PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JXN vs. TSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


JXNTSM
YTD Return49.96%50.19%
1Y Return183.74%84.49%
Sharpe Ratio5.112.54
Daily Std Dev34.49%33.51%
Max Drawdown-48.34%-84.63%
Current Drawdown-3.53%0.00%

Fundamentals


JXNTSM
Market Cap$5.77B$774.21B
EPS$38.81$5.18
PE Ratio1.9528.81
Revenue (TTM)$3.60B$2.25T
Gross Profit (TTM)$9.66B$1.35T

Correlation

-0.50.00.51.00.4

The correlation between JXN 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.

Performance

JXN vs. TSM - Performance Comparison

The year-to-date returns for both investments are quite close, with JXN having a 49.96% return and TSM slightly higher at 50.19%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
181.26%
36.15%
JXN
TSM

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Jackson Financial Inc.

Taiwan Semiconductor Manufacturing Company Limited

Risk-Adjusted Performance

JXN vs. TSM - Risk-Adjusted Performance 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
Sharpe ratio
The chart of Sharpe ratio for JXN, currently valued at 5.11, compared to the broader market-2.00-1.000.001.002.003.004.005.11
Sortino ratio
The chart of Sortino ratio for JXN, currently valued at 6.46, compared to the broader market-4.00-2.000.002.004.006.006.46
Omega ratio
The chart of Omega ratio for JXN, currently valued at 1.76, compared to the broader market0.501.001.502.001.76
Calmar ratio
The chart of Calmar ratio for JXN, currently valued at 4.24, compared to the broader market0.002.004.006.004.24
Martin ratio
The chart of Martin ratio for JXN, currently valued at 48.85, compared to the broader market-10.000.0010.0020.0030.0048.85
TSM
Sharpe ratio
The chart of Sharpe ratio for TSM, currently valued at 2.54, compared to the broader market-2.00-1.000.001.002.003.004.002.54
Sortino ratio
The chart of Sortino ratio for TSM, currently valued at 3.64, compared to the broader market-4.00-2.000.002.004.006.003.64
Omega ratio
The chart of Omega ratio for TSM, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for TSM, currently valued at 2.24, compared to the broader market0.002.004.006.002.24
Martin ratio
The chart of Martin ratio for TSM, currently valued at 9.20, compared to the broader market-10.000.0010.0020.0030.009.20

JXN vs. TSM - Sharpe Ratio Comparison

The current JXN Sharpe Ratio is 5.11, which is higher than the TSM Sharpe Ratio of 2.54. The chart below compares the 12-month rolling Sharpe Ratio of JXN and TSM.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00December2024FebruaryMarchAprilMay
5.11
2.54
JXN
TSM

Dividends

JXN vs. TSM - Dividend Comparison

JXN's dividend yield for the trailing twelve months is around 3.37%, more than TSM's 1.27% yield.


TTM20232022202120202019201820172016201520142013
JXN
Jackson Financial Inc.
3.37%4.84%6.32%1.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.27%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%

Drawdowns

JXN vs. TSM - Drawdown Comparison

The maximum JXN drawdown since its inception was -48.34%, smaller than the maximum TSM drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for JXN and TSM. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-3.53%
0
JXN
TSM

Volatility

JXN vs. TSM - Volatility Comparison

The current volatility for Jackson Financial Inc. (JXN) is 10.01%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 11.18%. This indicates that JXN 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2024FebruaryMarchAprilMay
10.01%
11.18%
JXN
TSM

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.


Quarterly
Annual

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



Values in USD except per share items