NVDA vs. TSM
Compare and contrast key facts about NVIDIA Corporation (NVDA) and Taiwan Semiconductor Manufacturing Company Limited (TSM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVDA or TSM.
Performance
NVDA vs. TSM - Performance Comparison
Returns By Period
In the year-to-date period, NVDA achieves a 194.66% return, which is significantly higher than TSM's 83.09% return. Over the past 10 years, NVDA has outperformed TSM with an annualized return of 76.92%, while TSM has yielded a comparatively lower 26.62% annualized return.
NVDA
194.66%
1.52%
53.68%
192.20%
94.87%
76.92%
TSM
83.09%
-6.73%
21.45%
94.39%
31.71%
26.62%
Fundamentals
| NVDA | TSM | |
|---|---|---|
| Market Cap | $3.64T | $994.53B |
| EPS | $2.18 | $5.58 |
| PE Ratio | 68.02 | 34.37 |
| PEG Ratio | 1.14 | 1.23 |
| Total Revenue (TTM) | $78.19B | $2.65T |
| Gross Profit (TTM) | $59.77B | $1.44T |
| EBITDA (TTM) | $52.02B | $1.63T |
Key characteristics
| NVDA | TSM | |
|---|---|---|
| Sharpe Ratio | 3.64 | 2.33 |
| Sortino Ratio | 3.76 | 3.01 |
| Omega Ratio | 1.48 | 1.37 |
| Calmar Ratio | 7.01 | 3.18 |
| Martin Ratio | 22.18 | 12.85 |
| Ulcer Index | 8.54% | 7.11% |
| Daily Std Dev | 52.03% | 39.30% |
| Max Drawdown | -89.73% | -84.63% |
| Current Drawdown | -2.01% | -8.49% |
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Correlation
The correlation between NVDA and TSM is 0.51, 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.
Risk-Adjusted Performance
NVDA vs. TSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVDA) 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.
Dividends
NVDA vs. TSM - Dividend Comparison
NVDA's dividend yield for the trailing twelve months is around 0.02%, less than TSM's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.17% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
Drawdowns
NVDA vs. TSM - Drawdown Comparison
The maximum NVDA drawdown since its inception was -89.73%, which is greater than TSM's maximum drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for NVDA and TSM. For additional features, visit the drawdowns tool.
Volatility
NVDA vs. TSM - Volatility Comparison
NVIDIA Corporation (NVDA) has a higher volatility of 10.92% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 9.62%. This indicates that NVDA'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.
Financials
NVDA vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between NVIDIA Corporation 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