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

Correlation

The correlation between IMOS 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.


-0.50.00.51.00.4

Performance

IMOS vs. TSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ChipMOS TECHNOLOGIES INC. (IMOS) and Taiwan Semiconductor Manufacturing Company Limited (TSM). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-29.15%
13.01%
IMOS
TSM

Key characteristics

Sharpe Ratio

IMOS:

-0.99

TSM:

2.44

Sortino Ratio

IMOS:

-1.36

TSM:

3.13

Omega Ratio

IMOS:

0.83

TSM:

1.38

Calmar Ratio

IMOS:

-0.57

TSM:

3.68

Martin Ratio

IMOS:

-1.39

TSM:

13.36

Ulcer Index

IMOS:

20.48%

TSM:

7.33%

Daily Std Dev

IMOS:

28.56%

TSM:

40.16%

Max Drawdown

IMOS:

-55.57%

TSM:

-84.63%

Current Drawdown

IMOS:

-48.44%

TSM:

-4.84%

Fundamentals

Market Cap

IMOS:

$676.88M

TSM:

$1.05T

EPS

IMOS:

$1.50

TSM:

$6.23

PE Ratio

IMOS:

12.23

TSM:

32.46

PEG Ratio

IMOS:

2.13

TSM:

1.30

Total Revenue (TTM)

IMOS:

$23.02B

TSM:

$2.65T

Gross Profit (TTM)

IMOS:

$3.58B

TSM:

$1.44T

EBITDA (TTM)

IMOS:

$6.58B

TSM:

$1.63T

Returns By Period

In the year-to-date period, IMOS achieves a -28.24% return, which is significantly lower than TSM's 90.40% return.


IMOS

YTD

-28.24%

1M

-5.07%

6M

-28.99%

1Y

-26.40%

5Y*

1.42%

10Y*

N/A

TSM

YTD

90.40%

1M

3.27%

6M

12.10%

1Y

97.93%

5Y*

30.05%

10Y*

27.49%

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Risk-Adjusted Performance

IMOS vs. TSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ChipMOS TECHNOLOGIES INC. (IMOS) 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.


Sharpe ratio
The chart of Sharpe ratio for IMOS, currently valued at -0.93, compared to the broader market-4.00-2.000.002.00-0.932.44
The chart of Sortino ratio for IMOS, currently valued at -1.24, compared to the broader market-4.00-2.000.002.004.00-1.243.13
The chart of Omega ratio for IMOS, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.38
The chart of Calmar ratio for IMOS, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.533.68
The chart of Martin ratio for IMOS, currently valued at -1.28, compared to the broader market0.0010.0020.00-1.2813.36
IMOS
TSM

The current IMOS Sharpe Ratio is -0.99, which is lower than the TSM Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of IMOS 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.93
2.44
IMOS
TSM

Dividends

IMOS vs. TSM - Dividend Comparison

IMOS's dividend yield for the trailing twelve months is around 5.94%, more than TSM's 1.20% yield.


TTM20232022202120202019201820172016201520142013
IMOS
ChipMOS TECHNOLOGIES INC.
5.94%5.52%13.62%4.46%4.97%3.42%6.91%0.96%7.88%0.00%0.00%0.00%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.20%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%

Drawdowns

IMOS vs. TSM - Drawdown Comparison

The maximum IMOS drawdown since its inception was -55.57%, smaller than the maximum TSM drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for IMOS and TSM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-48.44%
-4.84%
IMOS
TSM

Volatility

IMOS vs. TSM - Volatility Comparison

The current volatility for ChipMOS TECHNOLOGIES INC. (IMOS) is 6.38%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 10.43%. This indicates that IMOS 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.38%
10.43%
IMOS
TSM

Financials

IMOS vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between ChipMOS TECHNOLOGIES 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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