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

Key characteristics


BIIBTSM
YTD Return-16.48%30.26%
1Y Return-30.12%65.65%
3Y Return (Ann)-6.85%6.95%
5Y Return (Ann)-1.34%28.17%
10Y Return (Ann)-1.82%24.58%
Sharpe Ratio-1.321.94
Daily Std Dev23.08%32.85%
Max Drawdown-90.00%-84.63%
Current Drawdown-50.70%-9.20%

Fundamentals


BIIBTSM
Market Cap$30.42B$717.36B
EPS$8.00$5.14
PE Ratio26.1126.91
PEG Ratio6.241.63
Revenue (TTM)$9.66B$2.25T
Gross Profit (TTM)$7.90B$1.35T
EBITDA (TTM)$2.52B$1.51T

Correlation

-0.50.00.51.00.3

The correlation between BIIB and TSM is 0.30, 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

BIIB vs. TSM - Performance Comparison

In the year-to-date period, BIIB achieves a -16.48% return, which is significantly lower than TSM's 30.26% return. Over the past 10 years, BIIB has underperformed TSM with an annualized return of -1.82%, while TSM has yielded a comparatively higher 24.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


3,000.00%3,500.00%4,000.00%4,500.00%December2024FebruaryMarchAprilMay
3,037.27%
4,291.72%
BIIB
TSM

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Biogen Inc.

Taiwan Semiconductor Manufacturing Company Limited

Risk-Adjusted Performance

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.


BIIB
Sharpe ratio
The chart of Sharpe ratio for BIIB, currently valued at -1.32, compared to the broader market-2.00-1.000.001.002.003.004.00-1.32
Sortino ratio
The chart of Sortino ratio for BIIB, currently valued at -1.88, compared to the broader market-4.00-2.000.002.004.006.00-1.88
Omega ratio
The chart of Omega ratio for BIIB, currently valued at 0.78, compared to the broader market0.501.001.500.78
Calmar ratio
The chart of Calmar ratio for BIIB, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.54
Martin ratio
The chart of Martin ratio for BIIB, currently valued at -1.37, compared to the broader market-10.000.0010.0020.0030.00-1.37
TSM
Sharpe ratio
The chart of Sharpe ratio for TSM, currently valued at 1.94, compared to the broader market-2.00-1.000.001.002.003.004.001.94
Sortino ratio
The chart of Sortino ratio for TSM, currently valued at 2.97, compared to the broader market-4.00-2.000.002.004.006.002.97
Omega ratio
The chart of Omega ratio for TSM, currently valued at 1.35, compared to the broader market0.501.001.501.35
Calmar ratio
The chart of Calmar ratio for TSM, currently valued at 1.61, compared to the broader market0.002.004.006.001.61
Martin ratio
The chart of Martin ratio for TSM, currently valued at 6.91, compared to the broader market-10.000.0010.0020.0030.006.91

BIIB vs. TSM - Sharpe Ratio Comparison

The current BIIB Sharpe Ratio is -1.32, which is lower than the TSM Sharpe Ratio of 1.94. The chart below compares the 12-month rolling Sharpe Ratio of BIIB and TSM.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00December2024FebruaryMarchAprilMay
-1.32
1.94
BIIB
TSM

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 1.45%.


TTM20232022202120202019201820172016201520142013
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
1.45%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%

Drawdowns

BIIB vs. TSM - Drawdown Comparison

The maximum BIIB drawdown since its inception was -90.00%, which is greater than TSM's maximum drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for BIIB and TSM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-50.70%
-9.20%
BIIB
TSM

Volatility

BIIB vs. TSM - Volatility Comparison

The current volatility for Biogen Inc. (BIIB) is 8.21%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 9.40%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
8.21%
9.40%
BIIB
TSM

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



Values in USD except per share items