ITUB vs. TSM
Compare and contrast key facts about Itaú Unibanco Holding S.A. (ITUB) and Taiwan Semiconductor Manufacturing Company Limited (TSM).
Performance
ITUB vs. TSM - Performance Comparison
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ITUB vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITUB Itaú Unibanco Holding S.A. | 18.24% | 86.06% | -23.49% | 54.53% | 30.82% | -6.05% | -30.47% | 8.46% | 12.68% | 30.90% |
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
ITUB:
$108.94B
TSM:
$1.75T
ITUB:
$3.90
TSM:
$332.18
ITUB:
2.15
TSM:
1.02
ITUB:
0.21
TSM:
0.03
ITUB:
0.29
TSM:
0.46
ITUB:
0.53
TSM:
0.32
ITUB:
$333.12B
TSM:
$3.82T
ITUB:
$98.22B
TSM:
$2.29T
ITUB:
$52.41B
TSM:
$2.90T
Returns By Period
In the year-to-date period, ITUB achieves a 18.24% return, which is significantly higher than TSM's 11.52% return. Over the past 10 years, ITUB has underperformed TSM with an annualized return of 17.98%, while TSM has yielded a comparatively higher 32.45% annualized return.
ITUB
- 1D
- 6.48%
- 1M
- -6.56%
- YTD
- 18.24%
- 6M
- 25.99%
- 1Y
- 71.86%
- 3Y*
- 35.41%
- 5Y*
- 32.17%
- 10Y*
- 17.98%
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
ITUB vs. TSM — Risk / Return Rank
ITUB
TSM
ITUB vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Itaú Unibanco Holding S.A. (ITUB) 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.
| ITUB | TSM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 2.76 | -0.42 |
Sortino ratioReturn per unit of downside risk | 2.92 | 3.33 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.42 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.95 | 5.90 | -1.94 |
Martin ratioReturn relative to average drawdown | 12.57 | 20.02 | -7.45 |
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
| ITUB | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 2.76 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.66 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.96 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.35 | -0.01 |
Correlation
The correlation between ITUB and TSM is 0.37, 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
ITUB vs. TSM - Dividend Comparison
ITUB's dividend yield for the trailing twelve months is around 7.59%, more than TSM's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITUB Itaú Unibanco Holding S.A. | 7.59% | 11.26% | 9.20% | 3.61% | 4.21% | 29.81% | 4.80% | 8.21% | 6.93% | 3.35% | 15.63% | 3.89% |
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
ITUB vs. TSM - Drawdown Comparison
The maximum ITUB drawdown since its inception was -69.35%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for ITUB and TSM.
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Drawdown Indicators
| ITUB | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.35% | -89.08% | +19.73% |
Max Drawdown (1Y)Largest decline over 1 year | -18.02% | -18.14% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -31.59% | -56.47% | +24.88% |
Max Drawdown (10Y)Largest decline over 10 years | -61.96% | -56.47% | -5.49% |
Current DrawdownCurrent decline from peak | -11.61% | -12.59% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -21.09% | -43.13% | +22.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.67% | 5.34% | +0.33% |
Volatility
ITUB vs. TSM - Volatility Comparison
Itaú Unibanco Holding S.A. (ITUB) and Taiwan Semiconductor Manufacturing Company Limited (TSM) have volatilities of 13.74% and 14.44%, 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
| ITUB | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.74% | 14.44% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 23.77% | 27.19% | -3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.87% | 38.60% | -7.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.99% | 36.99% | -3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.85% | 33.85% | +5.00% |
Financials
ITUB vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Itaú Unibanco Holding S.A. 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
ITUB vs. TSM - Profitability Comparison
ITUB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Itaú Unibanco Holding S.A. reported a gross profit of 0.00 and revenue of 100.37B. Therefore, the gross margin over that period was 0.0%.
TSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 658.15B and revenue of 1.06T. Therefore, the gross margin over that period was 62.3%.
ITUB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Itaú Unibanco Holding S.A. reported an operating income of 10.61B and revenue of 100.37B, resulting in an operating margin of 10.6%.
TSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 569.13B and revenue of 1.06T, resulting in an operating margin of 53.9%.
ITUB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Itaú Unibanco Holding S.A. reported a net income of 12.09B and revenue of 100.37B, 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 Apr 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 510.52B and revenue of 1.06T, resulting in a net margin of 48.4%.