FIX vs. TSM
FIX (Comfort Systems USA, Inc.) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. FIX operates in Engineering & Construction (Industrials), while TSM operates in Semiconductors (Technology). Over the past 10 years, FIX returned 50.73%/yr vs 35.71%/yr for TSM. At a 0.30 correlation, their price movements are largely independent.
Performance
FIX vs. TSM - Performance Comparison
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Returns By Period
In the year-to-date period, FIX achieves a 98.62% return, which is significantly higher than TSM's 40.84% return. Over the past 10 years, FIX has outperformed TSM with an annualized return of 50.73%, while TSM has yielded a comparatively lower 35.71% annualized return.
FIX
- 1D
- 0.44%
- 1M
- -5.10%
- YTD
- 98.62%
- 6M
- 87.34%
- 1Y
- 263.59%
- 3Y*
- 127.92%
- 5Y*
- 85.83%
- 10Y*
- 50.73%
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%
FIX vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FIX Comfort Systems USA, Inc. | 98.62% | 120.86% | 106.89% | 79.62% | 16.98% | 88.98% | 6.73% | 15.07% | 0.73% | 32.13% |
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 FIX and TSM is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 1997 | 0.30 |
Over the past year, FIX and TSM have become more correlated (0.56) than their long-term average of 0.30, meaning their price movements have been converging.
Fundamentals
FIX:
$65.29B
TSM:
$2.21T
FIX:
$34.64
TSM:
$373.98
FIX:
53.47
TSM:
1.14
FIX:
0.81
TSM:
0.03
FIX:
6.45
TSM:
0.54
FIX:
23.19
TSM:
0.38
FIX:
$10.14B
TSM:
$4.13T
FIX:
$2.55B
TSM:
$2.55T
FIX:
$1.70B
TSM:
$3.14T
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Return for Risk
FIX vs. TSM — Risk / Return Rank
FIX
TSM
FIX vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Comfort Systems USA, Inc. (FIX) 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.
| FIX | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.44 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 19.28 | 6.13 | +13.15 |
| Martin ratioReturn relative to average drawdown | 59.72 | 21.94 | +37.78 |
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
| FIX | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.98 | 3.06 | +1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.94 | 0.85 | +1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.20 | 1.05 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.37 | +0.03 |
Drawdowns
FIX vs. TSM - Drawdown Comparison
The maximum FIX drawdown since its inception was -93.36%, roughly equal to the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for FIX and TSM.
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Drawdown Indicators
| FIX | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.36% | -89.08% | -4.28% |
Max Drawdown (1Y)Largest decline over 1 year | -13.77% | -18.14% | +4.37% |
Max Drawdown (3Y)Largest decline over 3 years | -46.05% | -36.82% | -9.23% |
Max Drawdown (5Y)Largest decline over 5 years | -46.05% | -56.47% | +10.42% |
Max Drawdown (10Y)Largest decline over 10 years | -49.68% | -56.47% | +6.79% |
Current DrawdownCurrent decline from peak | -9.28% | -4.45% | -4.83% |
Average DrawdownAverage peak-to-trough decline | -38.08% | -42.87% | +4.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 5.06% | -0.60% |
Volatility
FIX vs. TSM - Volatility Comparison
Comfort Systems USA, Inc. (FIX) and Taiwan Semiconductor Manufacturing Company Limited (TSM) have volatilities of 12.60% and 12.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIX | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.60% | 12.47% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 37.27% | 28.23% | +9.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.46% | 36.40% | +17.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.49% | 37.40% | +7.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.35% | 34.20% | +8.15% |
Dividends
FIX vs. TSM - Dividend Comparison
FIX's dividend yield for the trailing twelve months is around 0.14%, less than TSM's 0.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIX Comfort Systems USA, Inc. | 0.14% | 0.21% | 0.28% | 0.41% | 0.49% | 0.49% | 0.81% | 0.79% | 0.76% | 0.68% | 0.83% | 0.88% |
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
FIX vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Comfort Systems USA, 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
FIX vs. TSM - Profitability Comparison
FIX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Comfort Systems USA, Inc. reported a gross profit of 754.41M and revenue of 2.87B. Therefore, the gross margin over that period was 26.3%.
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%.
FIX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Comfort Systems USA, Inc. reported an operating income of 485.72M and revenue of 2.87B, resulting in an operating margin of 17.0%.
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%.
FIX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Comfort Systems USA, Inc. reported a net income of 370.38M and revenue of 2.87B, resulting in a net margin of 12.9%.
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
FIX and TSM have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIX has higher volatility (12.60%) compared to TSM (12.47%). In terms of maximum drawdown, FIX dropped -93.36% vs TSM's -89.08%.
FIX currently has the higher Sharpe Ratio (4.98 vs 3.06), 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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