FIVE vs. TSM
FIVE (Five Below, Inc.) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. FIVE operates in Specialty Retail (Consumer Cyclical), while TSM operates in Semiconductors (Technology). Over the past 10 years, FIVE returned 15.35%/yr vs 35.71%/yr for TSM. At a 0.28 correlation, their price movements are largely independent.
Performance
FIVE vs. TSM - Performance Comparison
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Returns By Period
In the year-to-date period, FIVE achieves a -0.99% return, which is significantly lower than TSM's 40.84% return. Over the past 10 years, FIVE has underperformed TSM with an annualized return of 15.35%, while TSM has yielded a comparatively higher 35.71% annualized return.
FIVE
- 1D
- -2.09%
- 1M
- -16.42%
- YTD
- -0.99%
- 6M
- 6.80%
- 1Y
- 46.44%
- 3Y*
- 0.23%
- 5Y*
- 0.09%
- 10Y*
- 15.35%
TSM
- 1D
- 2.80%
- 1M
- 3.67%
- YTD
- 40.84%
- 6M
- 42.15%
- 1Y
- 110.53%
- 3Y*
- 63.10%
- 5Y*
- 31.67%
- 10Y*
- 35.71%
FIVE vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIVE Five Below, Inc. | -0.99% | 79.46% | -50.76% | 20.52% | -14.51% | 18.24% | 36.85% | 24.96% | 54.28% | 65.97% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 40.84% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
Correlation
The correlation between FIVE and TSM is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2012 | 0.28 |
Fundamentals
FIVE:
$10.37B
TSM:
$2.21T
FIVE:
$7.93
TSM:
$373.98
FIVE:
23.51
TSM:
1.14
FIVE:
2.61
TSM:
0.03
FIVE:
2.04
TSM:
0.54
FIVE:
4.48
TSM:
0.38
FIVE:
$5.08B
TSM:
$4.13T
FIVE:
$1.77B
TSM:
$2.55T
FIVE:
$757.48M
TSM:
$3.14T
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Return for Risk
FIVE vs. TSM — Risk / Return Rank
FIVE
TSM
FIVE vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Five Below, Inc. (FIVE) 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.
| FIVE | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.44 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 6.13 | -4.24 |
| Martin ratioReturn relative to average drawdown | 8.48 | 21.94 | -13.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FIVE | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 3.06 | -1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.85 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 1.05 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.37 | -0.03 |
Drawdowns
FIVE vs. TSM - Drawdown Comparison
The maximum FIVE drawdown since its inception was -76.40%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for FIVE and TSM.
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Drawdown Indicators
| FIVE | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.40% | -89.08% | +12.68% |
Max Drawdown (1Y)Largest decline over 1 year | -24.71% | -18.14% | -6.57% |
Max Drawdown (3Y)Largest decline over 3 years | -74.13% | -36.82% | -37.31% |
Max Drawdown (5Y)Largest decline over 5 years | -76.40% | -56.47% | -19.93% |
Max Drawdown (10Y)Largest decline over 10 years | -76.40% | -56.47% | -19.93% |
Current DrawdownCurrent decline from peak | -24.71% | -4.45% | -20.26% |
Average DrawdownAverage peak-to-trough decline | -23.20% | -42.87% | +19.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.50% | 5.06% | +0.44% |
Volatility
FIVE vs. TSM - Volatility Comparison
Five Below, Inc. (FIVE) has a higher volatility of 18.13% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 12.47%. This indicates that FIVE'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.
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Volatility by Period
| FIVE | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.13% | 12.47% | +5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 29.44% | 28.23% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.05% | 36.40% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.93% | 37.40% | +10.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.13% | 34.20% | +11.93% |
Dividends
FIVE vs. TSM - Dividend Comparison
FIVE has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVE Five Below, 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 | 0.78% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
Financials
FIVE vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Five Below, 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
FIVE vs. TSM - Profitability Comparison
FIVE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported a gross profit of 427.52M and revenue of 1.29B. Therefore, the gross margin over that period was 33.3%.
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%.
FIVE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported an operating income of 154.24M and revenue of 1.29B, resulting in an operating margin of 12.0%.
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%.
FIVE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Five Below, Inc. reported a net income of 123.06M and revenue of 1.29B, resulting in a net margin of 9.6%.
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
FIVE and TSM have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIVE has higher volatility (18.13%) compared to TSM (12.47%). In terms of maximum drawdown, FIVE dropped -76.40% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (3.06 vs 1.20), 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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