%
2001-36.70%-10.13%
2000-4.00%-8.84%
1999+21.96%+8.61%

TSEM vs SPY Drawdown Comparison

The maximum drawdown for TSEM was -99.75%, occurring on Dec 30, 2008. This drawdown has not yet recovered.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current TSEM drawdown is -52.75%. The current SPY drawdown is -3.18%.

RankTSEMSPY
#1-99.75%
Mar 24, 2000 - Dec 30, 2008
-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-18.17%
Mar 1, 2000 - Mar 10, 2000
-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-16.52%
Nov 23, 1999 - Jan 18, 2000
-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-15.58%
Mar 14, 2000 - Mar 23, 2000
-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-11.82%
Jan 25, 2000 - Feb 4, 2000
-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-8.69%
Feb 10, 2000 - Feb 18, 2000
-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-8.00%
Nov 3, 1999 - Nov 15, 1999
-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-3.01%
Jan 18, 2000 - Jan 20, 2000
-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-2.33%
Nov 17, 1999 - Nov 22, 1999
-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-1.22%
Feb 24, 2000 - Feb 29, 2000
-9.30%
Jan 19, 2000 - Mar 17, 2000
#11N/A-9.05%
Jul 19, 2007 - Oct 5, 2007
#12N/A-8.88%
Jan 27, 2026 - Apr 14, 2026
#13N/A-8.41%
Jul 16, 2024 - Sep 19, 2024
#14N/A-7.35%
Sep 14, 2012 - Jan 2, 2013
#15N/A-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between TSEM and SPY is 0.03 which considered as a very weak or no correlation - the stocks move independently of each other.

0.03
-101

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