SII vs. TSM
SII (Sprott Inc) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. SII operates in Asset Management (Financial Services), while TSM operates in Semiconductors (Technology). Over the past 5 years, SII returned 25.04%/yr vs 31.30%/yr for TSM. At a 0.29 correlation, their price movements are largely independent.
Performance
SII vs. TSM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SII achieves a 22.00% return, which is significantly lower than TSM's 40.22% return.
SII
- 1D
- 2.63%
- 1M
- -7.65%
- YTD
- 22.00%
- 6M
- 27.36%
- 1Y
- 90.72%
- 3Y*
- 56.34%
- 5Y*
- 25.04%
- 10Y*
- —
TSM
- 1D
- 0.68%
- 1M
- 5.09%
- YTD
- 40.22%
- 6M
- 45.91%
- 1Y
- 103.01%
- 3Y*
- 60.80%
- 5Y*
- 31.30%
- 10Y*
- 35.80%
SII vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SII Sprott Inc | 22.00% | 137.17% | 27.39% | 5.00% | -24.09% | 59.43% | -19.45% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 40.22% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 95.39% |
Correlation
The correlation between SII and TSM is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2020 | 0.29 |
Fundamentals
SII:
$2.20B
TSM:
$2.20T
SII:
$3.53
TSM:
NT$373.98
SII:
33.69
TSM:
35.89
SII:
0.90
TSM:
1.03
SII:
7.55
TSM:
16.87
SII:
5.78
TSM:
11.82
SII:
$377.77M
TSM:
NT$4.13T
SII:
$278.09M
TSM:
NT$2.55T
SII:
$120.39M
TSM:
NT$3.14T
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SII vs. TSM — Risk / Return Rank
SII
TSM
SII vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Inc (SII) 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.
| SII | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.40 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 5.48 | -2.65 |
| Martin ratioReturn relative to average drawdown | 7.83 | 19.42 | -11.60 |
Loading charts...
Drawdowns
SII vs. TSM - Drawdown Comparison
The maximum SII drawdown since its inception was -47.81%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for SII and TSM.
Loading charts...
Drawdown Indicators
| SII | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.81% | -89.08% | +41.27% |
Max Drawdown (1Y)Largest decline over 1 year | -32.00% | -18.14% | -13.86% |
Max Drawdown (3Y)Largest decline over 3 years | -32.00% | -36.82% | +4.82% |
Max Drawdown (5Y)Largest decline over 5 years | -47.81% | -56.47% | +8.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.47% | — |
Current DrawdownCurrent decline from peak | -28.38% | -4.87% | -23.51% |
Average DrawdownAverage peak-to-trough decline | -21.08% | -42.85% | +21.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.57% | 5.11% | +6.46% |
Volatility
SII vs. TSM - Volatility Comparison
Sprott Inc (SII) and Taiwan Semiconductor Manufacturing Company Limited (TSM) have volatilities of 12.83% and 13.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SII | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.83% | 13.42% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 40.12% | 28.65% | +11.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.77% | 36.69% | +10.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.64% | 37.46% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.67% | 34.23% | +3.44% |
Dividends
SII vs. TSM - Dividend Comparison
SII's dividend yield for the trailing twelve months is around 1.26%, more than TSM's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SII Sprott Inc | 1.26% | 1.33% | 2.49% | 2.95% | 3.00% | 2.22% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
SII vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Sprott 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
SII vs. TSM - Profitability Comparison
SII - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sprott Inc reported a gross profit of 131.24M and revenue of 143.35M. Therefore, the gross margin over that period was 91.6%.
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%.
SII - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sprott Inc reported an operating income of 41.26M and revenue of 143.35M, resulting in an operating margin of 28.8%.
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%.
SII - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sprott Inc reported a net income of 28.81M and revenue of 143.35M, resulting in a net margin of 20.1%.
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
SII and TSM have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSM has higher volatility (13.42%) compared to SII (12.83%). In terms of maximum drawdown, SII dropped -47.81% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (2.71 vs 1.94), 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.
Find the right allocation for SII and TSM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer