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

Correlation

The correlation between CRKN and TSM is 0.05, 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.


-0.50.00.51.00.0

Performance

CRKN vs. TSM - Performance Comparison

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

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%SeptemberOctoberNovemberDecember2025February
-100.00%
17.63%
CRKN
TSM

Key characteristics

Sharpe Ratio

CRKN:

-0.22

TSM:

1.46

Sortino Ratio

CRKN:

-1.85

TSM:

2.01

Omega Ratio

CRKN:

0.80

TSM:

1.26

Calmar Ratio

CRKN:

-1.00

TSM:

2.75

Martin Ratio

CRKN:

-1.21

TSM:

8.13

Ulcer Index

CRKN:

82.53%

TSM:

7.64%

Daily Std Dev

CRKN:

451.56%

TSM:

42.54%

Max Drawdown

CRKN:

-100.00%

TSM:

-84.63%

Current Drawdown

CRKN:

-100.00%

TSM:

-9.22%

Fundamentals

Market Cap

CRKN:

$9.11M

TSM:

$1.06T

EPS

CRKN:

$1.11K

TSM:

$6.87

PE Ratio

CRKN:

0.00

TSM:

29.68

Total Revenue (TTM)

CRKN:

$13.37M

TSM:

$2.89T

Gross Profit (TTM)

CRKN:

$1.07M

TSM:

$1.61T

EBITDA (TTM)

CRKN:

-$13.27M

TSM:

$2.00T

Returns By Period

In the year-to-date period, CRKN achieves a -77.98% return, which is significantly lower than TSM's 3.25% return.


CRKN

YTD

-77.98%

1M

-58.31%

6M

-98.31%

1Y

-99.80%

5Y*

N/A

10Y*

N/A

TSM

YTD

3.25%

1M

-1.40%

6M

17.62%

1Y

60.26%

5Y*

31.10%

10Y*

26.76%

*Annualized

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Risk-Adjusted Performance

CRKN vs. TSM — Risk-Adjusted Performance Rank

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

CRKN
The Risk-Adjusted Performance Rank of CRKN is 1111
Overall Rank
The Sharpe Ratio Rank of CRKN is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of CRKN is 33
Sortino Ratio Rank
The Omega Ratio Rank of CRKN is 55
Omega Ratio Rank
The Calmar Ratio Rank of CRKN is 00
Calmar Ratio Rank
The Martin Ratio Rank of CRKN is 1515
Martin Ratio Rank

TSM
The Risk-Adjusted Performance Rank of TSM is 8484
Overall Rank
The Sharpe Ratio Rank of TSM is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of TSM is 7979
Sortino Ratio Rank
The Omega Ratio Rank of TSM is 7777
Omega Ratio Rank
The Calmar Ratio Rank of TSM is 9393
Calmar Ratio Rank
The Martin Ratio Rank of TSM is 8888
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.

CRKN vs. TSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crown ElectroKinetics Corp. (CRKN) 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 CRKN, currently valued at -0.22, compared to the broader market-2.000.002.004.00-0.221.46
The chart of Sortino ratio for CRKN, currently valued at -1.85, compared to the broader market-6.00-4.00-2.000.002.004.006.00-1.852.01
The chart of Omega ratio for CRKN, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.26
The chart of Calmar ratio for CRKN, currently valued at -1.00, compared to the broader market0.002.004.006.00-1.002.75
The chart of Martin ratio for CRKN, currently valued at -1.21, compared to the broader market-10.000.0010.0020.0030.00-1.218.13
CRKN
TSM

The current CRKN Sharpe Ratio is -0.22, which is lower than the TSM Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of CRKN 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.22
1.46
CRKN
TSM

Dividends

CRKN vs. TSM - Dividend Comparison

CRKN has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 1.15%.


TTM20242023202220212020201920182017201620152014
CRKN
Crown ElectroKinetics Corp.
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
1.15%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%

Drawdowns

CRKN vs. TSM - Drawdown Comparison

The maximum CRKN drawdown since its inception was -100.00%, which is greater than TSM's maximum drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for CRKN and TSM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-100.00%
-9.22%
CRKN
TSM

Volatility

CRKN vs. TSM - Volatility Comparison

Crown ElectroKinetics Corp. (CRKN) has a higher volatility of 68.40% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 18.26%. This indicates that CRKN'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%20.00%30.00%40.00%50.00%60.00%70.00%SeptemberOctoberNovemberDecember2025February
68.40%
18.26%
CRKN
TSM

Financials

CRKN vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between Crown ElectroKinetics Corp. 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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