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SKYT vs. TSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SKYT and TSM is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

SKYT vs. TSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SkyWater Technology, Inc. (SKYT) and Taiwan Semiconductor Manufacturing Company Limited (TSM). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-62.85%
38.69%
SKYT
TSM

Key characteristics

Sharpe Ratio

SKYT:

-0.27

TSM:

0.22

Sortino Ratio

SKYT:

0.29

TSM:

0.63

Omega Ratio

SKYT:

1.04

TSM:

1.08

Calmar Ratio

SKYT:

-0.33

TSM:

0.27

Martin Ratio

SKYT:

-0.95

TSM:

0.83

Ulcer Index

SKYT:

29.45%

TSM:

12.19%

Daily Std Dev

SKYT:

102.90%

TSM:

46.27%

Max Drawdown

SKYT:

-86.72%

TSM:

-84.63%

Current Drawdown

SKYT:

-80.82%

TSM:

-32.18%

Fundamentals

Market Cap

SKYT:

$327.12M

TSM:

$787.01B

EPS

SKYT:

-$0.14

TSM:

$7.66

PS Ratio

SKYT:

0.96

TSM:

0.27

PB Ratio

SKYT:

5.49

TSM:

6.03

Total Revenue (TTM)

SKYT:

$262.63M

TSM:

$2.30T

Gross Profit (TTM)

SKYT:

$56.65M

TSM:

$1.31T

EBITDA (TTM)

SKYT:

$12.83M

TSM:

$1.63T

Returns By Period

In the year-to-date period, SKYT achieves a -52.25% return, which is significantly lower than TSM's -22.87% return.


SKYT

YTD

-52.25%

1M

-19.44%

6M

-32.89%

1Y

-23.64%

5Y*

N/A

10Y*

N/A

TSM

YTD

-22.87%

1M

-12.67%

6M

-23.89%

1Y

16.32%

5Y*

25.43%

10Y*

23.86%

*Annualized

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Risk-Adjusted Performance

SKYT vs. TSM — Risk-Adjusted Performance Rank

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

SKYT
The Risk-Adjusted Performance Rank of SKYT is 4040
Overall Rank
The Sharpe Ratio Rank of SKYT is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of SKYT is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SKYT is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SKYT is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SKYT is 3333
Martin Ratio Rank

TSM
The Risk-Adjusted Performance Rank of TSM is 6161
Overall Rank
The Sharpe Ratio Rank of TSM is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of TSM is 5757
Sortino Ratio Rank
The Omega Ratio Rank of TSM is 5656
Omega Ratio Rank
The Calmar Ratio Rank of TSM is 6767
Calmar Ratio Rank
The Martin Ratio Rank of TSM is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SKYT vs. TSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SkyWater Technology, Inc. (SKYT) 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.


Sharpe ratio
The chart of Sharpe ratio for SKYT, currently valued at -0.27, compared to the broader market-2.00-1.000.001.002.003.00
SKYT: -0.27
TSM: 0.22
The chart of Sortino ratio for SKYT, currently valued at 0.29, compared to the broader market-6.00-4.00-2.000.002.004.00
SKYT: 0.29
TSM: 0.63
The chart of Omega ratio for SKYT, currently valued at 1.04, compared to the broader market0.501.001.502.00
SKYT: 1.04
TSM: 1.08
The chart of Calmar ratio for SKYT, currently valued at -0.33, compared to the broader market0.001.002.003.004.00
SKYT: -0.33
TSM: 0.27
The chart of Martin ratio for SKYT, currently valued at -0.95, compared to the broader market-5.000.005.0010.0015.0020.00
SKYT: -0.95
TSM: 0.83

The current SKYT Sharpe Ratio is -0.27, which is lower than the TSM Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SKYT 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.27
0.22
SKYT
TSM

Dividends

SKYT vs. TSM - Dividend Comparison

SKYT has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 1.61%.


TTM20242023202220212020201920182017201620152014
SKYT
SkyWater Technology, Inc.
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
1.61%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%

Drawdowns

SKYT vs. TSM - Drawdown Comparison

The maximum SKYT drawdown since its inception was -86.72%, roughly equal to the maximum TSM drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for SKYT and TSM. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-80.82%
-32.18%
SKYT
TSM

Volatility

SKYT vs. TSM - Volatility Comparison

SkyWater Technology, Inc. (SKYT) has a higher volatility of 28.00% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 19.10%. This indicates that SKYT'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.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
28.00%
19.10%
SKYT
TSM

Financials

SKYT vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between SkyWater Technology, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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