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

Correlation

The correlation between BIIB and TSM is 0.47, 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

BIIB vs. TSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Biogen Inc. (BIIB) 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

BIIB:

-1.61

TSM:

0.64

Sortino Ratio

BIIB:

-2.40

TSM:

1.15

Omega Ratio

BIIB:

0.73

TSM:

1.15

Calmar Ratio

BIIB:

-0.59

TSM:

0.80

Martin Ratio

BIIB:

-1.44

TSM:

2.14

Ulcer Index

BIIB:

30.91%

TSM:

13.81%

Daily Std Dev

BIIB:

28.39%

TSM:

46.46%

Max Drawdown

BIIB:

-90.00%

TSM:

-88.07%

Current Drawdown

BIIB:

-73.61%

TSM:

-13.20%

Fundamentals

Market Cap

BIIB:

$18.40B

TSM:

$1.01T

EPS

BIIB:

$10.12

TSM:

$8.22

PE Ratio

BIIB:

12.41

TSM:

23.63

PEG Ratio

BIIB:

6.24

TSM:

1.34

PS Ratio

BIIB:

1.87

TSM:

0.32

PB Ratio

BIIB:

1.07

TSM:

6.70

Total Revenue (TTM)

BIIB:

$9.70B

TSM:

$3.14T

Gross Profit (TTM)

BIIB:

$7.15B

TSM:

$1.80T

EBITDA (TTM)

BIIB:

$2.15B

TSM:

$2.20T

Returns By Period

In the year-to-date period, BIIB achieves a -17.87% return, which is significantly lower than TSM's -1.28% return. Over the past 10 years, BIIB has underperformed TSM with an annualized return of -10.99%, while TSM has yielded a comparatively higher 26.31% annualized return.


BIIB

YTD

-17.87%

1M

5.88%

6M

-21.50%

1Y

-45.53%

5Y*

-16.90%

10Y*

-10.99%

TSM

YTD

-1.28%

1M

28.00%

6M

5.15%

1Y

29.82%

5Y*

32.73%

10Y*

26.31%

*Annualized

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Risk-Adjusted Performance

BIIB vs. TSM — Risk-Adjusted Performance Rank

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

BIIB
The Risk-Adjusted Performance Rank of BIIB is 55
Overall Rank
The Sharpe Ratio Rank of BIIB is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of BIIB is 11
Sortino Ratio Rank
The Omega Ratio Rank of BIIB is 22
Omega Ratio Rank
The Calmar Ratio Rank of BIIB is 1414
Calmar Ratio Rank
The Martin Ratio Rank of BIIB is 77
Martin Ratio Rank

TSM
The Risk-Adjusted Performance Rank of TSM is 7373
Overall Rank
The Sharpe Ratio Rank of TSM is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of TSM is 6969
Sortino Ratio Rank
The Omega Ratio Rank of TSM is 6767
Omega Ratio Rank
The Calmar Ratio Rank of TSM is 8080
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.

BIIB vs. TSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Biogen Inc. (BIIB) 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 BIIB Sharpe Ratio is -1.61, which is lower than the TSM Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BIIB 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

BIIB vs. TSM - Dividend Comparison

BIIB has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 1.27%.


TTM20242023202220212020201920182017201620152014
BIIB
Biogen 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
1.27%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%

Drawdowns

BIIB vs. TSM - Drawdown Comparison

The maximum BIIB drawdown since its inception was -90.00%, roughly equal to the maximum TSM drawdown of -88.07%. Use the drawdown chart below to compare losses from any high point for BIIB and TSM. For additional features, visit the drawdowns tool.


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Volatility

BIIB vs. TSM - Volatility Comparison

The current volatility for Biogen Inc. (BIIB) is 9.33%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 10.43%. This indicates that BIIB 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.


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Financials

BIIB vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between Biogen 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00B400.00B600.00B800.00B20212022202320242025
2.43B
839.25B
(BIIB) Total Revenue
(TSM) Total Revenue
Values in USD except per share items

BIIB vs. TSM - Profitability Comparison

The chart below illustrates the profitability comparison between Biogen Inc. 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%60.0%70.0%80.0%90.0%20212022202320242025
74.1%
58.8%
(BIIB) Gross Margin
(TSM) Gross Margin
BIIB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Biogen Inc. reported a gross profit of 1.80B and revenue of 2.43B. Therefore, the gross margin over that period was 74.1%.

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%.

BIIB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Biogen Inc. reported an operating income of 625.20M and revenue of 2.43B, resulting in an operating margin of 25.7%.

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%.

BIIB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Biogen Inc. reported a net income of 240.50M and revenue of 2.43B, resulting in a net margin of 9.9%.

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%.