ADBE vs. TSM
Compare and contrast key facts about Adobe Inc (ADBE) 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: ADBE or TSM.
Key characteristics
ADBE | TSM | |
---|---|---|
YTD Return | -15.45% | 31.95% |
1Y Return | 35.08% | 53.29% |
3Y Return (Ann) | 2.45% | 7.47% |
5Y Return (Ann) | 13.65% | 30.78% |
10Y Return (Ann) | 22.80% | 24.73% |
Sharpe Ratio | 1.04 | 1.66 |
Daily Std Dev | 33.73% | 32.25% |
Max Drawdown | -79.89% | -84.63% |
Current Drawdown | -26.73% | -8.02% |
Fundamentals
ADBE | TSM | |
---|---|---|
Market Cap | $226.06B | $728.98B |
EPS | $10.49 | $5.09 |
PE Ratio | 47.62 | 27.61 |
PEG Ratio | 1.85 | 1.58 |
Revenue (TTM) | $19.94B | $2.16T |
Gross Profit (TTM) | $15.44B | $1.35T |
EBITDA (TTM) | $7.59B | $1.44T |
Correlation
The correlation between ADBE and TSM is 0.44, 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.
Performance
ADBE vs. TSM - Performance Comparison
In the year-to-date period, ADBE achieves a -15.45% return, which is significantly lower than TSM's 31.95% return. Over the past 10 years, ADBE has underperformed TSM with an annualized return of 22.80%, while TSM has yielded a comparatively higher 24.73% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Adobe Inc | 1.04 | ||||
Taiwan Semiconductor Manufacturing Company Limited | 1.66 |
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 1.43%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Taiwan Semiconductor Manufacturing Company Limited | 1.43% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
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%. The drawdown chart below compares losses from any high point along the way for ADBE and TSM
Volatility
ADBE vs. TSM - Volatility Comparison
Adobe Inc (ADBE) has a higher volatility of 17.36% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 12.45%. 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.