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

Correlation

The correlation between CGC and TSM is 0.23, 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.


-0.50.00.51.00.2

Performance

CGC vs. TSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canopy Growth Corporation (CGC) and Taiwan Semiconductor Manufacturing Company Limited (TSM). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-72.80%
29.67%
CGC
TSM

Key characteristics

Sharpe Ratio

CGC:

-0.34

TSM:

2.38

Sortino Ratio

CGC:

0.29

TSM:

3.03

Omega Ratio

CGC:

1.03

TSM:

1.36

Calmar Ratio

CGC:

-0.50

TSM:

4.27

Martin Ratio

CGC:

-0.89

TSM:

13.04

Ulcer Index

CGC:

55.67%

TSM:

7.38%

Daily Std Dev

CGC:

146.90%

TSM:

40.54%

Max Drawdown

CGC:

-99.62%

TSM:

-84.63%

Current Drawdown

CGC:

-99.61%

TSM:

-0.60%

Fundamentals

Market Cap

CGC:

$329.63M

TSM:

$1.13T

EPS

CGC:

-$5.05

TSM:

$6.36

Total Revenue (TTM)

CGC:

$201.99M

TSM:

$2.03T

Gross Profit (TTM)

CGC:

$53.14M

TSM:

$1.10T

EBITDA (TTM)

CGC:

-$254.17M

TSM:

$1.24T

Returns By Period

In the year-to-date period, CGC achieves a -18.61% return, which is significantly lower than TSM's 10.74% return. Over the past 10 years, CGC has underperformed TSM with an annualized return of -18.52%, while TSM has yielded a comparatively higher 28.08% annualized return.


CGC

YTD

-18.61%

1M

-21.20%

6M

-72.80%

1Y

-49.43%

5Y*

-61.10%

10Y*

-18.52%

TSM

YTD

10.74%

1M

10.90%

6M

29.67%

1Y

96.23%

5Y*

33.34%

10Y*

28.08%

*Annualized

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Risk-Adjusted Performance

CGC vs. TSM — Risk-Adjusted Performance Rank

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

CGC
The Risk-Adjusted Performance Rank of CGC is 3030
Overall Rank
The Sharpe Ratio Rank of CGC is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of CGC is 3939
Sortino Ratio Rank
The Omega Ratio Rank of CGC is 3838
Omega Ratio Rank
The Calmar Ratio Rank of CGC is 1717
Calmar Ratio Rank
The Martin Ratio Rank of CGC is 2626
Martin Ratio Rank

TSM
The Risk-Adjusted Performance Rank of TSM is 9393
Overall Rank
The Sharpe Ratio Rank of TSM is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of TSM is 9191
Sortino Ratio Rank
The Omega Ratio Rank of TSM is 8888
Omega Ratio Rank
The Calmar Ratio Rank of TSM is 9797
Calmar Ratio Rank
The Martin Ratio Rank of TSM is 9494
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.

CGC vs. TSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canopy Growth Corporation (CGC) 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.


Sharpe ratio
The chart of Sharpe ratio for CGC, currently valued at -0.34, compared to the broader market-2.000.002.004.00-0.342.38
The chart of Sortino ratio for CGC, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.006.000.293.03
The chart of Omega ratio for CGC, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.36
The chart of Calmar ratio for CGC, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.504.27
The chart of Martin ratio for CGC, currently valued at -0.89, compared to the broader market0.0010.0020.0030.00-0.8913.04
CGC
TSM

The current CGC Sharpe Ratio is -0.34, which is lower than the TSM Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of CGC 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.34
2.38
CGC
TSM

Dividends

CGC vs. TSM - Dividend Comparison

CGC has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 1.07%.


TTM20242023202220212020201920182017201620152014
CGC
Canopy Growth Corporation
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
1.07%1.18%1.78%2.49%1.57%1.56%3.46%3.64%2.92%3.23%3.20%2.24%

Drawdowns

CGC vs. TSM - Drawdown Comparison

The maximum CGC drawdown since its inception was -99.62%, which is greater than TSM's maximum drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for CGC and TSM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-99.61%
-0.60%
CGC
TSM

Volatility

CGC vs. TSM - Volatility Comparison

Canopy Growth Corporation (CGC) has a higher volatility of 17.69% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 12.44%. This indicates that CGC'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.


10.00%15.00%20.00%25.00%30.00%35.00%AugustSeptemberOctoberNovemberDecember2025
17.69%
12.44%
CGC
TSM

Financials

CGC vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between Canopy Growth Corporation 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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