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0981.HK vs. TSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between 0981.HK and TSM is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

0981.HK vs. TSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Semiconductor Manufacturing International Corp (0981.HK) and Taiwan Semiconductor Manufacturing Company Limited (TSM). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
38.25%
9.58%
0981.HK
TSM

Key characteristics

Sharpe Ratio

0981.HK:

0.42

TSM:

2.30

Sortino Ratio

0981.HK:

1.18

TSM:

2.99

Omega Ratio

0981.HK:

1.15

TSM:

1.36

Calmar Ratio

0981.HK:

0.39

TSM:

3.48

Martin Ratio

0981.HK:

1.25

TSM:

12.66

Ulcer Index

0981.HK:

21.01%

TSM:

7.32%

Daily Std Dev

0981.HK:

63.57%

TSM:

40.36%

Max Drawdown

0981.HK:

-95.27%

TSM:

-84.63%

Current Drawdown

0981.HK:

-38.14%

TSM:

-4.69%

Fundamentals

Market Cap

0981.HK:

HK$333.33B

TSM:

$1.05T

EPS

0981.HK:

HK$0.21

TSM:

$6.23

PE Ratio

0981.HK:

55.00

TSM:

32.46

PEG Ratio

0981.HK:

32.47

TSM:

1.30

Total Revenue (TTM)

0981.HK:

HK$7.50B

TSM:

$2.65T

Gross Profit (TTM)

0981.HK:

HK$1.22B

TSM:

$1.44T

EBITDA (TTM)

0981.HK:

HK$1.87B

TSM:

$1.63T

Returns By Period

In the year-to-date period, 0981.HK achieves a 30.66% return, which is significantly lower than TSM's 90.70% return. Over the past 10 years, 0981.HK has underperformed TSM with an annualized return of 14.04%, while TSM has yielded a comparatively higher 27.62% annualized return.


0981.HK

YTD

30.66%

1M

-1.89%

6M

37.59%

1Y

26.89%

5Y*

18.89%

10Y*

14.04%

TSM

YTD

90.70%

1M

4.64%

6M

9.58%

1Y

90.94%

5Y*

30.15%

10Y*

27.62%

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Risk-Adjusted Performance

0981.HK vs. TSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Semiconductor Manufacturing International Corp (0981.HK) 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.


Sharpe ratio
The chart of Sharpe ratio for 0981.HK, currently valued at 0.46, compared to the broader market-4.00-2.000.002.000.462.23
The chart of Sortino ratio for 0981.HK, currently valued at 1.25, compared to the broader market-4.00-2.000.002.004.001.252.95
The chart of Omega ratio for 0981.HK, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.36
The chart of Calmar ratio for 0981.HK, currently valued at 0.44, compared to the broader market0.002.004.006.000.443.36
The chart of Martin ratio for 0981.HK, currently valued at 1.55, compared to the broader market0.0010.0020.001.5512.12
0981.HK
TSM

The current 0981.HK Sharpe Ratio is 0.42, which is lower than the TSM Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of 0981.HK and TSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.46
2.23
0981.HK
TSM

Dividends

0981.HK vs. TSM - Dividend Comparison

0981.HK has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 1.20%.


TTM20232022202120202019201820172016201520142013
0981.HK
Semiconductor Manufacturing International Corp
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
1.20%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%

Drawdowns

0981.HK vs. TSM - Drawdown Comparison

The maximum 0981.HK drawdown since its inception was -95.27%, which is greater than TSM's maximum drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for 0981.HK and TSM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.28%
-4.69%
0981.HK
TSM

Volatility

0981.HK vs. TSM - Volatility Comparison

Semiconductor Manufacturing International Corp (0981.HK) has a higher volatility of 12.47% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 10.45%. This indicates that 0981.HK'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.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
12.47%
10.45%
0981.HK
TSM

Financials

0981.HK vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between Semiconductor Manufacturing International Corp 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. 0981.HK values in HKD, TSM values in USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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