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

Correlation

The correlation between CGC and TSM is 0.22, 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.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
-91.42%
1,216.45%
CGC
TSM

Key characteristics

Sharpe Ratio

CGC:

-0.28

TSM:

2.49

Sortino Ratio

CGC:

0.55

TSM:

3.17

Omega Ratio

CGC:

1.06

TSM:

1.39

Calmar Ratio

CGC:

-0.41

TSM:

3.76

Martin Ratio

CGC:

-0.79

TSM:

13.64

Ulcer Index

CGC:

52.05%

TSM:

7.33%

Daily Std Dev

CGC:

148.10%

TSM:

40.18%

Max Drawdown

CGC:

-99.52%

TSM:

-84.63%

Current Drawdown

CGC:

-99.50%

TSM:

-3.89%

Fundamentals

Market Cap

CGC:

$452.86M

TSM:

$1.05T

EPS

CGC:

-$5.00

TSM:

$6.23

Total Revenue (TTM)

CGC:

$280.50M

TSM:

$2.65T

Gross Profit (TTM)

CGC:

$81.36M

TSM:

$1.44T

EBITDA (TTM)

CGC:

-$448.66M

TSM:

$1.63T

Returns By Period

In the year-to-date period, CGC achieves a -44.62% return, which is significantly lower than TSM's 92.31% return. Over the past 10 years, CGC has underperformed TSM with an annualized return of -16.86%, while TSM has yielded a comparatively higher 27.65% annualized return.


CGC

YTD

-44.62%

1M

-24.73%

6M

-58.69%

1Y

-37.25%

5Y*

-57.40%

10Y*

-16.86%

TSM

YTD

92.31%

1M

3.45%

6M

14.14%

1Y

93.89%

5Y*

30.21%

10Y*

27.65%

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Risk-Adjusted Performance

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 -0.28, compared to the broader market-4.00-2.000.002.00-0.282.49
The chart of Sortino ratio for CGC, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.553.17
The chart of Omega ratio for CGC, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.39
The chart of Calmar ratio for CGC, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.413.76
The chart of Martin ratio for CGC, currently valued at -0.79, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.7913.64
CGC
TSM

The current CGC Sharpe Ratio is -0.28, which is lower than the TSM Sharpe Ratio of 2.49. 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.28
2.49
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 1.19%.


TTM20232022202120202019201820172016201520142013
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
1.19%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%

Drawdowns

CGC vs. TSM - Drawdown Comparison

The maximum CGC drawdown since its inception was -99.52%, 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%JulyAugustSeptemberOctoberNovemberDecember
-99.50%
-3.89%
CGC
TSM

Volatility

CGC vs. TSM - Volatility Comparison

Canopy Growth Corporation (CGC) has a higher volatility of 17.33% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 10.49%. 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%JulyAugustSeptemberOctoberNovemberDecember
17.33%
10.49%
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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