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Taiwan Semiconductor Manufacturing Company Limited...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS8740391003
CUSIP874039100
SectorTechnology
IndustrySemiconductors

Highlights

Market Cap$705.69B
EPS$5.06
PE Ratio26.89
PEG Ratio1.54
Revenue (TTM)$2.16T
Gross Profit (TTM)$1.35T
EBITDA (TTM)$1.44T
Year Range$79.74 - $157.77
Target Price$137.79
Short %0.26%
Short Ratio1.34

Share Price Chart


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Taiwan Semiconductor Manufacturing Company Limited

Popular comparisons: TSM vs. AMD, TSM vs. ASML, TSM vs. NVDA, TSM vs. SPY, TSM vs. QQQ, TSM vs. V, TSM vs. SSO, TSM vs. ADBE, TSM vs. PEP, TSM vs. GOOG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Taiwan Semiconductor Manufacturing Company Limited, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2024FebruaryMarchApril
4,449.89%
418.71%
TSM (Taiwan Semiconductor Manufacturing Company Limited)
Benchmark (^GSPC)

S&P 500

Returns By Period

Taiwan Semiconductor Manufacturing Company Limited had a return of 34.96% year-to-date (YTD) and 61.80% in the last 12 months. Over the past 10 years, Taiwan Semiconductor Manufacturing Company Limited had an annualized return of 24.35%, outperforming the S&P 500 benchmark which had an annualized return of 10.50%.


PeriodReturnBenchmark
Year-To-Date34.96%5.90%
1 month2.46%-1.28%
6 months54.95%15.51%
1 year61.80%21.68%
5 years (annualized)28.71%11.74%
10 years (annualized)24.35%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20248.62%13.91%6.16%
2023-6.63%-0.68%12.74%7.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of TSM is 90, placing it in the top 10% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of TSM is 9090
Taiwan Semiconductor Manufacturing Company Limited(TSM)
The Sharpe Ratio Rank of TSM is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of TSM is 9292Sortino Ratio Rank
The Omega Ratio Rank of TSM is 8989Omega Ratio Rank
The Calmar Ratio Rank of TSM is 9090Calmar Ratio Rank
The Martin Ratio Rank of TSM is 8888Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Limited (TSM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


TSM
Sharpe ratio
The chart of Sharpe ratio for TSM, currently valued at 1.94, compared to the broader market-2.00-1.000.001.002.003.001.94
Sortino ratio
The chart of Sortino ratio for TSM, currently valued at 3.00, compared to the broader market-4.00-2.000.002.004.006.003.00
Omega ratio
The chart of Omega ratio for TSM, currently valued at 1.35, compared to the broader market0.501.001.501.35
Calmar ratio
The chart of Calmar ratio for TSM, currently valued at 1.58, compared to the broader market0.001.002.003.004.005.001.58
Martin ratio
The chart of Martin ratio for TSM, currently valued at 6.94, compared to the broader market-10.000.0010.0020.0030.006.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-2.00-1.000.001.002.003.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.001.002.003.004.005.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market-10.000.0010.0020.0030.007.62

Sharpe Ratio

The current Taiwan Semiconductor Manufacturing Company Limited Sharpe ratio is 1.94. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.94
1.89
TSM (Taiwan Semiconductor Manufacturing Company Limited)
Benchmark (^GSPC)

Dividends

Dividend History

Taiwan Semiconductor Manufacturing Company Limited granted a 1.40% dividend yield in the last twelve months. The annual payout for that period amounted to $1.96 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.96$1.85$1.85$1.87$1.72$2.03$1.31$0.92$0.75$0.58$0.40$0.40

Dividend yield

1.40%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%

Monthly Dividends

The table displays the monthly dividend distributions for Taiwan Semiconductor Manufacturing Company Limited. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.54
2023$0.00$0.00$0.43$0.00$0.00$0.46$0.00$0.00$0.49$0.00$0.00$0.47
2022$0.00$0.00$0.48$0.00$0.00$0.46$0.00$0.00$0.46$0.00$0.00$0.45
2021$0.00$0.00$0.44$0.00$0.00$0.45$0.00$0.00$0.49$0.00$0.00$0.50
2020$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.44$0.00$0.00$0.45
2019$0.00$0.00$0.00$0.00$0.00$1.29$0.00$0.00$0.32$0.00$0.00$0.42
2018$0.00$0.00$0.00$0.00$0.00$1.31$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.92$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.00$0.00$0.00$0.75$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.58$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.00$0.00$0.00$0.00$0.00
2013$0.40$0.00$0.00$0.00$0.00$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%1.4%
Taiwan Semiconductor Manufacturing Company Limited has a dividend yield of 1.40%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%37.7%
Taiwan Semiconductor Manufacturing Company Limited has a payout ratio of 37.73%, which is quite average when compared to the overall market. This suggests that Taiwan Semiconductor Manufacturing Company Limited strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.93%
-3.86%
TSM (Taiwan Semiconductor Manufacturing Company Limited)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Taiwan Semiconductor Manufacturing Company Limited. 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 Limited was 84.63%, occurring on Oct 9, 2002. Recovery took 2658 trading sessions.

The current Taiwan Semiconductor Manufacturing Company Limited drawdown is 5.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-84.63%Feb 4, 2000672Oct 9, 20022658May 2, 20133330
-56.47%Jan 18, 2022202Nov 3, 2022332Mar 4, 2024534
-53.41%Oct 13, 1997247Oct 5, 199871Jan 15, 1999318
-26.55%Jan 15, 202045Mar 19, 202074Jul 6, 2020119
-24.32%Apr 28, 201583Aug 24, 2015138Mar 11, 2016221

Volatility

Volatility Chart

The current Taiwan Semiconductor Manufacturing Company Limited volatility is 7.38%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
7.38%
3.39%
TSM (Taiwan Semiconductor Manufacturing Company Limited)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Taiwan Semiconductor Manufacturing Company Limited over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items