RDVT vs. TSM
RDVT (Red Violet, Inc.) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. Both are in the Technology sector — RDVT in Software - Application, TSM in Semiconductors. Over the past 5 years, RDVT returned 19.97%/yr vs 31.67%/yr for TSM. At a 0.22 correlation, their price movements are largely independent.
Performance
RDVT vs. TSM - Performance Comparison
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Returns By Period
In the year-to-date period, RDVT achieves a -6.08% return, which is significantly lower than TSM's 40.84% return.
RDVT
- 1D
- 1.00%
- 1M
- 7.63%
- YTD
- -6.08%
- 6M
- -3.98%
- 1Y
- 17.20%
- 3Y*
- 36.51%
- 5Y*
- 19.97%
- 10Y*
- —
TSM
- 1D
- 2.80%
- 1M
- 3.67%
- YTD
- 40.84%
- 6M
- 42.15%
- 1Y
- 110.53%
- 3Y*
- 63.10%
- 5Y*
- 31.67%
- 10Y*
- 35.71%
RDVT vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RDVT Red Violet, Inc. | -6.08% | 58.63% | 81.27% | -13.25% | -42.00% | 52.01% | 41.06% | 174.63% | -85.47% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 40.84% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -13.58% |
Correlation
The correlation between RDVT and TSM is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2018 | 0.22 |
Fundamentals
RDVT:
$769.95M
TSM:
$2.21T
RDVT:
$0.97
TSM:
$373.98
RDVT:
54.97
TSM:
1.14
RDVT:
0.11
TSM:
0.03
RDVT:
8.24
TSM:
0.54
RDVT:
7.37
TSM:
0.38
RDVT:
$94.08M
TSM:
$4.13T
RDVT:
$79.25M
TSM:
$2.55T
RDVT:
$23.76M
TSM:
$3.14T
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Return for Risk
RDVT vs. TSM — Risk / Return Rank
RDVT
TSM
RDVT vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Red Violet, Inc. (RDVT) 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.
| RDVT | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.44 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 6.13 | -5.72 |
| Martin ratioReturn relative to average drawdown | 0.91 | 21.94 | -21.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RDVT | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 3.06 | -2.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.85 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.05 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.37 | -0.34 |
Drawdowns
RDVT vs. TSM - Drawdown Comparison
The maximum RDVT drawdown since its inception was -90.17%, roughly equal to the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for RDVT and TSM.
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Drawdown Indicators
| RDVT | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.17% | -89.08% | -1.09% |
Max Drawdown (1Y)Largest decline over 1 year | -42.11% | -18.14% | -23.97% |
Max Drawdown (3Y)Largest decline over 3 years | -42.11% | -36.82% | -5.29% |
Max Drawdown (5Y)Largest decline over 5 years | -63.73% | -56.47% | -7.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.47% | — |
Current DrawdownCurrent decline from peak | -9.98% | -4.45% | -5.53% |
Average DrawdownAverage peak-to-trough decline | -50.47% | -42.87% | -7.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.92% | 5.06% | +13.86% |
Volatility
RDVT vs. TSM - Volatility Comparison
Red Violet, Inc. (RDVT) has a higher volatility of 15.61% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 12.47%. This indicates that RDVT'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
| RDVT | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.61% | 12.47% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 37.64% | 28.23% | +9.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.14% | 36.40% | +9.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.36% | 37.40% | +11.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 68.31% | 34.20% | +34.11% |
Dividends
RDVT vs. TSM - Dividend Comparison
RDVT has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RDVT Red Violet, Inc. | 0.00% | 0.53% | 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 | 0.78% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
Financials
RDVT vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Red Violet, 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.
Total Revenue: Total amount of money received from sales and other business activities
RDVT vs. TSM - Profitability Comparison
RDVT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Red Violet, Inc. reported a gross profit of 22.01M and revenue of 25.83M. Therefore, the gross margin over that period was 85.2%.
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%.
RDVT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Red Violet, Inc. reported an operating income of 5.44M and revenue of 25.83M, resulting in an operating margin of 21.1%.
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%.
RDVT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Red Violet, Inc. reported a net income of 4.39M and revenue of 25.83M, resulting in a net margin of 17.0%.
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
RDVT and TSM have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RDVT has higher volatility (15.61%) compared to TSM (12.47%). In terms of maximum drawdown, RDVT dropped -90.17% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (3.06 vs 0.38), 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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