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PACB vs. TSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PACB vs. TSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Biosciences of California, Inc. (PACB) and Taiwan Semiconductor Manufacturing Company Limited (TSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PACB achieves a -29.41% return, which is significantly lower than TSM's 54.69% return. Over the past 10 years, PACB has underperformed TSM with an annualized return of -16.62%, while TSM has yielded a comparatively higher 37.08% annualized return.


PACB

1D
-5.71%
1M
8.20%
YTD
-29.41%
6M
-27.47%
1Y
3.94%
3Y*
-52.73%
5Y*
-46.94%
10Y*
-16.62%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PACB vs. TSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PACB
Pacific Biosciences of California, Inc.
-29.41%2.19%-81.35%19.93%-60.02%-21.13%404.67%-30.54%180.30%-30.53%
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 PACB and TSM is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2010

0.26

Fundamentals

Market Cap

PACB:

$403.68M

TSM:

$2.43T

EPS

PACB:

-$0.43

TSM:

NT$373.98

PS Ratio

PACB:

2.49

TSM:

18.58

PB Ratio

PACB:

3.85

TSM:

13.01

Total Revenue (TTM)

PACB:

$160.03M

TSM:

NT$4.13T

Gross Profit (TTM)

PACB:

$59.34M

TSM:

NT$2.55T

EBITDA (TTM)

PACB:

-$146.34M

TSM:

NT$3.14T

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Return for Risk

PACB vs. TSM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PACB
PACB Risk / Return Rank: 4545
Overall Rank
PACB Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PACB Sortino Ratio Rank: 4949
Sortino Ratio Rank
PACB Omega Ratio Rank: 4646
Omega Ratio Rank
PACB Calmar Ratio Rank: 4343
Calmar Ratio Rank
PACB Martin Ratio Rank: 4343
Martin Ratio Rank

TSM
TSM Risk / Return Rank: 9595
Overall Rank
TSM Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TSM Sortino Ratio Rank: 9595
Sortino Ratio Rank
TSM Omega Ratio Rank: 9393
Omega Ratio Rank
TSM Calmar Ratio Rank: 9595
Calmar Ratio Rank
TSM Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PACB vs. TSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Biosciences of California, Inc. (PACB) 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.


PACBTSMDifference
Sharpe ratioReturn per unit of total volatility

-3.33

Sortino ratioReturn per unit of downside risk

-3.12

Omega ratioGain probability vs. loss probability

1.08

1.47

-0.39

Calmar ratioReturn relative to maximum drawdown

0.07

6.97

-6.90

Martin ratioReturn relative to average drawdown

0.13

24.65

-24.53

PACB vs. TSM - Sharpe Ratio Comparison

The current PACB Sharpe Ratio is 0.05, which is lower than the TSM Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of PACB and TSM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PACB vs. TSM - Drawdown Comparison

The maximum PACB drawdown since its inception was -98.22%, which is greater than TSM's maximum drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for PACB and TSM.


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Drawdown Indicators


PACBTSMDifference

Max Drawdown

Largest peak-to-trough decline

-98.22%

-89.08%

-9.14%

Max Drawdown (1Y)

Largest decline over 1 year

-58.05%

-18.14%

-39.91%

Max Drawdown (3Y)

Largest decline over 3 years

-93.47%

-36.82%

-56.65%

Max Drawdown (5Y)

Largest decline over 5 years

-97.47%

-56.47%

-41.00%

Max Drawdown (10Y)

Largest decline over 10 years

-98.22%

-56.47%

-41.75%

Current Drawdown

Current decline from peak

-97.42%

0.00%

-97.42%

Average Drawdown

Average peak-to-trough decline

-70.56%

-42.82%

-27.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.43%

5.12%

+26.31%

Volatility

PACB vs. TSM - Volatility Comparison

Pacific Biosciences of California, Inc. (PACB) has a higher volatility of 22.70% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 14.47%. This indicates that PACB'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


PACBTSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.70%

14.47%

+8.23%

Volatility (6M)

Calculated over the trailing 6-month period

56.28%

29.15%

+27.13%

Volatility (1Y)

Calculated over the trailing 1-year period

87.66%

37.56%

+50.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.45%

37.65%

+56.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

84.72%

34.35%

+50.37%

Dividends

PACB vs. TSM - Dividend Comparison

PACB has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.75%.


PositionTTM20252024202320222021202020192018201720162015
PACB
Pacific Biosciences of California, 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
0.75%1.00%1.18%1.78%2.49%1.57%1.56%3.46%3.64%2.32%2.61%2.54%

Financials

PACB vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between Pacific Biosciences of California, 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


0.00200.00B400.00B600.00B800.00B1.00T1.20T20222023202420252026
37.18M
1.15T
(PACB) Total Revenue
(TSM) Total Revenue
Please note, different currencies. PACB values in USD, TSM values in TWD

Frequently Asked Questions


PACB and TSM have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PACB has higher volatility (22.70%) compared to TSM (14.47%). In terms of maximum drawdown, PACB dropped -98.22% vs TSM's -89.08%.

TSM currently has the higher Sharpe Ratio (3.37 vs 0.05), 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.

Portfolio Optimizer

Find the right allocation for PACB and TSM

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