CGC vs. TSM
Compare and contrast key facts about Canopy Growth Corporation (CGC) and Taiwan Semiconductor Manufacturing Company Limited (TSM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGC or TSM.
Key characteristics
| CGC | TSM | |
|---|---|---|
| YTD Return | -27.01% | 80.81% |
| 1Y Return | -29.73% | 91.71% |
| 3Y Return (Ann) | -70.49% | 18.58% |
| 5Y Return (Ann) | -52.50% | 31.07% |
| 10Y Return (Ann) | -16.47% | 27.03% |
| Sharpe Ratio | -0.21 | 2.32 |
| Sortino Ratio | 0.82 | 3.01 |
| Omega Ratio | 1.09 | 1.37 |
| Calmar Ratio | -0.31 | 3.17 |
| Martin Ratio | -0.62 | 12.92 |
| Ulcer Index | 50.63% | 7.06% |
| Daily Std Dev | 152.66% | 39.29% |
| Max Drawdown | -99.51% | -84.63% |
| Current Drawdown | -99.34% | -9.63% |
Fundamentals
| CGC | TSM | |
|---|---|---|
| Market Cap | $533.71M | $994.53B |
| EPS | -$4.99 | $5.58 |
| Total Revenue (TTM) | $254.58M | $2.65T |
| Gross Profit (TTM) | $68.58M | $1.44T |
| EBITDA (TTM) | -$81.08M | $1.63T |
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.
Performance
CGC vs. TSM - Performance Comparison
In the year-to-date period, CGC achieves a -27.01% return, which is significantly lower than TSM's 80.81% return. Over the past 10 years, CGC has underperformed TSM with an annualized return of -16.47%, while TSM has yielded a comparatively higher 27.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 1.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.18% | 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 -99.51%, 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.
Volatility
CGC vs. TSM - Volatility Comparison
Canopy Growth Corporation (CGC) has a higher volatility of 36.51% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 9.81%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities