LITE vs. TSM
Compare and contrast key facts about Lumentum Holdings Inc. (LITE) and Taiwan Semiconductor Manufacturing Company Limited (TSM).
Performance
LITE vs. TSM - Performance Comparison
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LITE vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LITE Lumentum Holdings Inc. | 90.66% | 339.06% | 60.15% | 0.48% | -50.68% | 11.57% | 19.55% | 88.76% | -14.09% | 26.52% |
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
LITE:
$58.40B
TSM:
$1.75T
LITE:
$3.23
TSM:
$332.18
LITE:
217.31
TSM:
1.02
LITE:
25.97
TSM:
0.46
LITE:
68.98
TSM:
0.32
LITE:
$2.11B
TSM:
$3.82T
LITE:
$704.00M
TSM:
$2.29T
LITE:
$171.40M
TSM:
$2.90T
Returns By Period
In the year-to-date period, LITE achieves a 90.66% return, which is significantly higher than TSM's 11.52% return. Over the past 10 years, LITE has outperformed TSM with an annualized return of 38.75%, while TSM has yielded a comparatively lower 32.45% annualized return.
LITE
- 1D
- 7.33%
- 1M
- 0.26%
- YTD
- 90.66%
- 6M
- 331.91%
- 1Y
- 1,027.30%
- 3Y*
- 135.20%
- 5Y*
- 49.99%
- 10Y*
- 38.75%
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
LITE vs. TSM — Risk / Return Rank
LITE
TSM
LITE vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lumentum Holdings Inc. (LITE) 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.
| LITE | TSM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 12.35 | 2.76 | +9.59 |
Sortino ratioReturn per unit of downside risk | 5.48 | 3.33 | +2.15 |
Omega ratioGain probability vs. loss probability | 1.80 | 1.42 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 35.64 | 5.90 | +29.74 |
Martin ratioReturn relative to average drawdown | 122.01 | 20.02 | +101.98 |
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
| LITE | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 12.35 | 2.76 | +9.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.66 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.96 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.35 | +0.37 |
Correlation
The correlation between LITE and TSM is 0.44, 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.
Dividends
LITE vs. TSM - Dividend Comparison
LITE has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.98%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LITE Lumentum Holdings Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
LITE vs. TSM - Drawdown Comparison
The maximum LITE drawdown since its inception was -66.89%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for LITE and TSM.
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Drawdown Indicators
| LITE | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.89% | -89.08% | +22.19% |
Max Drawdown (1Y)Largest decline over 1 year | -28.70% | -18.14% | -10.56% |
Max Drawdown (5Y)Largest decline over 5 years | -66.48% | -56.47% | -10.01% |
Max Drawdown (10Y)Largest decline over 10 years | -66.89% | -56.47% | -10.42% |
Current DrawdownCurrent decline from peak | -12.37% | -12.59% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -23.45% | -43.13% | +19.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.38% | 5.34% | +3.04% |
Volatility
LITE vs. TSM - Volatility Comparison
Lumentum Holdings Inc. (LITE) has a higher volatility of 36.84% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 14.44%. This indicates that LITE'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.
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Volatility by Period
| LITE | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.84% | 14.44% | +22.40% |
Volatility (6M)Calculated over the trailing 6-month period | 70.39% | 27.19% | +43.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 84.05% | 38.60% | +45.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.67% | 36.99% | +20.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.23% | 33.85% | +21.38% |
Financials
LITE vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Lumentum Holdings 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
LITE vs. TSM - Profitability Comparison
LITE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Lumentum Holdings Inc. reported a gross profit of 240.10M and revenue of 665.50M. Therefore, the gross margin over that period was 36.1%.
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%.
LITE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Lumentum Holdings Inc. reported an operating income of 64.30M and revenue of 665.50M, resulting in an operating margin of 9.7%.
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%.
LITE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Lumentum Holdings Inc. reported a net income of 78.20M and revenue of 665.50M, resulting in a net margin of 11.8%.
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%.