The market of turning tools is coped majority by hard metal tools with CVD coating. However, availability of tools with sharp cutting edges is essential in light turning of small parts. In this context, PVD process is optimum for obtaining sharp edges. Therefore, a methodology is presented to evaluate the performance of PVD advanced tools for turning of difficult to machine materials. Four coatings were tested: AlTiSiN (nACo®), AlCrSiN (nACRo®), AlTiN and TiAlCrN. The analysis was developed carrying out wear tests and analyzing different signals such as cutting forces, EDX analysis of inserts, part roughness and insert image analysis. Results indicate that the best coatings for turning of difficult to machine materials as austenitic stainless steels are nACo® and AlTiN coatings, since they offer the best performance. Several factors demonstrate it: better tool flank wear evolution, less tangential cutting force or lower part roughness