DY vs. TSM
DY (Dycom Industries, Inc.) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. DY operates in Engineering & Construction (Industrials), while TSM operates in Semiconductors (Technology). Over the past 10 years, DY returned 18.91%/yr vs 35.83%/yr for TSM. At a 0.36 correlation, their price movements are largely independent.
Performance
DY vs. TSM - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DY having a 44.50% return and TSM slightly lower at 43.01%. Over the past 10 years, DY has underperformed TSM with an annualized return of 18.91%, while TSM has yielded a comparatively higher 35.83% annualized return.
DY
- 1D
- -1.09%
- 1M
- -4.26%
- YTD
- 44.50%
- 6M
- 40.45%
- 1Y
- 98.71%
- 3Y*
- 64.44%
- 5Y*
- 44.46%
- 10Y*
- 18.91%
TSM
- 1D
- -0.61%
- 1M
- 3.56%
- YTD
- 43.01%
- 6M
- 43.50%
- 1Y
- 91.22%
- 3Y*
- 64.09%
- 5Y*
- 32.11%
- 10Y*
- 35.83%
DY vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DY Dycom Industries, Inc. | 44.50% | 94.13% | 51.24% | 22.96% | -0.17% | 24.15% | 60.17% | -12.75% | -51.50% | 38.78% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 43.01% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
Correlation
The correlation between DY and TSM is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 1997 | 0.36 |
Fundamentals
DY:
$14.83B
TSM:
$2.24T
DY:
$10.52
TSM:
NT$373.98
DY:
46.40
TSM:
36.83
DY:
0.65
TSM:
1.06
DY:
2.31
TSM:
17.31
DY:
7.83
TSM:
12.13
DY:
$6.25B
TSM:
NT$4.13T
DY:
$1.23B
TSM:
NT$2.55T
DY:
$1.07B
TSM:
NT$3.14T
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Return for Risk
DY vs. TSM — Risk / Return Rank
DY
TSM
DY vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dycom Industries, Inc. (DY) 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.
| DY | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.38 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | 5.27 | -0.99 |
| Martin ratioReturn relative to average drawdown | 13.45 | 18.40 | -4.95 |
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Drawdowns
DY vs. TSM - Drawdown Comparison
The maximum DY drawdown since its inception was -93.54%, which is greater than TSM's maximum drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for DY and TSM.
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Drawdown Indicators
| DY | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.54% | -89.08% | -4.46% |
Max Drawdown (1Y)Largest decline over 1 year | -24.43% | -18.14% | -6.29% |
Max Drawdown (3Y)Largest decline over 3 years | -32.58% | -36.82% | +4.24% |
Max Drawdown (5Y)Largest decline over 5 years | -33.70% | -56.47% | +22.77% |
Max Drawdown (10Y)Largest decline over 10 years | -89.01% | -56.47% | -32.54% |
Current DrawdownCurrent decline from peak | -8.77% | -7.55% | -1.22% |
Average DrawdownAverage peak-to-trough decline | -45.63% | -42.80% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.76% | 5.19% | +2.57% |
Volatility
DY vs. TSM - Volatility Comparison
The current volatility for Dycom Industries, Inc. (DY) is 11.03%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 16.19%. This indicates that DY experiences smaller price fluctuations and is considered to be less risky than TSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DY | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.03% | 16.19% | -5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 38.23% | 29.97% | +8.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.90% | 37.94% | +7.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.38% | 37.76% | +5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.94% | 34.38% | +18.56% |
Dividends
DY vs. TSM - Dividend Comparison
DY has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DY Dycom Industries, Inc. | 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 | 0.81% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
Financials
DY vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Dycom Industries, Inc. 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
DY vs. TSM - Profitability Comparison
DY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dycom Industries, Inc. reported a gross profit of 275.08M and revenue of 1.96B. Therefore, the gross margin over that period was 14.0%.
TSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 759.06B and revenue of 1.15T. Therefore, the gross margin over that period was 66.3%.
DY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dycom Industries, Inc. reported an operating income of 143.75M and revenue of 1.96B, resulting in an operating margin of 7.3%.
TSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 664.08B and revenue of 1.15T, resulting in an operating margin of 58.0%.
DY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dycom Industries, Inc. reported a net income of 91.29M and revenue of 1.96B, resulting in a net margin of 4.7%.
TSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 578.40B and revenue of 1.15T, resulting in a net margin of 50.5%.
Frequently Asked Questions
DY and TSM have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSM has higher volatility (16.19%) compared to DY (11.03%). In terms of maximum drawdown, DY dropped -93.54% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (2.52 vs 2.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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