BNB-USD vs. TSM
BNB-USD (BNB) is a cryptocurrency, while TSM (Taiwan Semiconductor Manufacturing Company Limited) is a stock. Over the past 5 years, BNB-USD returned 10.55%/yr vs 31.30%/yr for TSM. At a 0.13 correlation, their price movements are largely independent.
Performance
BNB-USD vs. TSM - Performance Comparison
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Returns By Period
In the year-to-date period, BNB-USD achieves a -29.49% return, which is significantly lower than TSM's 40.22% return.
BNB-USD
- 1D
- 0.91%
- 1M
- -10.19%
- YTD
- -29.49%
- 6M
- -32.13%
- 1Y
- -7.11%
- 3Y*
- 36.86%
- 5Y*
- 10.55%
- 10Y*
- —
TSM
- 1D
- 0.68%
- 1M
- 1.72%
- YTD
- 40.22%
- 6M
- 45.91%
- 1Y
- 103.01%
- 3Y*
- 60.80%
- 5Y*
- 31.30%
- 10Y*
- 35.80%
BNB-USD vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNB-USD BNB | -29.49% | 23.21% | 124.36% | 26.83% | -51.86% | 1,277.47% | 170.06% | 126.63% | -29.71% | 320.60% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 40.22% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | -6.55% |
Correlation
The correlation between BNB-USD and TSM is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | 0.13 |
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Return for Risk
BNB-USD vs. TSM — Risk / Return Rank
BNB-USD
TSM
BNB-USD vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNB (BNB-USD) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BNB-USD | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.84 | ||
| Sortino ratioReturn per unit of downside risk | -3.12 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.40 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 5.48 | -5.61 |
| Martin ratioReturn relative to average drawdown | -0.20 | 19.42 | -19.63 |
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Drawdowns
BNB-USD vs. TSM - Drawdown Comparison
The maximum BNB-USD drawdown since its inception was -79.74%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for BNB-USD and TSM.
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Drawdown Indicators
| BNB-USD | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.74% | -89.08% | +9.34% |
Max Drawdown (1Y)Largest decline over 1 year | -56.24% | -18.14% | -38.10% |
Max Drawdown (3Y)Largest decline over 3 years | -56.24% | -36.82% | -19.42% |
Max Drawdown (5Y)Largest decline over 5 years | -69.89% | -56.47% | -13.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.47% | — |
Current DrawdownCurrent decline from peak | -53.42% | -4.87% | -48.55% |
Average DrawdownAverage peak-to-trough decline | -38.71% | -42.85% | +4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.27% | 5.11% | +37.16% |
Volatility
BNB-USD vs. TSM - Volatility Comparison
BNB (BNB-USD) has a higher volatility of 17.28% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 13.42%. This indicates that BNB-USD'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
| BNB-USD | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.28% | 13.42% | +3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 34.73% | 28.65% | +6.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.38% | 36.69% | +7.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.42% | 37.46% | +12.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.06% | 34.23% | +45.83% |
Frequently Asked Questions
BNB-USD and TSM have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BNB-USD has higher volatility (17.28%) compared to TSM (13.42%). In terms of maximum drawdown, BNB-USD dropped -79.74% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (2.71 vs -0.13), 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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