The industry standard of reporting the yield$-$to$-$maturity $($YTM$)$ of bonds is as follows:

Annual coupons: the YTM is an EAR$/$EFF$,$ and needs no rate conversion. $($You have annual periods and annual cashflows, and the EAR$/$EFF is the proper rate to compound$/$discount those.$)$

Semi$-$annual coupons: the YTM is an APR with semi$-$annual compounding, and you convert to the semi$-$annual rate by taking the YTM$/2.($You have semi$-$annual periods, and semi$-$annual cashflows, and the YTM$/2$ is the proper periodic rate to compound$/$discount those.$)$

But remember: an APR ignores compounding. So the stated YTM of a semi$-$annual coupon bond is NOT what you will actually earn on that bond. Consider the following:

Bond A has semi$-$annual coupons of $$30,10$ years to maturity, and a YTM of $6\%.$

Bond B has annual coupons of $$60,$ and $10$ years to maturity. What must be the price of Bond B in order for it to have the same compounded yield as Bond A$?$

To answer this, solve for the EAR$/$EFF of Bond A$,$ then use that to solve for the price of Bond B$.$