HP vs. TSM
Compare and contrast key facts about Helmerich & Payne, Inc. (HP) and Taiwan Semiconductor Manufacturing Company Limited (TSM).
Performance
HP vs. TSM - Performance Comparison
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HP vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HP Helmerich & Payne, Inc. | 26.59% | -6.27% | -7.83% | -23.21% | 115.23% | 6.19% | -44.28% | 0.49% | -22.58% | -12.25% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 11.52% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
Fundamentals
HP:
-$4.56
TSM:
$332.18
HP:
0.78
TSM:
0.46
HP:
$3.07B
TSM:
$3.82T
HP:
$421.90M
TSM:
$2.29T
HP:
$456.31M
TSM:
$2.90T
Returns By Period
In the year-to-date period, HP achieves a 26.59% return, which is significantly higher than TSM's 11.52% return. Over the past 10 years, HP has underperformed TSM with an annualized return of 0.32%, while TSM has yielded a comparatively higher 32.45% annualized return.
HP
- 1D
- 0.53%
- 1M
- 2.30%
- YTD
- 26.59%
- 6M
- 65.86%
- 1Y
- 44.12%
- 3Y*
- 4.83%
- 5Y*
- 9.15%
- 10Y*
- 0.32%
TSM
- 1D
- 6.78%
- 1M
- -9.52%
- YTD
- 11.52%
- 6M
- 21.66%
- 1Y
- 106.05%
- 3Y*
- 56.00%
- 5Y*
- 24.08%
- 10Y*
- 32.45%
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Return for Risk
HP vs. TSM — Risk / Return Rank
HP
TSM
HP vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Helmerich & Payne, Inc. (HP) 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.
| HP | TSM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 2.76 | -1.92 |
Sortino ratioReturn per unit of downside risk | 1.37 | 3.33 | -1.96 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 5.90 | -4.75 |
Martin ratioReturn relative to average drawdown | 2.16 | 20.02 | -17.87 |
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
| HP | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.76 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.66 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.96 | -0.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.35 | -0.21 |
Correlation
The correlation between HP and TSM is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
HP vs. TSM - Dividend Comparison
HP's dividend yield for the trailing twelve months is around 2.78%, more than TSM's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HP Helmerich & Payne, Inc. | 2.78% | 3.49% | 4.72% | 5.18% | 2.49% | 4.22% | 8.29% | 6.25% | 5.88% | 4.33% | 3.59% | 5.14% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.98% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
Drawdowns
HP vs. TSM - Drawdown Comparison
The maximum HP drawdown since its inception was -85.78%, roughly equal to the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for HP and TSM.
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Drawdown Indicators
| HP | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.78% | -89.08% | +3.30% |
Max Drawdown (1Y)Largest decline over 1 year | -42.63% | -18.14% | -24.49% |
Max Drawdown (5Y)Largest decline over 5 years | -68.47% | -56.47% | -12.00% |
Max Drawdown (10Y)Largest decline over 10 years | -81.87% | -56.47% | -25.40% |
Current DrawdownCurrent decline from peak | -46.89% | -12.59% | -34.30% |
Average DrawdownAverage peak-to-trough decline | -42.05% | -43.13% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.72% | 5.34% | +17.38% |
Volatility
HP vs. TSM - Volatility Comparison
The current volatility for Helmerich & Payne, Inc. (HP) is 9.60%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 14.44%. This indicates that HP 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
| HP | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.60% | 14.44% | -4.84% |
Volatility (6M)Calculated over the trailing 6-month period | 27.58% | 27.19% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.94% | 38.60% | +14.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.83% | 36.99% | +11.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.24% | 33.85% | +17.39% |
Financials
HP vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Helmerich & Payne, 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