1YD.DE vs. TSM
Compare and contrast key facts about Broadcom Inc (1YD.DE) and Taiwan Semiconductor Manufacturing Company Limited (TSM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 1YD.DE or TSM.
Key characteristics
| 1YD.DE | TSM | |
|---|---|---|
| YTD Return | 70.43% | 95.57% |
| 1Y Return | 101.14% | 123.03% |
| 3Y Return (Ann) | 55.17% | 20.49% |
| 5Y Return (Ann) | 51.84% | 33.38% |
| 10Y Return (Ann) | 46.28% | 27.94% |
| Sharpe Ratio | 2.16 | 3.09 |
| Sortino Ratio | 2.95 | 3.70 |
| Omega Ratio | 1.38 | 1.47 |
| Calmar Ratio | 3.67 | 3.76 |
| Martin Ratio | 11.28 | 17.53 |
| Ulcer Index | 8.47% | 6.97% |
| Daily Std Dev | 43.98% | 39.48% |
| Max Drawdown | -46.15% | -84.63% |
| Current Drawdown | 0.00% | -2.25% |
Fundamentals
| 1YD.DE | TSM | |
|---|---|---|
| Market Cap | €798.95B | $1.04T |
| EPS | €1.16 | $5.57 |
| PE Ratio | 147.47 | 36.12 |
| PEG Ratio | 1.27 | 1.29 |
| Total Revenue (TTM) | €37.52B | $2.65T |
| Gross Profit (TTM) | €23.51B | $1.44T |
| EBITDA (TTM) | €17.80B | $1.63T |
Correlation
The correlation between 1YD.DE and TSM is 0.29, 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.
Performance
1YD.DE vs. TSM - Performance Comparison
In the year-to-date period, 1YD.DE achieves a 70.43% return, which is significantly lower than TSM's 95.57% return. Over the past 10 years, 1YD.DE has outperformed TSM with an annualized return of 46.28%, while TSM has yielded a comparatively lower 27.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
1YD.DE vs. TSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Broadcom Inc (1YD.DE) 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.
Dividends
1YD.DE vs. TSM - Dividend Comparison
1YD.DE's dividend yield for the trailing twelve months is around 1.12%, more than TSM's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
1YD.DE Broadcom Inc | 1.12% | 1.73% | 3.12% | 2.14% | 3.33% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.09% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
Drawdowns
1YD.DE vs. TSM - Drawdown Comparison
The maximum 1YD.DE drawdown since its inception was -46.15%, smaller than the maximum TSM drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for 1YD.DE and TSM. For additional features, visit the drawdowns tool.
Volatility
1YD.DE vs. TSM - Volatility Comparison
The current volatility for Broadcom Inc (1YD.DE) is 10.62%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 13.40%. This indicates that 1YD.DE experiences smaller price fluctuations and is considered to be less risky than TSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
1YD.DE vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Broadcom Inc 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