JXN vs. TSM
JXN (Jackson Financial Inc.) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. JXN operates in Asset Management (Financial Services), while TSM operates in Semiconductors (Technology). Over the past 3 years, JXN returned 59.88%/yr vs 68.00%/yr for TSM. At a 0.33 correlation, their price movements are largely independent.
Performance
JXN vs. TSM - Performance Comparison
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Returns By Period
In the year-to-date period, JXN achieves a 0.22% return, which is significantly lower than TSM's 46.82% return.
JXN
- 1D
- 1.52%
- 1M
- -2.30%
- YTD
- 0.22%
- 6M
- 8.90%
- 1Y
- 32.78%
- 3Y*
- 59.88%
- 5Y*
- —
- 10Y*
- —
TSM
- 1D
- 1.88%
- 1M
- 12.81%
- YTD
- 46.82%
- 6M
- 52.71%
- 1Y
- 122.48%
- 3Y*
- 68.00%
- 5Y*
- 32.24%
- 10Y*
- 36.48%
JXN vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JXN Jackson Financial Inc. | 0.22% | 26.93% | 76.45% | 57.22% | -11.54% | 34.86% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 46.82% | 55.91% | 92.58% | 42.33% | -36.75% | 0.70% |
Correlation
The correlation between JXN and TSM is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Sep 2, 2021 | 0.33 |
The correlation between JXN and TSM shifts across timeframes, from 0.17 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
Fundamentals
JXN:
-$7.23
TSM:
$373.98
JXN:
0.96
TSM:
0.56
JXN:
$5.86B
TSM:
$4.13T
JXN:
$5.39B
TSM:
$2.55T
JXN:
-$22.00M
TSM:
$3.14T
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Return for Risk
JXN vs. TSM — Risk / Return Rank
JXN
TSM
JXN vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jackson Financial Inc. (JXN) 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.
| JXN | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.49 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 6.79 | -4.77 |
| Martin ratioReturn relative to average drawdown | 4.68 | 24.45 | -19.77 |
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
| JXN | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 3.46 | -2.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.87 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.37 | +0.43 |
Drawdowns
JXN vs. TSM - Drawdown Comparison
The maximum JXN drawdown since its inception was -48.34%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for JXN and TSM.
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Drawdown Indicators
| JXN | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.34% | -89.08% | +40.74% |
Max Drawdown (1Y)Largest decline over 1 year | -16.31% | -18.14% | +1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -37.09% | -36.82% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | — | -56.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.47% | — |
Current DrawdownCurrent decline from peak | -12.54% | -0.40% | -12.14% |
Average DrawdownAverage peak-to-trough decline | -15.11% | -42.88% | +27.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.02% | 5.03% | +1.99% |
Volatility
JXN vs. TSM - Volatility Comparison
Jackson Financial Inc. (JXN) and Taiwan Semiconductor Manufacturing Company Limited (TSM) have volatilities of 10.96% and 11.49%, 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
| JXN | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.96% | 11.49% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 23.37% | 27.20% | -3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.86% | 35.62% | -3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.05% | 37.27% | +6.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.05% | 34.11% | +9.94% |
Dividends
JXN vs. TSM - Dividend Comparison
JXN's dividend yield for the trailing twelve months is around 3.11%, more than TSM's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JXN Jackson Financial Inc. | 3.11% | 3.00% | 3.22% | 4.84% | 6.32% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.75% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
Financials
JXN vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Jackson Financial 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
JXN vs. TSM - Profitability Comparison
JXN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Jackson Financial Inc. reported a gross profit of 0.00 and revenue of 2.90B. 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 Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 759.06B and revenue of 1.15T. Therefore, the gross margin over that period was 66.3%.
JXN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Jackson Financial Inc. reported an operating income of 0.00 and revenue of 2.90B, resulting in an operating margin of 0.0%.
TSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 664.08B and revenue of 1.15T, resulting in an operating margin of 58.0%.
JXN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Jackson Financial Inc. reported a net income of -435.00M and revenue of 2.90B, resulting in a net margin of -15.0%.
TSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 578.40B and revenue of 1.15T, resulting in a net margin of 50.5%.
Frequently Asked Questions
JXN and TSM have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSM has higher volatility (11.49%) compared to JXN (10.96%). In terms of maximum drawdown, JXN dropped -48.34% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (3.46 vs 1.04), 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.
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