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GLBE vs. TSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GLBE vs. TSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global-e Online Ltd. (GLBE) and Taiwan Semiconductor Manufacturing Company Limited (TSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GLBE

1D
-1.40%
1M
9.71%
6M
7.55%
YTD
0.00%
1Y
18.58%
3Y*
-4.37%
5Y*
-10.81%
10Y*
ALL TIME*
9.70%

TSM

1D
0.23%
1M
-9.00%
6M
22.92%
YTD
33.71%
1Y
69.13%
3Y*
62.43%
5Y*
30.32%
10Y*
33.46%
ALL TIME*
16.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$66.86M$52.38M$58.11M
$6.03B$6.30B$6.05B

GLBE vs. TSM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GLBE
Global-e Online Ltd.
-0.00%-27.91%37.60%92.01%-67.44%161.40%
TSM
Taiwan Semiconductor Manufacturing Company Limited
33.71%55.91%92.58%42.33%-36.75%7.90%

Correlation

The correlation between GLBE and TSM is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.09

Correlation (3Y)
Balances recent behavior with more history.

0.23

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.32

Correlation (All Time)
Calculated using the full available price history since May 12, 2021

0.31

Over the past year, the correlation between GLBE and TSM has dropped to 0.09 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

GLBE:

$6.60B

TSM:

$2.10T

EPS

GLBE:

$0.66

TSM:

NT$432.27

PE Ratio

GLBE:

59.18

TSM:

30.30

PEG Ratio

GLBE:

0.01

TSM:

0.84

PS Ratio

GLBE:

6.73

TSM:

15.26

PB Ratio

GLBE:

7.51

TSM:

10.56

Total Revenue (TTM)

GLBE:

$1.02B

TSM:

NT$4.45T

Gross Profit (TTM)

GLBE:

$467.05M

TSM:

NT$2.86T

EBITDA (TTM)

GLBE:

$146.46M

TSM:

NT$3.20T

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Return for Risk

GLBE vs. TSM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GLBE
GLBE Risk / Return Rank: 5858
Overall Rank
GLBE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
GLBE Sortino Ratio Rank: 5656
Sortino Ratio Rank
GLBE Omega Ratio Rank: 5555
Omega Ratio Rank
GLBE Calmar Ratio Rank: 5959
Calmar Ratio Rank
GLBE Martin Ratio Rank: 5959
Martin Ratio Rank

TSM
TSM Risk / Return Rank: 8787
Overall Rank
TSM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TSM Sortino Ratio Rank: 8585
Sortino Ratio Rank
TSM Omega Ratio Rank: 8282
Omega Ratio Rank
TSM Calmar Ratio Rank: 8888
Calmar Ratio Rank
TSM Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GLBE vs. TSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global-e Online Ltd. (GLBE) 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.


GLBETSMDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.43

Omega ratioGain probability vs. loss probability

1.11

1.28

-0.17

Calmar ratioReturn relative to maximum drawdown

0.55

3.23

-2.67

Martin ratioReturn relative to average drawdown

1.21

10.80

-9.59

GLBE vs. TSM - Sharpe Ratio Comparison

The current GLBE Sharpe Ratio is 0.39, which is lower than the TSM Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of GLBE and TSM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GLBE vs. TSM - Drawdown Comparison

The maximum GLBE drawdown since its inception was -79.10%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for GLBE and TSM.


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Drawdown Indicators


GLBETSMDifference

Max Drawdown

Largest peak-to-trough decline

-79.10%

-89.08%

+9.98%

Max Drawdown (1Y)

Largest decline over 1 year

-33.78%

-21.55%

-12.23%

Max Drawdown (3Y)

Largest decline over 3 years

-56.17%

-36.82%

-19.35%

Max Drawdown (5Y)

Largest decline over 5 years

-79.10%

-56.47%

-22.63%

Max Drawdown (10Y)

Largest decline over 10 years

-56.47%

Current Drawdown

Current decline from peak

-51.88%

-15.35%

-36.53%

Average Drawdown

Average peak-to-trough decline

-52.37%

-42.69%

-9.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.42%

6.43%

+8.99%

Volatility

GLBE vs. TSM - Volatility Comparison

The current volatility for Global-e Online Ltd. (GLBE) is 12.17%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 13.76%. This indicates that GLBE 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


GLBETSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.17%

13.76%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

37.76%

33.07%

+4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

48.48%

40.75%

+7.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.18%

38.35%

+28.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.66%

34.75%

+32.91%

Dividends

GLBE vs. TSM - Dividend Comparison

GLBE has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.87%.


PositionTTM20252024202320222021202020192018201720162015
GLBE
Global-e Online Ltd.
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

GLBE vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between Global-e Online Ltd. 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

GLBE vs. TSM - Profitability Comparison

The chart below illustrates the profitability comparison between Global-e Online Ltd. and Taiwan Semiconductor Manufacturing Company Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

GLBE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Global-e Online Ltd. reported a gross profit of 114.88M and revenue of 252.09M. Therefore, the gross margin over that period was 45.6%.

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%.

GLBE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Global-e Online Ltd. reported an operating income of 32.97M and revenue of 252.09M, resulting in an operating margin of 13.1%.

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%.

GLBE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Global-e Online Ltd. reported a net income of 30.36M and revenue of 252.09M, resulting in a net margin of 12.0%.

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


GLBE and TSM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSM has higher volatility (13.76%) compared to GLBE (12.17%). In terms of maximum drawdown, GLBE dropped -79.10% vs TSM's -89.08%.

TSM currently has the higher Sharpe Ratio (1.71 vs 0.39), 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.

Portfolio Optimizer

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