ACA vs. TSM
Compare and contrast key facts about Arcosa, Inc. (ACA) 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: ACA or TSM.
Key characteristics
| ACA | TSM | |
|---|---|---|
| YTD Return | 25.15% | 81.44% |
| 1Y Return | 39.68% | 91.66% |
| 3Y Return (Ann) | 23.48% | 18.52% |
| 5Y Return (Ann) | 22.48% | 31.22% |
| Sharpe Ratio | 1.48 | 2.46 |
| Sortino Ratio | 2.00 | 3.13 |
| Omega Ratio | 1.28 | 1.39 |
| Calmar Ratio | 2.63 | 3.36 |
| Martin Ratio | 8.80 | 13.78 |
| Ulcer Index | 5.36% | 7.01% |
| Daily Std Dev | 31.77% | 39.32% |
| Max Drawdown | -36.79% | -84.63% |
| Current Drawdown | -2.88% | -9.32% |
Fundamentals
| ACA | TSM | |
|---|---|---|
| Market Cap | $5.18B | $994.53B |
| EPS | $2.57 | $5.58 |
| PE Ratio | 40.30 | 34.37 |
| PEG Ratio | 6.72 | 1.23 |
| Total Revenue (TTM) | $2.49B | $2.65T |
| Gross Profit (TTM) | $493.30M | $1.44T |
| EBITDA (TTM) | $305.30M | $1.63T |
Correlation
The correlation between ACA and TSM is 0.33, 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
ACA vs. TSM - Performance Comparison
In the year-to-date period, ACA achieves a 25.15% return, which is significantly lower than TSM's 81.44% 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
ACA vs. TSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arcosa, Inc. (ACA) 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
ACA vs. TSM - Dividend Comparison
ACA's dividend yield for the trailing twelve months is around 0.19%, less than TSM's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACA Arcosa, Inc. | 0.19% | 0.24% | 0.37% | 0.38% | 0.36% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
Drawdowns
ACA vs. TSM - Drawdown Comparison
The maximum ACA drawdown since its inception was -36.79%, smaller than the maximum TSM drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for ACA and TSM. For additional features, visit the drawdowns tool.
Volatility
ACA vs. TSM - Volatility Comparison
The current volatility for Arcosa, Inc. (ACA) is 7.92%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 13.79%. This indicates that ACA 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
ACA vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Arcosa, 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