SKHY vs. TSM
SKHY (SK hynix Inc ADR) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. Both operate in the Semiconductors industry within the Technology sector. At a 0.21 correlation, their price movements are largely independent.
Performance
SKHY vs. TSM - Performance Comparison
Loading charts...
Returns By Period
SKHY
- 1D
- -1.86%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
TSM
- 1D
- 0.99%
- 1M
- -12.94%
- 6M
- 18.10%
- YTD
- 33.07%
- 1Y
- 69.17%
- 3Y*
- 62.80%
- 5Y*
- 29.92%
- 10Y*
- 33.60%
- ALL TIME*
- 16.19%
SKHY vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SKHY SK hynix Inc ADR | -11.08% |
TSM Taiwan Semiconductor Manufacturing Company Limited | -7.93% |
Correlation
The correlation between SKHY and TSM is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 10, 2026 | 0.21 |
Fundamentals
SKHY:
$1.10T
TSM:
$2.09T
SKHY:
₩159.02K
TSM:
NT$432.27
SKHY:
1.41
TSM:
30.13
SKHY:
0.01
TSM:
0.84
SKHY:
0.80
TSM:
15.18
SKHY:
0.97
TSM:
10.50
SKHY:
₩132.08T
TSM:
NT$4.45T
SKHY:
₩90.27T
TSM:
NT$2.86T
SKHY:
₩107.93T
TSM:
NT$3.20T
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
SKHY vs. TSM — Risk / Return Rank
SKHY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TSM
SKHY vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SK hynix Inc ADR (SKHY) 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.
| SKHY | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.83 | — |
| Martin ratioReturn relative to average drawdown | — | 12.06 | — |
Loading charts...
Drawdowns
SKHY vs. TSM - Drawdown Comparison
The maximum SKHY drawdown since its inception was -22.05%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for SKHY and TSM.
Loading charts...
Drawdown Indicators
| SKHY | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.05% | -89.08% | +67.03% |
Max Drawdown (1Y)Largest decline over 1 year | — | -18.14% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -36.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -56.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.47% | — |
Current DrawdownCurrent decline from peak | -22.05% | -15.76% | -6.29% |
Average DrawdownAverage peak-to-trough decline | -12.09% | -42.73% | +30.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.76% | — |
Volatility
SKHY vs. TSM - Volatility Comparison
Loading charts...
Volatility by Period
| SKHY | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 16.57% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 31.69% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 214.90% | 39.45% | +175.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 214.90% | 38.06% | +176.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 214.90% | 34.60% | +180.30% |
Dividends
SKHY vs. TSM - Dividend Comparison
SKHY has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SKHY SK hynix Inc ADR | 0.00% | 0.00% | 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 | 0.88% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
Financials
SKHY vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between SK hynix Inc 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
SKHY vs. TSM - Profitability Comparison
SKHY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, SK hynix Inc ADR reported a gross profit of 41.68T and revenue of 52.58T. Therefore, the gross margin over that period was 79.3%.
TSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 860.31B and revenue of 1.27T. Therefore, the gross margin over that period was 67.7%.
SKHY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, SK hynix Inc ADR reported an operating income of 37.61T and revenue of 52.58T, resulting in an operating margin of 71.5%.
TSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 766.60B and revenue of 1.27T, resulting in an operating margin of 60.3%.
SKHY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, SK hynix Inc ADR reported a net income of 40.33T and revenue of 52.58T, resulting in a net margin of 76.7%.
TSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 706.56B and revenue of 1.27T, resulting in a net margin of 55.6%.
Frequently Asked Questions
SKHY and TSM have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SKHY 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