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

Performance

QABSY vs. TSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Qantas Airways Ltd ADR (QABSY) and Taiwan Semiconductor Manufacturing Company Limited (TSM). The values are adjusted to include any dividend payments, if applicable.

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QABSY vs. TSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QABSY
Qantas Airways Ltd ADR
-10.98%30.33%52.35%-10.24%10.44%-5.47%-20.48%24.46%8.04%74.16%
TSM
Taiwan Semiconductor Manufacturing Company Limited
12.69%55.91%92.58%42.33%-36.75%12.09%92.67%64.85%-3.50%41.46%

Fundamentals

Market Cap

QABSY:

$9.15B

TSM:

$1.77T

EPS

QABSY:

$9.49

TSM:

$332.18

PE Ratio

QABSY:

3.17

TSM:

1.03

PEG Ratio

QABSY:

0.14

TSM:

0.03

PS Ratio

QABSY:

0.20

TSM:

0.46

PB Ratio

QABSY:

6.81

TSM:

0.33

Total Revenue (TTM)

QABSY:

$46.96B

TSM:

$3.82T

Gross Profit (TTM)

QABSY:

$12.73B

TSM:

$2.29T

EBITDA (TTM)

QABSY:

$8.23B

TSM:

$2.90T

Returns By Period

In the year-to-date period, QABSY achieves a -10.98% return, which is significantly lower than TSM's 12.69% return. Over the past 10 years, QABSY has underperformed TSM with an annualized return of 9.21%, while TSM has yielded a comparatively higher 32.58% annualized return.


QABSY

1D
2.91%
1M
-10.67%
YTD
-10.98%
6M
-14.73%
1Y
11.71%
3Y*
13.04%
5Y*
10.90%
10Y*
9.21%

TSM

1D
1.05%
1M
-7.22%
YTD
12.69%
6M
19.02%
1Y
104.95%
3Y*
56.55%
5Y*
24.34%
10Y*
32.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

QABSY vs. TSM — Risk / Return Rank

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

QABSY
QABSY Risk / Return Rank: 4949
Overall Rank
QABSY Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
QABSY Sortino Ratio Rank: 4646
Sortino Ratio Rank
QABSY Omega Ratio Rank: 4747
Omega Ratio Rank
QABSY Calmar Ratio Rank: 4949
Calmar Ratio Rank
QABSY Martin Ratio Rank: 5050
Martin Ratio Rank

TSM
TSM Risk / Return Rank: 9494
Overall Rank
TSM Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TSM Sortino Ratio Rank: 9393
Sortino Ratio Rank
TSM Omega Ratio Rank: 9191
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.

QABSY vs. TSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Qantas Airways Ltd ADR (QABSY) 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.


QABSYTSMDifference

Sharpe ratio

Return per unit of total volatility

0.34

2.74

-2.40

Sortino ratio

Return per unit of downside risk

0.68

3.30

-2.63

Omega ratio

Gain probability vs. loss probability

1.10

1.42

-0.32

Calmar ratio

Return relative to maximum drawdown

0.36

5.96

-5.60

Martin ratio

Return relative to average drawdown

0.90

20.06

-19.17

QABSY vs. TSM - Sharpe Ratio Comparison

The current QABSY Sharpe Ratio is 0.34, which is lower than the TSM Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of QABSY and TSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QABSYTSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

2.74

-2.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.66

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.97

-0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.35

+0.01

Correlation

The correlation between QABSY and TSM is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QABSY vs. TSM - Dividend Comparison

QABSY's dividend yield for the trailing twelve months is around 5.19%, more than TSM's 0.97% yield.


TTM20252024202320222021202020192018201720162015
QABSY
Qantas Airways Ltd ADR
5.19%4.89%0.00%0.00%0.00%0.00%2.02%3.04%2.81%3.86%4.17%11.45%
TSM
Taiwan Semiconductor Manufacturing Company Limited
0.97%1.00%1.18%1.78%2.49%1.57%1.56%3.46%3.64%2.32%2.61%2.54%

Drawdowns

QABSY vs. TSM - Drawdown Comparison

The maximum QABSY drawdown since its inception was -73.16%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for QABSY and TSM.


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Drawdown Indicators


QABSYTSMDifference

Max Drawdown

Largest peak-to-trough decline

-73.16%

-89.08%

+15.92%

Max Drawdown (1Y)

Largest decline over 1 year

-26.01%

-18.14%

-7.87%

Max Drawdown (5Y)

Largest decline over 5 years

-35.72%

-56.47%

+20.75%

Max Drawdown (10Y)

Largest decline over 10 years

-73.16%

-56.47%

-16.69%

Current Drawdown

Current decline from peak

-21.02%

-11.68%

-9.34%

Average Drawdown

Average peak-to-trough decline

-17.82%

-43.13%

+25.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.52%

5.39%

+5.13%

Volatility

QABSY vs. TSM - Volatility Comparison

The current volatility for Qantas Airways Ltd ADR (QABSY) is 11.37%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 13.87%. This indicates that QABSY experiences smaller price fluctuations and is considered to be less risky 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


QABSYTSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.37%

13.87%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

21.60%

27.13%

-5.53%

Volatility (1Y)

Calculated over the trailing 1-year period

34.84%

38.60%

-3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.98%

36.91%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.37%

33.85%

+15.52%

Financials

QABSY vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between Qantas Airways Ltd ADR 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


0.00200.00B400.00B600.00B800.00B1.00T20212022202320242025
12.48B
1.06T
(QABSY) Total Revenue
(TSM) Total Revenue
Values in USD except per share items

QABSY vs. TSM - Profitability Comparison

The chart below illustrates the profitability comparison between Qantas Airways Ltd ADR 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

-60.0%-40.0%-20.0%0.0%20.0%40.0%60.0%20212022202320242025
22.2%
62.3%
Portfolio components
QABSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Qantas Airways Ltd ADR reported a gross profit of 2.77B and revenue of 12.48B. Therefore, the gross margin over that period was 22.2%.

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%.

QABSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Qantas Airways Ltd ADR reported an operating income of 1.24B and revenue of 12.48B, resulting in an operating margin of 9.9%.

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%.

QABSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Qantas Airways Ltd ADR reported a net income of 908.03M and revenue of 12.48B, resulting in a net margin of 7.3%.

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%.