ASML vs. TSM
Compare and contrast key facts about ASML Holding N.V. (ASML) 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: ASML or TSM.
Key characteristics
| ASML | TSM | |
|---|---|---|
| YTD Return | 20.09% | 34.21% |
| 1Y Return | 42.22% | 60.64% |
| 3Y Return (Ann) | 12.97% | 7.38% |
| 5Y Return (Ann) | 35.88% | 28.54% |
| 10Y Return (Ann) | 28.39% | 24.27% |
| Sharpe Ratio | 1.33 | 1.87 |
| Daily Std Dev | 32.58% | 32.54% |
| Max Drawdown | -90.01% | -84.63% |
| Current Drawdown | -13.35% | -6.45% |
Fundamentals
| ASML | TSM | |
|---|---|---|
| Market Cap | $382.94B | $705.69B |
| EPS | $21.54 | $5.06 |
| PE Ratio | 45.05 | 26.89 |
| PEG Ratio | 2.88 | 1.54 |
| Revenue (TTM) | $27.56B | $2.16T |
| Gross Profit (TTM) | $10.70B | $1.35T |
| EBITDA (TTM) | $9.70B | $1.44T |
Correlation
The correlation between ASML and TSM is 0.57, 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
ASML vs. TSM - Performance Comparison
In the year-to-date period, ASML achieves a 20.09% return, which is significantly lower than TSM's 34.21% return. Over the past 10 years, ASML has outperformed TSM with an annualized return of 28.39%, while TSM has yielded a comparatively lower 24.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ASML vs. TSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) 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
ASML vs. TSM - Dividend Comparison
ASML's dividend yield for the trailing twelve months is around 0.72%, less than TSM's 1.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.72% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.41% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
Drawdowns
ASML vs. TSM - Drawdown Comparison
The maximum ASML drawdown since its inception was -90.01%, which is greater than TSM's maximum drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for ASML and TSM. For additional features, visit the drawdowns tool.
Volatility
ASML vs. TSM - Volatility Comparison
ASML Holding N.V. (ASML) has a higher volatility of 11.03% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 7.41%. This indicates that ASML'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.