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.
Performance
ADBE vs. TSM - Performance Comparison
Returns By Period
In the year-to-date period, ADBE achieves a -16.27% return, which is significantly lower than TSM's 82.24% return. Over the past 10 years, ADBE has underperformed TSM with an annualized return of 21.55%, while TSM has yielded a comparatively higher 26.58% annualized return.
ADBE
-16.27%
0.93%
3.06%
-17.12%
10.76%
21.55%
TSM
82.24%
-6.62%
22.93%
91.21%
31.23%
26.58%
Fundamentals
| ADBE | TSM | |
|---|---|---|
| Market Cap | $221.58B | $994.53B |
| EPS | $11.74 | $5.58 |
| PE Ratio | 42.55 | 34.37 |
| PEG Ratio | 1.63 | 1.23 |
| Total Revenue (TTM) | $20.95B | $2.65T |
| Gross Profit (TTM) | $18.49B | $1.44T |
| EBITDA (TTM) | $8.64B | $1.63T |
Key characteristics
| ADBE | TSM | |
|---|---|---|
| Sharpe Ratio | -0.50 | 2.37 |
| Sortino Ratio | -0.50 | 3.05 |
| Omega Ratio | 0.93 | 1.38 |
| Calmar Ratio | -0.47 | 3.24 |
| Martin Ratio | -1.00 | 13.16 |
| Ulcer Index | 17.11% | 7.08% |
| Daily Std Dev | 34.31% | 39.36% |
| Max Drawdown | -79.89% | -84.63% |
| Current Drawdown | -27.44% | -8.92% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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.
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 1.17%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.17% | 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%. Use the drawdown chart below to compare losses from any high point for ADBE and TSM. For additional features, visit the drawdowns tool.
Volatility
ADBE vs. TSM - Volatility Comparison
The current volatility for Adobe Inc (ADBE) is 8.99%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 9.65%. This indicates that ADBE 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
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.
Total Revenue: Total amount of money received from sales and other business activities