QABSY vs. TSM
Compare and contrast key facts about Qantas Airways Ltd ADR (QABSY) 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: QABSY or TSM.
Key characteristics
| QABSY | TSM | |
|---|---|---|
| YTD Return | 11.94% | 46.69% |
| 1Y Return | -3.85% | 80.65% |
| 3Y Return (Ann) | 5.08% | 12.69% |
| 5Y Return (Ann) | 2.15% | 33.21% |
| Sharpe Ratio | -0.03 | 2.55 |
| Daily Std Dev | 28.93% | 33.53% |
| Max Drawdown | -73.09% | -84.63% |
| Current Drawdown | -18.83% | 0.00% |
Fundamentals
| QABSY | TSM | |
|---|---|---|
| Market Cap | $6.73B | $774.21B |
| EPS | $3.02 | $5.18 |
| PE Ratio | 6.77 | 28.81 |
| PEG Ratio | 0.00 | 1.63 |
| Revenue (TTM) | $21.03B | $2.25T |
| Gross Profit (TTM) | $7.00B | $1.35T |
| EBITDA (TTM) | $3.84B | $1.51T |
Correlation
The correlation between QABSY and TSM is 0.16, 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.
Performance
QABSY vs. TSM - Performance Comparison
In the year-to-date period, QABSY achieves a 11.94% return, which is significantly lower than TSM's 46.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
QABSY vs. TSM - Risk-Adjusted Performance 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.
Dividends
QABSY vs. TSM - Dividend Comparison
QABSY has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 1.30%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QABSY Qantas Airways Ltd ADR | 0.00% | 0.00% | 0.00% | 0.00% | 2.28% | 3.44% | 3.03% | 2.74% | 2.20% | 5.99% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.30% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
Drawdowns
QABSY vs. TSM - Drawdown Comparison
The maximum QABSY drawdown since its inception was -73.09%, smaller than the maximum TSM drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for QABSY and TSM. For additional features, visit the drawdowns tool.
Volatility
QABSY vs. TSM - Volatility Comparison
The current volatility for Qantas Airways Ltd ADR (QABSY) is 9.28%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 11.03%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities