071970.KS vs. TSM
071970.KS (Stx Heavy Indu) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. 071970.KS operates in Specialty Industrial Machinery (Industrials), while TSM operates in Semiconductors (Technology). Over the past 10 years, 071970.KS returned -20.72%/yr vs 40.43%/yr for TSM. At a 0.03 correlation, their price movements are largely independent.
Performance
071970.KS vs. TSM - Performance Comparison
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Different Trading Currencies
071970.KS is traded in KRW, while TSM is traded in USD. To make them comparable, the TSM values have been converted to KRW using the latest available exchange rates.
Returns By Period
In the year-to-date period, 071970.KS achieves a -24.80% return, which is significantly lower than TSM's 57.45% return. Over the past 10 years, 071970.KS has underperformed TSM with an annualized return of -20.72%, while TSM has yielded a comparatively higher 40.43% annualized return.
071970.KS
- 1D
- 3.22%
- 1M
- -37.16%
- YTD
- -24.80%
- 6M
- -17.93%
- 1Y
- 50.90%
- 3Y*
- 119.89%
- 5Y*
- 56.15%
- 10Y*
- -20.72%
TSM
- 1D
- 2.75%
- 1M
- 18.19%
- YTD
- 57.45%
- 6M
- 59.99%
- 1Y
- 152.52%
- 3Y*
- 77.97%
- 5Y*
- 41.26%
- 10Y*
- 40.43%
071970.KS vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
071970.KS Stx Heavy Indu | -24.80% | 266.05% | 108.97% | 65.25% | 49.37% | 22.80% | 26.35% | -46.12% | -84.61% | -80.32% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 57.45% | 52.32% | 119.57% | 46.39% | -33.17% | 22.81% | 81.36% | 71.11% | 0.66% | 24.98% |
Correlation
The correlation between 071970.KS and TSM is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since May 18, 2009 | 0.03 |
The correlation between 071970.KS and TSM shifts across timeframes, from 0.03 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
071970.KS vs. TSM — Risk / Return Rank
071970.KS
TSM
071970.KS vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stx Heavy Indu (071970.KS) and Taiwan Semiconductor Manufacturing Company Limited (TSM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 071970.KS | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.78 | ||
| Sortino ratioReturn per unit of downside risk | -3.53 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.62 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 11.43 | -10.21 |
| Martin ratioReturn relative to average drawdown | 3.35 | 39.26 | -35.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 071970.KS | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 4.60 | -3.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 1.17 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.28 | 1.27 | -1.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.21 | 0.86 | -1.07 |
Drawdowns
071970.KS vs. TSM - Drawdown Comparison
The maximum 071970.KS drawdown since its inception was -99.87%, which is greater than TSM's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for 071970.KS and TSM.
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Drawdown Indicators
| 071970.KS | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.87% | -47.98% | -51.89% |
Max Drawdown (1Y)Largest decline over 1 year | -43.55% | -13.43% | -30.12% |
Max Drawdown (3Y)Largest decline over 3 years | -43.55% | -34.65% | -8.90% |
Max Drawdown (5Y)Largest decline over 5 years | -64.85% | -47.98% | -16.87% |
Max Drawdown (10Y)Largest decline over 10 years | -99.86% | -47.98% | -51.88% |
Current DrawdownCurrent decline from peak | -93.27% | 0.00% | -93.27% |
Average DrawdownAverage peak-to-trough decline | -55.29% | -9.88% | -45.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.60% | 3.90% | +11.70% |
Volatility
071970.KS vs. TSM - Volatility Comparison
Stx Heavy Indu (071970.KS) has a higher volatility of 15.71% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 9.80%. This indicates that 071970.KS's price experiences larger fluctuations and is considered to be riskier than TSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 071970.KS | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.71% | 9.80% | +5.91% |
Volatility (6M)Calculated over the trailing 6-month period | 49.09% | 24.85% | +24.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.89% | 33.38% | +31.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.78% | 35.35% | +25.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.34% | 31.96% | +45.38% |
Dividends
071970.KS vs. TSM - Dividend Comparison
071970.KS has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
071970.KS Stx Heavy Indu | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.75% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
Financials
071970.KS vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Stx Heavy Indu and Taiwan Semiconductor Manufacturing Company Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
071970.KS and TSM have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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