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

Correlation

The correlation between ALLT and TSM is 0.34, 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

ALLT vs. TSM - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ALLT:

3.03

TSM:

0.55

Sortino Ratio

ALLT:

3.24

TSM:

1.08

Omega Ratio

ALLT:

1.42

TSM:

1.14

Calmar Ratio

ALLT:

2.21

TSM:

0.73

Martin Ratio

ALLT:

10.77

TSM:

1.96

Ulcer Index

ALLT:

19.02%

TSM:

13.67%

Daily Std Dev

ALLT:

67.86%

TSM:

46.41%

Max Drawdown

ALLT:

-95.42%

TSM:

-84.63%

Current Drawdown

ALLT:

-77.38%

TSM:

-21.11%

Fundamentals

Market Cap

ALLT:

$251.65M

TSM:

$915.53B

EPS

ALLT:

-$0.15

TSM:

$8.21

PEG Ratio

ALLT:

1.53

TSM:

1.18

PS Ratio

ALLT:

2.73

TSM:

0.29

PB Ratio

ALLT:

4.55

TSM:

6.43

Total Revenue (TTM)

ALLT:

$70.31M

TSM:

$3.14T

Gross Profit (TTM)

ALLT:

$48.59M

TSM:

$1.80T

EBITDA (TTM)

ALLT:

$1.59M

TSM:

$2.20T

Returns By Period

In the year-to-date period, ALLT achieves a 6.55% return, which is significantly higher than TSM's -10.27% return. Over the past 10 years, ALLT has underperformed TSM with an annualized return of -1.92%, while TSM has yielded a comparatively higher 25.18% annualized return.


ALLT

YTD

6.55%

1M

14.65%

6M

63.82%

1Y

197.65%

5Y*

-12.16%

10Y*

-1.92%

TSM

YTD

-10.27%

1M

16.80%

6M

-11.64%

1Y

19.92%

5Y*

29.95%

10Y*

25.18%

*Annualized

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Risk-Adjusted Performance

ALLT vs. TSM — Risk-Adjusted Performance Rank

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

ALLT
The Risk-Adjusted Performance Rank of ALLT is 9696
Overall Rank
The Sharpe Ratio Rank of ALLT is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of ALLT is 9696
Sortino Ratio Rank
The Omega Ratio Rank of ALLT is 9494
Omega Ratio Rank
The Calmar Ratio Rank of ALLT is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ALLT is 9696
Martin Ratio Rank

TSM
The Risk-Adjusted Performance Rank of TSM is 7272
Overall Rank
The Sharpe Ratio Rank of TSM is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of TSM is 6868
Sortino Ratio Rank
The Omega Ratio Rank of TSM is 6666
Omega Ratio Rank
The Calmar Ratio Rank of TSM is 7979
Calmar Ratio Rank
The Martin Ratio Rank of TSM is 7373
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.

ALLT vs. TSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Allot Communications Ltd (ALLT) 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 current ALLT Sharpe Ratio is 3.03, which is higher than the TSM Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of ALLT 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.


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Dividends

ALLT vs. TSM - Dividend Comparison

ALLT has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 1.39%.


TTM20242023202220212020201920182017201620152014
ALLT
Allot Communications Ltd
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
1.39%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%

Drawdowns

ALLT vs. TSM - Drawdown Comparison

The maximum ALLT drawdown since its inception was -95.42%, which is greater than TSM's maximum drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for ALLT and TSM. For additional features, visit the drawdowns tool.


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Volatility

ALLT vs. TSM - Volatility Comparison

Allot Communications Ltd (ALLT) has a higher volatility of 19.77% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 11.89%. This indicates that ALLT'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.


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Financials

ALLT vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between Allot Communications Ltd 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


0.00200.00B400.00B600.00B800.00B20212022202320242025
24.91M
839.25B
(ALLT) Total Revenue
(TSM) Total Revenue
Values in USD except per share items

ALLT vs. TSM - Profitability Comparison

The chart below illustrates the profitability comparison between Allot Communications Ltd and Taiwan Semiconductor Manufacturing Company Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%75.0%20212022202320242025
68.5%
58.8%
(ALLT) Gross Margin
(TSM) Gross Margin
ALLT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Allot Communications Ltd reported a gross profit of 17.05M and revenue of 24.91M. Therefore, the gross margin over that period was 68.5%.

TSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 493.40B and revenue of 839.25B. Therefore, the gross margin over that period was 58.8%.

ALLT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Allot Communications Ltd reported an operating income of 312.00K and revenue of 24.91M, resulting in an operating margin of 1.3%.

TSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 407.08B and revenue of 839.25B, resulting in an operating margin of 48.5%.

ALLT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Allot Communications Ltd reported a net income of 241.00K and revenue of 24.91M, resulting in a net margin of 1.0%.

TSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 361.56B and revenue of 839.25B, resulting in a net margin of 43.1%.