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ACMR vs. TSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACMR and TSM is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

ACMR vs. TSM - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
935.35%
366.94%
ACMR
TSM

Key characteristics

Sharpe Ratio

ACMR:

-0.25

TSM:

0.61

Sortino Ratio

ACMR:

0.14

TSM:

1.12

Omega Ratio

ACMR:

1.02

TSM:

1.14

Calmar Ratio

ACMR:

-0.27

TSM:

0.77

Martin Ratio

ACMR:

-0.63

TSM:

2.22

Ulcer Index

ACMR:

30.15%

TSM:

12.76%

Daily Std Dev

ACMR:

75.07%

TSM:

46.33%

Max Drawdown

ACMR:

-87.23%

TSM:

-84.63%

Current Drawdown

ACMR:

-55.25%

TSM:

-26.62%

Fundamentals

Market Cap

ACMR:

$1.25B

TSM:

$818.49B

EPS

ACMR:

$1.53

TSM:

$8.03

PE Ratio

ACMR:

12.90

TSM:

19.65

PS Ratio

ACMR:

1.59

TSM:

0.26

PB Ratio

ACMR:

1.38

TSM:

6.26

Total Revenue (TTM)

ACMR:

$629.93M

TSM:

$2.30T

Gross Profit (TTM)

ACMR:

$312.43M

TSM:

$1.31T

EBITDA (TTM)

ACMR:

$144.42M

TSM:

$1.63T

Returns By Period

In the year-to-date period, ACMR achieves a 38.28% return, which is significantly higher than TSM's -16.54% return.


ACMR

YTD

38.28%

1M

-26.88%

6M

8.52%

1Y

-25.83%

5Y*

11.45%

10Y*

N/A

TSM

YTD

-16.54%

1M

-9.24%

6M

-16.46%

1Y

25.20%

5Y*

27.91%

10Y*

23.78%

*Annualized

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Risk-Adjusted Performance

ACMR vs. TSM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACMR
The Risk-Adjusted Performance Rank of ACMR is 3939
Overall Rank
The Sharpe Ratio Rank of ACMR is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of ACMR is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ACMR is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ACMR is 3535
Calmar Ratio Rank
The Martin Ratio Rank of ACMR is 3939
Martin Ratio Rank

TSM
The Risk-Adjusted Performance Rank of TSM is 7373
Overall Rank
The Sharpe Ratio Rank of TSM is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of TSM is 6969
Sortino Ratio Rank
The Omega Ratio Rank of TSM is 6767
Omega Ratio Rank
The Calmar Ratio Rank of TSM is 8181
Calmar Ratio Rank
The Martin Ratio Rank of TSM is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ACMR vs. TSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ACM Research, Inc. (ACMR) 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.


The chart of Sharpe ratio for ACMR, currently valued at -0.25, compared to the broader market-2.00-1.000.001.002.003.00
ACMR: -0.25
TSM: 0.61
The chart of Sortino ratio for ACMR, currently valued at 0.14, compared to the broader market-6.00-4.00-2.000.002.004.00
ACMR: 0.14
TSM: 1.12
The chart of Omega ratio for ACMR, currently valued at 1.02, compared to the broader market0.501.001.502.00
ACMR: 1.02
TSM: 1.14
The chart of Calmar ratio for ACMR, currently valued at -0.27, compared to the broader market0.001.002.003.004.005.00
ACMR: -0.27
TSM: 0.77
The chart of Martin ratio for ACMR, currently valued at -0.63, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ACMR: -0.63
TSM: 2.22

The current ACMR Sharpe Ratio is -0.25, which is lower than the TSM Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of ACMR 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.25
0.61
ACMR
TSM

Dividends

ACMR vs. TSM - Dividend Comparison

ACMR has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 1.49%.


TTM20242023202220212020201920182017201620152014
ACMR
ACM Research, Inc.
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
1.49%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%

Drawdowns

ACMR vs. TSM - Drawdown Comparison

The maximum ACMR drawdown since its inception was -87.23%, roughly equal to the maximum TSM drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for ACMR and TSM. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-55.25%
-26.62%
ACMR
TSM

Volatility

ACMR vs. TSM - Volatility Comparison

ACM Research, Inc. (ACMR) has a higher volatility of 24.92% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 20.13%. This indicates that ACMR'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%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
24.92%
20.13%
ACMR
TSM

Financials

ACMR vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between ACM Research, 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.


Quarterly
Annual

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


Values in USD except per share items