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HP vs. TSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HP and TSM is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

HP vs. TSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Helmerich & Payne, Inc. (HP) and Taiwan Semiconductor Manufacturing Company Limited (TSM). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
299.78%
5,331.21%
HP
TSM

Key characteristics

Sharpe Ratio

HP:

-0.97

TSM:

0.61

Sortino Ratio

HP:

-1.33

TSM:

1.12

Omega Ratio

HP:

0.82

TSM:

1.14

Calmar Ratio

HP:

-0.66

TSM:

0.77

Martin Ratio

HP:

-2.01

TSM:

2.22

Ulcer Index

HP:

24.35%

TSM:

12.76%

Daily Std Dev

HP:

50.50%

TSM:

46.33%

Max Drawdown

HP:

-85.78%

TSM:

-84.63%

Current Drawdown

HP:

-71.48%

TSM:

-26.62%

Fundamentals

Market Cap

HP:

$1.97B

TSM:

$818.49B

EPS

HP:

$3.03

TSM:

$8.03

PE Ratio

HP:

6.53

TSM:

19.65

PEG Ratio

HP:

5.78

TSM:

1.14

PS Ratio

HP:

0.71

TSM:

0.26

PB Ratio

HP:

0.67

TSM:

6.26

Total Revenue (TTM)

HP:

$2.07B

TSM:

$2.30T

Gross Profit (TTM)

HP:

$534.96M

TSM:

$1.31T

EBITDA (TTM)

HP:

$655.81M

TSM:

$1.63T

Returns By Period

In the year-to-date period, HP achieves a -36.30% return, which is significantly lower than TSM's -16.54% return. Over the past 10 years, HP has underperformed TSM with an annualized return of -8.04%, while TSM has yielded a comparatively higher 23.78% annualized return.


HP

YTD

-36.30%

1M

-21.05%

6M

-39.55%

1Y

-50.44%

5Y*

7.66%

10Y*

-8.04%

TSM

YTD

-16.54%

1M

-9.24%

6M

-16.46%

1Y

25.20%

5Y*

27.91%

10Y*

23.78%

*Annualized

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Risk-Adjusted Performance

HP vs. TSM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HP
The Risk-Adjusted Performance Rank of HP is 77
Overall Rank
The Sharpe Ratio Rank of HP is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of HP is 88
Sortino Ratio Rank
The Omega Ratio Rank of HP is 88
Omega Ratio Rank
The Calmar Ratio Rank of HP is 1111
Calmar Ratio Rank
The Martin Ratio Rank of HP is 11
Martin Ratio Rank

TSM
The Risk-Adjusted Performance Rank of TSM is 7373
Overall Rank
The Sharpe Ratio Rank of TSM is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of TSM is 6969
Sortino Ratio Rank
The Omega Ratio Rank of TSM is 6767
Omega Ratio Rank
The Calmar Ratio Rank of TSM is 8181
Calmar Ratio Rank
The Martin Ratio Rank of TSM is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HP vs. TSM - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for HP, currently valued at -0.97, compared to the broader market-2.00-1.000.001.002.003.00
HP: -0.97
TSM: 0.61
The chart of Sortino ratio for HP, currently valued at -1.33, compared to the broader market-6.00-4.00-2.000.002.004.00
HP: -1.33
TSM: 1.12
The chart of Omega ratio for HP, currently valued at 0.82, compared to the broader market0.501.001.502.00
HP: 0.82
TSM: 1.14
The chart of Calmar ratio for HP, currently valued at -0.66, compared to the broader market0.001.002.003.004.005.00
HP: -0.66
TSM: 0.77
The chart of Martin ratio for HP, currently valued at -2.01, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
HP: -2.01
TSM: 2.22

The current HP Sharpe Ratio is -0.97, which is lower than the TSM Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of HP and TSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.97
0.61
HP
TSM

Dividends

HP vs. TSM - Dividend Comparison

HP's dividend yield for the trailing twelve months is around 6.63%, more than TSM's 1.49% yield.


TTM20242023202220212020201920182017201620152014
HP
Helmerich & Payne, Inc.
6.63%4.72%5.18%2.49%4.22%8.29%6.25%5.88%4.33%3.59%5.14%3.89%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.49%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%

Drawdowns

HP vs. TSM - Drawdown Comparison

The maximum HP drawdown since its inception was -85.78%, roughly equal to the maximum TSM drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for HP and TSM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-71.48%
-26.62%
HP
TSM

Volatility

HP vs. TSM - Volatility Comparison

Helmerich & Payne, Inc. (HP) has a higher volatility of 32.41% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 20.13%. This indicates that HP'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.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
32.41%
20.13%
HP
TSM

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items