ABBNY vs. TSM
ABBNY (ABB Ltd) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. ABBNY operates in Electrical Equipment & Parts (Industrials), while TSM operates in Semiconductors (Technology). Over the past 10 years, ABBNY returned 21.38%/yr vs 35.71%/yr for TSM. At a 0.44 correlation, their price movements are largely independent.
Performance
ABBNY vs. TSM - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with ABBNY having a 41.80% return and TSM slightly lower at 40.84%. Over the past 10 years, ABBNY has underperformed TSM with an annualized return of 21.38%, while TSM has yielded a comparatively higher 35.71% annualized return.
ABBNY
- 1D
- 1.83%
- 1M
- -2.95%
- YTD
- 41.80%
- 6M
- 43.11%
- 1Y
- 82.41%
- 3Y*
- 41.86%
- 5Y*
- 27.12%
- 10Y*
- 21.38%
TSM
- 1D
- 2.80%
- 1M
- 3.67%
- YTD
- 40.84%
- 6M
- 42.15%
- 1Y
- 110.53%
- 3Y*
- 63.10%
- 5Y*
- 31.67%
- 10Y*
- 35.71%
ABBNY vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABBNY ABB Ltd | 41.80% | 40.49% | 23.75% | 49.62% | -18.13% | 40.40% | 21.21% | 31.87% | -26.52% | 31.68% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 40.84% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
Correlation
The correlation between ABBNY and TSM is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2001 | 0.44 |
The correlation between ABBNY and TSM shifts across timeframes, from 0.44 (all time) to 0.58 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ABBNY:
$188.22B
TSM:
$2.21T
ABBNY:
$2.71
TSM:
$373.98
ABBNY:
38.10
TSM:
1.14
ABBNY:
3.84
TSM:
0.03
ABBNY:
5.28
TSM:
0.54
ABBNY:
12.75
TSM:
0.38
ABBNY:
$35.74B
TSM:
$4.13T
ABBNY:
$14.33B
TSM:
$2.55T
ABBNY:
$7.34B
TSM:
$3.14T
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Return for Risk
ABBNY vs. TSM — Risk / Return Rank
ABBNY
TSM
ABBNY vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABB Ltd (ABBNY) 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.
| ABBNY | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.44 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 5.27 | 6.13 | -0.85 |
| Martin ratioReturn relative to average drawdown | 20.73 | 21.94 | -1.21 |
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
| ABBNY | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 3.06 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.85 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 1.05 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.37 | -0.08 |
Drawdowns
ABBNY vs. TSM - Drawdown Comparison
The maximum ABBNY drawdown since its inception was -93.98%, which is greater than TSM's maximum drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for ABBNY and TSM.
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Drawdown Indicators
| ABBNY | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.98% | -89.08% | -4.90% |
Max Drawdown (1Y)Largest decline over 1 year | -15.71% | -18.14% | +2.43% |
Max Drawdown (3Y)Largest decline over 3 years | -20.26% | -36.82% | +16.56% |
Max Drawdown (5Y)Largest decline over 5 years | -36.07% | -56.47% | +20.40% |
Max Drawdown (10Y)Largest decline over 10 years | -43.98% | -56.47% | +12.49% |
Current DrawdownCurrent decline from peak | -5.13% | -4.45% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -25.54% | -42.87% | +17.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 5.06% | -1.07% |
Volatility
ABBNY vs. TSM - Volatility Comparison
The current volatility for ABB Ltd (ABBNY) is 10.45%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 12.47%. This indicates that ABBNY 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.
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Volatility by Period
| ABBNY | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.45% | 12.47% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 24.58% | 28.23% | -3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.78% | 36.40% | -6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.06% | 37.40% | -11.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.43% | 34.20% | -8.77% |
Dividends
ABBNY vs. TSM - Dividend Comparison
ABBNY's dividend yield for the trailing twelve months is around 1.18%, more than TSM's 0.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBNY ABB Ltd | 1.18% | 1.39% | 1.79% | 2.07% | 2.88% | 2.29% | 2.77% | 3.31% | 4.35% | 2.84% | 3.47% | 4.21% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.78% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
Financials
ABBNY vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between ABB Ltd 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
ABBNY vs. TSM - Profitability Comparison
ABBNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported a gross profit of 3.44B and revenue of 8.73B. Therefore, the gross margin over that period was 39.4%.
TSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 759.06B and revenue of 1.15T. Therefore, the gross margin over that period was 66.3%.
ABBNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported an operating income of 1.43B and revenue of 8.73B, resulting in an operating margin of 16.4%.
TSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 664.08B and revenue of 1.15T, resulting in an operating margin of 58.0%.
ABBNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ABB Ltd reported a net income of 1.32B and revenue of 8.73B, resulting in a net margin of 15.2%.
TSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 578.40B and revenue of 1.15T, resulting in a net margin of 50.5%.
Frequently Asked Questions
ABBNY and TSM have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSM has higher volatility (12.47%) compared to ABBNY (10.45%). In terms of maximum drawdown, ABBNY dropped -93.98% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (3.06 vs 2.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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