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

Correlation

The correlation between ADBE and TSM is 0.43, 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: 0.4

Performance

ADBE vs. TSM - Performance Comparison

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

5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%NovemberDecember2025FebruaryMarchApril
6,018.34%
5,536.64%
ADBE
TSM

Key characteristics

Sharpe Ratio

ADBE:

-0.66

TSM:

0.51

Sortino Ratio

ADBE:

-0.73

TSM:

0.97

Omega Ratio

ADBE:

0.89

TSM:

1.12

Calmar Ratio

ADBE:

-0.51

TSM:

0.85

Martin Ratio

ADBE:

-1.41

TSM:

2.14

Ulcer Index

ADBE:

16.45%

TSM:

10.35%

Daily Std Dev

ADBE:

35.28%

TSM:

42.94%

Max Drawdown

ADBE:

-79.89%

TSM:

-84.63%

Current Drawdown

ADBE:

-43.96%

TSM:

-23.85%

Fundamentals

Market Cap

ADBE:

$164.42B

TSM:

$883.74B

EPS

ADBE:

$15.14

TSM:

$6.81

PE Ratio

ADBE:

25.48

TSM:

25.02

PEG Ratio

ADBE:

1.25

TSM:

1.16

Total Revenue (TTM)

ADBE:

$22.04B

TSM:

$2.30T

Gross Profit (TTM)

ADBE:

$19.61B

TSM:

$1.31T

EBITDA (TTM)

ADBE:

$9.14B

TSM:

$1.63T

Returns By Period

The year-to-date returns for both stocks are quite close, with ADBE having a -13.25% return and TSM slightly lower at -13.39%. Over the past 10 years, ADBE has underperformed TSM with an annualized return of 17.73%, while TSM has yielded a comparatively higher 25.10% annualized return.


ADBE

YTD

-13.25%

1M

-12.47%

6M

-23.73%

1Y

-22.72%

5Y*

5.64%

10Y*

17.73%

TSM

YTD

-13.39%

1M

-1.11%

6M

-2.39%

1Y

23.22%

5Y*

31.87%

10Y*

25.10%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ADBE vs. TSM — Risk-Adjusted Performance Rank

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

ADBE
The Risk-Adjusted Performance Rank of ADBE is 1818
Overall Rank
The Sharpe Ratio Rank of ADBE is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of ADBE is 2020
Sortino Ratio Rank
The Omega Ratio Rank of ADBE is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ADBE is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ADBE is 1313
Martin Ratio Rank

TSM
The Risk-Adjusted Performance Rank of TSM is 7272
Overall Rank
The Sharpe Ratio Rank of TSM is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of TSM is 6666
Sortino Ratio Rank
The Omega Ratio Rank of TSM is 6464
Omega Ratio Rank
The Calmar Ratio Rank of TSM is 8282
Calmar Ratio Rank
The Martin Ratio Rank of TSM is 7474
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.

ADBE vs. TSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADBE) 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 ADBE, currently valued at -0.66, compared to the broader market-2.00-1.000.001.002.003.00
ADBE: -0.66
TSM: 0.51
The chart of Sortino ratio for ADBE, currently valued at -0.73, compared to the broader market-6.00-4.00-2.000.002.004.00
ADBE: -0.73
TSM: 0.97
The chart of Omega ratio for ADBE, currently valued at 0.89, compared to the broader market0.501.001.502.00
ADBE: 0.89
TSM: 1.12
The chart of Calmar ratio for ADBE, currently valued at -0.51, compared to the broader market0.001.002.003.004.005.00
ADBE: -0.51
TSM: 0.85
The chart of Martin ratio for ADBE, currently valued at -1.41, compared to the broader market-5.000.005.0010.0015.0020.00
ADBE: -1.41
TSM: 2.14

The current ADBE Sharpe Ratio is -0.66, which is lower than the TSM Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ADBE 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
-0.66
0.51
ADBE
TSM

Dividends

ADBE vs. TSM - Dividend Comparison

ADBE has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 1.45%.


TTM20242023202220212020201920182017201620152014
ADBE
Adobe 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
1.45%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%

Drawdowns

ADBE vs. TSM - Drawdown Comparison

The maximum ADBE drawdown since its inception was -79.89%, smaller than the maximum TSM drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for ADBE and TSM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-43.96%
-23.85%
ADBE
TSM

Volatility

ADBE vs. TSM - Volatility Comparison

Adobe Inc (ADBE) has a higher volatility of 16.95% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 10.93%. This indicates that ADBE'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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.95%
10.93%
ADBE
TSM

Financials

ADBE vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between Adobe 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
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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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