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

Performance

POWI vs. TSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Power Integrations, Inc. (POWI) 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, POWI achieves a 122.07% return, which is significantly higher than TSM's 40.22% return. Over the past 10 years, POWI has underperformed TSM with an annualized return of 12.27%, while TSM has yielded a comparatively higher 35.80% annualized return.


POWI

1D
0.80%
1M
10.43%
YTD
122.07%
6M
116.41%
1Y
38.46%
3Y*
-4.35%
5Y*
0.58%
10Y*
12.27%

TSM

1D
0.68%
1M
6.28%
YTD
40.22%
6M
45.91%
1Y
98.93%
3Y*
60.80%
5Y*
31.30%
10Y*
35.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POWI vs. TSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POWI
Power Integrations, Inc.
122.07%-41.33%-23.97%15.56%-22.09%14.12%66.77%63.64%-16.32%9.26%
TSM
Taiwan Semiconductor Manufacturing Company Limited
40.22%55.91%92.58%42.33%-36.75%12.09%92.67%64.85%-3.50%41.46%

Correlation

The correlation between POWI 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

0.46

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

0.54

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

0.54

Correlation (All Time)
Calculated using the full available price history since Dec 12, 1997

0.46

The correlation between POWI and TSM shifts across timeframes, from 0.39 (1 year) to 0.54 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

POWI:

$4.38B

TSM:

$2.20T

EPS

POWI:

$0.30

TSM:

NT$373.98

PE Ratio

POWI:

264.07

TSM:

35.89

PS Ratio

POWI:

9.82

TSM:

16.87

PB Ratio

POWI:

6.52

TSM:

11.82

Total Revenue (TTM)

POWI:

$446.28M

TSM:

NT$4.13T

Gross Profit (TTM)

POWI:

$240.35M

TSM:

NT$2.55T

EBITDA (TTM)

POWI:

$30.43M

TSM:

NT$3.14T

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Return for Risk

POWI vs. TSM — Risk / Return Rank

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

POWI
POWI Risk / Return Rank: 6363
Overall Rank
POWI Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
POWI Sortino Ratio Rank: 6666
Sortino Ratio Rank
POWI Omega Ratio Rank: 6464
Omega Ratio Rank
POWI Calmar Ratio Rank: 6060
Calmar Ratio Rank
POWI Martin Ratio Rank: 5959
Martin Ratio Rank

TSM
TSM Risk / Return Rank: 9393
Overall Rank
TSM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
TSM Sortino Ratio Rank: 9292
Sortino Ratio Rank
TSM Omega Ratio Rank: 9090
Omega Ratio Rank
TSM Calmar Ratio Rank: 9494
Calmar Ratio Rank
TSM Martin Ratio Rank: 9696
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.

POWI vs. TSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Power Integrations, Inc. (POWI) 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.


POWITSMDifference
Sharpe ratioReturn per unit of total volatility

-2.03

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

1.17

1.40

-0.23

Calmar ratioReturn relative to maximum drawdown

0.81

5.48

-4.68

Martin ratioReturn relative to average drawdown

1.59

19.42

-17.83

POWI vs. TSM - Sharpe Ratio Comparison

The current POWI Sharpe Ratio is 0.68, which is lower than the TSM Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of POWI 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

POWI vs. TSM - Drawdown Comparison

The maximum POWI drawdown since its inception was -85.76%, roughly equal to the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for POWI and TSM.


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Drawdown Indicators


POWITSMDifference

Max Drawdown

Largest peak-to-trough decline

-85.76%

-89.08%

+3.32%

Max Drawdown (1Y)

Largest decline over 1 year

-47.83%

-18.14%

-29.69%

Max Drawdown (3Y)

Largest decline over 3 years

-67.82%

-36.82%

-31.00%

Max Drawdown (5Y)

Largest decline over 5 years

-70.68%

-56.47%

-14.21%

Max Drawdown (10Y)

Largest decline over 10 years

-70.68%

-56.47%

-14.21%

Current Drawdown

Current decline from peak

-24.68%

-4.87%

-19.81%

Average Drawdown

Average peak-to-trough decline

-38.64%

-42.85%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.20%

5.11%

+19.09%

Volatility

POWI vs. TSM - Volatility Comparison

Power Integrations, Inc. (POWI) has a higher volatility of 23.59% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 13.42%. This indicates that POWI'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


POWITSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.59%

13.42%

+10.17%

Volatility (6M)

Calculated over the trailing 6-month period

38.72%

28.65%

+10.07%

Volatility (1Y)

Calculated over the trailing 1-year period

56.89%

36.69%

+20.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.48%

37.46%

+7.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.64%

34.23%

+7.41%

Dividends

POWI vs. TSM - Dividend Comparison

POWI's dividend yield for the trailing twelve months is around 1.08%, more than TSM's 0.83% yield.


PositionTTM20252024202320222021202020192018201720162015
POWI
Power Integrations, Inc.
1.08%2.36%1.31%0.94%1.00%0.58%0.51%0.71%1.05%0.76%0.77%0.99%
TSM
Taiwan Semiconductor Manufacturing Company Limited
0.83%1.00%1.18%1.78%2.49%1.57%1.56%3.46%3.64%2.32%2.61%2.54%

Financials

POWI vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between Power Integrations, 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
108.31M
1.15T
(POWI) Total Revenue
(TSM) Total Revenue
Please note, different currencies. POWI values in USD, TSM values in TWD

POWI vs. TSM - Profitability Comparison

The chart below illustrates the profitability comparison between Power Integrations, Inc. and Taiwan Semiconductor Manufacturing Company Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%20222023202420252026
52.6%
66.3%
Portfolio components
POWI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Power Integrations, Inc. reported a gross profit of 56.94M and revenue of 108.31M. Therefore, the gross margin over that period was 52.6%.

TSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 759.06B and revenue of 1.15T. Therefore, the gross margin over that period was 66.3%.

POWI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Power Integrations, Inc. reported an operating income of 1.45M and revenue of 108.31M, resulting in an operating margin of 1.3%.

TSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 664.08B and revenue of 1.15T, resulting in an operating margin of 58.0%.

POWI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Power Integrations, Inc. reported a net income of 3.30M and revenue of 108.31M, resulting in a net margin of 3.1%.

TSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 578.40B and revenue of 1.15T, resulting in a net margin of 50.5%.


Frequently Asked Questions


POWI 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.

POWI has higher volatility (23.59%) compared to TSM (13.42%). In terms of maximum drawdown, POWI dropped -85.76% vs TSM's -89.08%.

TSM currently has the higher Sharpe Ratio (2.71 vs 0.68), 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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