ALLT vs. TSM
ALLT (Allot Communications Ltd) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. Both are in the Technology sector — ALLT in Software - Infrastructure, TSM in Semiconductors. Over the past 10 years, ALLT returned 4.76%/yr vs 36.50%/yr for TSM. At a 0.26 correlation, their price movements are largely independent.
Performance
ALLT vs. TSM - Performance Comparison
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Returns By Period
In the year-to-date period, ALLT achieves a -16.79% return, which is significantly lower than TSM's 47.40% return. Over the past 10 years, ALLT has underperformed TSM with an annualized return of 4.76%, while TSM has yielded a comparatively higher 36.50% annualized return.
ALLT
- 1D
- -4.99%
- 1M
- 7.35%
- YTD
- -16.79%
- 6M
- -12.61%
- 1Y
- -5.65%
- 3Y*
- 44.17%
- 5Y*
- -15.02%
- 10Y*
- 4.76%
TSM
- 1D
- 2.54%
- 1M
- 12.33%
- YTD
- 47.40%
- 6M
- 53.75%
- 1Y
- 132.03%
- 3Y*
- 67.72%
- 5Y*
- 32.95%
- 10Y*
- 36.50%
ALLT vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALLT Allot Communications Ltd | -16.79% | 65.21% | 260.61% | -52.03% | -71.04% | 12.93% | 23.76% | 40.03% | 13.88% | 11.27% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 47.40% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
Correlation
The correlation between ALLT and TSM is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2006 | 0.26 |
Fundamentals
ALLT:
$408.13M
TSM:
$2.32T
ALLT:
$0.13
TSM:
$373.98
ALLT:
62.64
TSM:
1.19
ALLT:
0.12
TSM:
0.03
ALLT:
3.56
TSM:
0.56
ALLT:
3.54
TSM:
0.39
ALLT:
$105.27M
TSM:
$4.13T
ALLT:
$74.41M
TSM:
$2.55T
ALLT:
$10.81M
TSM:
$3.14T
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Return for Risk
ALLT vs. TSM — Risk / Return Rank
ALLT
TSM
ALLT vs. TSM - Risk-Adjusted Trends 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.
| ALLT | TSM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.09 | 3.74 | -3.83 |
Sortino ratioReturn per unit of downside risk | 0.33 | 4.25 | -3.92 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.52 | -0.47 |
Calmar ratioReturn relative to maximum drawdown | -0.11 | 7.38 | -7.49 |
Martin ratioReturn relative to average drawdown | -0.21 | 26.63 | -26.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALLT | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 3.74 | -3.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | 0.89 | -1.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 1.07 | -0.98 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.37 | -0.42 |
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 -89.08%. Use the drawdown chart below to compare losses from any high point for ALLT and TSM.
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Drawdown Indicators
| ALLT | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.42% | -89.08% | -6.34% |
Max Drawdown (1Y)Largest decline over 1 year | -45.65% | -18.14% | -27.51% |
Max Drawdown (3Y)Largest decline over 3 years | -60.09% | -36.82% | -23.27% |
Max Drawdown (5Y)Largest decline over 5 years | -93.72% | -56.47% | -37.25% |
Max Drawdown (10Y)Largest decline over 10 years | -93.72% | -56.47% | -37.25% |
Current DrawdownCurrent decline from peak | -70.82% | 0.00% | -70.82% |
Average DrawdownAverage peak-to-trough decline | -64.67% | -42.89% | -21.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.02% | 5.03% | +18.99% |
Volatility
ALLT vs. TSM - Volatility Comparison
Allot Communications Ltd (ALLT) has a higher volatility of 18.42% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 11.31%. 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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Volatility by Period
| ALLT | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.42% | 11.31% | +7.11% |
Volatility (6M)Calculated over the trailing 6-month period | 52.08% | 27.11% | +24.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.11% | 35.51% | +29.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.66% | 37.27% | +23.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.26% | 34.12% | +18.14% |
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 0.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.74% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
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.
Total Revenue: Total amount of money received from sales and other business activities
ALLT vs. TSM - Profitability Comparison
ALLT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Allot Communications Ltd reported a gross profit of 18.74M and revenue of 26.43M. Therefore, the gross margin over that period was 70.9%.
TSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 759.06B and revenue of 1.15T. Therefore, the gross margin over that period was 66.3%.
ALLT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Allot Communications Ltd reported an operating income of 1.53M and revenue of 26.43M, resulting in an operating margin of 5.8%.
TSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 664.08B and revenue of 1.15T, resulting in an operating margin of 58.0%.
ALLT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Allot Communications Ltd reported a net income of 1.94M and revenue of 26.43M, resulting in a net margin of 7.4%.
TSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 578.40B and revenue of 1.15T, resulting in a net margin of 50.5%.
Frequently Asked Questions
ALLT and TSM have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALLT has higher volatility (18.42%) compared to TSM (11.31%). In terms of maximum drawdown, ALLT dropped -95.42% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (3.74 vs -0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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