CRTO vs. TSM
CRTO (Criteo S.A.) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. CRTO operates in Advertising Agencies (Communication Services), while TSM operates in Semiconductors (Technology). Their -1.00 correlation means they have often moved in opposite directions in the past.
Performance
CRTO vs. TSM - Performance Comparison
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Returns By Period
CRTO
- 1D
- -0.55%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
TSM
- 1D
- 0.23%
- 1M
- -6.89%
- 6M
- 22.92%
- YTD
- 33.71%
- 1Y
- 73.74%
- 3Y*
- 62.43%
- 5Y*
- 30.32%
- 10Y*
- 33.46%
- ALL TIME*
- 16.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CRTO Criteo S.A. | $5.21M | $5.21M | $5.21M |
| $6.03B | $6.30B | $6.05B |
CRTO vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CRTO Criteo S.A. | 3.17% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 3.04% |
Correlation
The correlation between CRTO and TSM is -1.00, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 29, 2026 | -1.00 |
Fundamentals
CRTO:
$1.10B
TSM:
$2.10T
CRTO:
$2.17
TSM:
NT$432.27
CRTO:
10.06
TSM:
30.30
CRTO:
0.07
TSM:
0.84
CRTO:
0.60
TSM:
15.26
CRTO:
0.98
TSM:
10.56
CRTO:
$1.92B
TSM:
NT$4.45T
CRTO:
$1.04B
TSM:
NT$2.86T
CRTO:
$269.43M
TSM:
NT$3.20T
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Return for Risk
CRTO vs. TSM — Risk / Return Rank
CRTO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSM
CRTO vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Criteo S.A. (CRTO) 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.
| CRTO | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.23 | — |
| Martin ratioReturn relative to average drawdown | — | 10.80 | — |
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Drawdowns
CRTO vs. TSM - Drawdown Comparison
The maximum CRTO drawdown since its inception was -3.58%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for CRTO and TSM.
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Drawdown Indicators
| CRTO | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.58% | -89.08% | +85.50% |
Max Drawdown (1Y)Largest decline over 1 year | — | -21.55% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -36.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -56.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.47% | — |
Current DrawdownCurrent decline from peak | -3.58% | -15.35% | +11.77% |
Average DrawdownAverage peak-to-trough decline | -2.21% | -42.69% | +40.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.43% | — |
Volatility
CRTO vs. TSM - Volatility Comparison
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Volatility by Period
| CRTO | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 13.76% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 33.07% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 83.02% | 40.75% | +42.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 83.02% | 38.35% | +44.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.02% | 34.75% | +48.27% |
Dividends
CRTO vs. TSM - Dividend Comparison
CRTO has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRTO Criteo S.A. | 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 | 0.87% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
Financials
CRTO vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Criteo S.A. 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
CRTO vs. TSM - Profitability Comparison
CRTO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Criteo S.A. reported a gross profit of 222.74M and revenue of 424.64M. Therefore, the gross margin over that period was 52.5%.
TSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 860.31B and revenue of 1.27T. Therefore, the gross margin over that period was 67.7%.
CRTO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Criteo S.A. reported an operating income of 10.40M and revenue of 424.64M, resulting in an operating margin of 2.5%.
TSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 766.60B and revenue of 1.27T, resulting in an operating margin of 60.3%.
CRTO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Criteo S.A. reported a net income of 8.58M and revenue of 424.64M, resulting in a net margin of 2.0%.
TSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 706.56B and revenue of 1.27T, resulting in a net margin of 55.6%.
Frequently Asked Questions
CRTO and TSM have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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