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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in Taiwan Semiconductor Manufacturing Company Ltd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
TSFA.F is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.
Returns By Period
Taiwan Semiconductor Manufacturing Company Ltd (TSFA.F) has returned 7.64% so far this year and 80.27% over the past 12 months. Looking at the last ten years, TSFA.F has achieved an annualized return of 28.37%, outperforming the S&P 500 Index benchmark, which averaged 11.99% per year.
Taiwan Semiconductor Manufacturing Company Ltd
- 1D
- -3.34%
- 1M
- -13.24%
- YTD
- 7.64%
- 6M
- 16.54%
- 1Y
- 80.27%
- 3Y*
- 47.61%
- 5Y*
- 22.39%
- 10Y*
- 28.37%
Benchmark (S&P 500 Index)
- 1D
- 2.02%
- 1M
- -2.96%
- YTD
- -3.12%
- 6M
- -0.95%
- 1Y
- 8.84%
- 3Y*
- 14.21%
- 5Y*
- 10.59%
- 10Y*
- 11.99%
Monthly Returns
Based on dividend-adjusted daily data since Feb 9, 2000, TSFA.F's average daily return is +0.16%, while the average monthly return is +3.03%. At this rate, your investment would double in approximately 1.9 years.
Historically, 56% of months were positive and 44% were negative. The best month was Jul 2008 with a return of +577.3%, while the worst month was Sep 2000 at -39.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.
On a daily basis, TSFA.F closed higher 48% of trading days. The best single day was Jul 16, 2008 with a return of +622.0%, while the worst single day was May 15, 2000 at -22.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.81% | 14.03% | -13.24% | 7.64% | |||||||||
| 2025 | 4.49% | -14.37% | -11.99% | -3.80% | 16.08% | 13.04% | 10.33% | -7.39% | 19.93% | 9.32% | -3.29% | 2.41% | 31.89% |
| 2024 | 11.23% | 13.52% | 5.55% | 2.70% | 7.12% | 17.06% | -5.43% | 1.17% | 0.78% | 11.52% | 0.92% | 10.25% | 105.37% |
| 2023 | 20.34% | -2.48% | 3.77% | -10.98% | 21.78% | 0.01% | -3.23% | -3.56% | -4.72% | -1.94% | 10.88% | 5.25% | 34.35% |
| 2022 | 1.50% | -12.11% | -0.51% | -6.24% | 0.11% | -12.26% | 11.17% | -4.50% | -14.38% | -11.58% | 27.16% | -11.67% | -34.01% |
| 2021 | 14.97% | 3.18% | -3.28% | -2.87% | 1.03% | 2.55% | -2.38% | 2.43% | -3.95% | 1.86% | 4.45% | 3.31% | 21.89% |
Benchmark Metrics
Taiwan Semiconductor Manufacturing Company Ltd has an annualized alpha of 65.79%, beta of 0.74, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since February 10, 2000.
- This stock captured 125.97% of S&P 500 Index gains but only 9.48% of its losses — a favorable profile for investors.
- R² of 0.01 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 65.79%
- Beta
- 0.74
- R²
- 0.01
- Upside Capture
- 125.97%
- Downside Capture
- 9.48%
Return for Risk
Risk / Return Rank
TSFA.F ranks 90 for risk / return — in the top 90% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Ltd (TSFA.F) and compare them to a chosen benchmark (S&P 500 Index).
| TSFA.F | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.99 | 0.43 | +1.56 |
Sortino ratioReturn per unit of downside risk | 2.69 | 0.73 | +1.96 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.11 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 4.71 | 0.67 | +4.04 |
Martin ratioReturn relative to average drawdown | 14.33 | 2.80 | +11.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TSFA.F risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Taiwan Semiconductor Manufacturing Company Ltd provided a 0.03% dividend yield over the last twelve months, with an annual payout of €0.08 per share. The company has been increasing its dividends for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | €0.08 | €0.07 | €0.06 | €0.05 | €0.05 | €0.05 | €0.04 | €0.05 | €0.03 | €0.03 | €0.02 | €0.02 |
Dividend yield | 0.03% | 0.03% | 0.03% | 0.05% | 0.07% | 0.05% | 0.05% | 0.09% | 0.10% | 0.09% | 0.08% | 0.09% |
Monthly Dividends
The table displays the monthly dividend distributions for Taiwan Semiconductor Manufacturing Company Ltd. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | €0.00 | €0.00 | €0.02 | €0.02 | |||||||||
| 2025 | €0.00 | €0.00 | €0.02 | €0.00 | €0.00 | €0.02 | €0.00 | €0.00 | €0.02 | €0.00 | €0.00 | €0.02 | €0.07 |
| 2024 | €0.00 | €0.00 | €0.01 | €0.00 | €0.00 | €0.01 | €0.00 | €0.00 | €0.02 | €0.00 | €0.00 | €0.02 | €0.06 |
| 2023 | €0.00 | €0.00 | €0.01 | €0.00 | €0.00 | €0.01 | €0.00 | €0.00 | €0.01 | €0.00 | €0.00 | €0.01 | €0.05 |
| 2022 | €0.00 | €0.00 | €0.01 | €0.00 | €0.00 | €0.01 | €0.00 | €0.00 | €0.01 | €0.00 | €0.00 | €0.01 | €0.05 |
| 2021 | €0.00 | €0.00 | €0.01 | €0.00 | €0.00 | €0.01 | €0.00 | €0.00 | €0.01 | €0.00 | €0.00 | €0.01 | €0.05 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Taiwan Semiconductor Manufacturing Company Ltd. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Taiwan Semiconductor Manufacturing Company Ltd was 88.56%, occurring on Jan 23, 2008. Recovery took 123 trading sessions.
The current Taiwan Semiconductor Manufacturing Company Ltd drawdown is 16.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -88.56% | Feb 14, 2000 | 2058 | Jan 23, 2008 | 123 | Jul 17, 2008 | 2181 |
| -51.74% | Jan 18, 2022 | 200 | Oct 26, 2022 | 346 | Mar 4, 2024 | 546 |
| -39.95% | Jan 24, 2025 | 53 | Apr 8, 2025 | 107 | Sep 9, 2025 | 160 |
| -34.03% | Aug 19, 2008 | 68 | Nov 20, 2008 | 90 | Apr 2, 2009 | 158 |
| -28.91% | Apr 27, 2015 | 87 | Aug 26, 2015 | 149 | Mar 30, 2016 | 236 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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