ORCL vs. TSM
ORCL (Oracle Corporation) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. Both are in the Technology sector — ORCL in Software - Infrastructure, TSM in Semiconductors. Over the past 10 years, ORCL returned 17.88%/yr vs 37.08%/yr for TSM. At a 0.41 correlation, their price movements are largely independent.
Performance
ORCL vs. TSM - Performance Comparison
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Returns By Period
In the year-to-date period, ORCL achieves a -9.63% return, which is significantly lower than TSM's 54.69% return. Over the past 10 years, ORCL has underperformed TSM with an annualized return of 17.88%, while TSM has yielded a comparatively higher 37.08% annualized return.
ORCL
- 1D
- -5.00%
- 1M
- -8.86%
- YTD
- -9.63%
- 6M
- -11.21%
- 1Y
- -13.81%
- 3Y*
- 15.20%
- 5Y*
- 19.12%
- 10Y*
- 17.88%
TSM
- 1D
- 1.20%
- 1M
- 15.88%
- YTD
- 54.69%
- 6M
- 60.28%
- 1Y
- 125.65%
- 3Y*
- 68.53%
- 5Y*
- 34.31%
- 10Y*
- 37.08%
ORCL vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | -9.63% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 54.69% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
Correlation
The correlation between ORCL and TSM is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 9, 1997 | 0.41 |
Fundamentals
ORCL:
$510.33B
TSM:
$2.43T
ORCL:
$5.86
TSM:
NT$373.98
ORCL:
29.87
TSM:
39.52
ORCL:
1.22
TSM:
1.14
ORCL:
7.58
TSM:
18.58
ORCL:
11.85
TSM:
13.01
ORCL:
$67.36B
TSM:
NT$4.13T
ORCL:
$79.58B
TSM:
NT$2.55T
ORCL:
$6.20B
TSM:
NT$3.14T
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Return for Risk
ORCL vs. TSM — Risk / Return Rank
ORCL
TSM
ORCL vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ORCL | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.73 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.47 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 6.97 | -7.20 |
| Martin ratioReturn relative to average drawdown | -0.39 | 24.65 | -25.04 |
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Drawdowns
ORCL vs. TSM - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for ORCL and TSM.
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Drawdown Indicators
| ORCL | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -89.08% | +4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -18.14% | -40.11% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -36.82% | -21.43% |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | -56.47% | -1.78% |
Max Drawdown (10Y)Largest decline over 10 years | -58.25% | -56.47% | -1.78% |
Current DrawdownCurrent decline from peak | -46.26% | 0.00% | -46.26% |
Average DrawdownAverage peak-to-trough decline | -29.11% | -42.82% | +13.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.93% | 5.12% | +30.81% |
Volatility
ORCL vs. TSM - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 23.74% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 14.47%. This indicates that ORCL'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
| ORCL | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.74% | 14.47% | +9.27% |
Volatility (6M)Calculated over the trailing 6-month period | 41.85% | 29.15% | +12.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.57% | 37.56% | +27.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.23% | 37.65% | +4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.21% | 34.35% | +0.86% |
Dividends
ORCL vs. TSM - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.14%, more than TSM's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | 1.14% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
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
ORCL vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Oracle 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
Frequently Asked Questions
ORCL and TSM have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (23.74%) compared to TSM (14.47%). In terms of maximum drawdown, ORCL dropped -84.19% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (3.37 vs -0.22), 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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