SN vs. TSM

Last updated Jun 13, 2026

SN (SharkNinja Inc.) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. SN operates in Furnishings, Fixtures & Appliances (Consumer Cyclical), while TSM operates in Semiconductors (Technology). Over the past year, SN returned 62.91% vs 103.01% for TSM. At a 0.33 correlation, their price movements are largely independent.

Performance

SN vs. TSM - Performance Comparison

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

Returns By Period

In the year-to-date period, SN achieves a 19.57% return, which is significantly lower than TSM's 40.22% return.

SN

• 1D: -1.32%
• 1M: 26.67%
• YTD: 19.57%
• 6M: 18.75%
• 1Y: 62.91%
• 3Y*: —
• 5Y*: —
• 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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SN vs. TSM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SN SharkNinja Inc.	19.57%	14.93%	90.27%	74.33%
TSM Taiwan Semiconductor Manufacturing Company Limited	40.22%	55.91%	92.58%	4.14%

Correlation

The correlation between SN and TSM is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jul 31, 2023	0.33

Fundamentals

Market Cap SN : $19.05B TSM : $2.20T
EPS SN : $4.96 TSM : NT$373.98
PE Ratio SN : 26.97 TSM : 35.89
PEG Ratio SN : 0.67 TSM : 1.03
PS Ratio SN : 3.67 TSM : 16.87
PB Ratio SN : 6.89 TSM : 11.82
Total Revenue (TTM) SN : $5.18B TSM : NT$4.13T
Gross Profit (TTM) SN : $3.22B TSM : NT$2.55T
EBITDA (TTM) SN : $1.06B TSM : NT$3.14T

Return for Risk

SN vs. TSM — Risk / Return Rank

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

SN

SN Risk / Return Rank: 74
SN Sharpe Ratio Rank: 79
SN Sortino Ratio Rank: 76
SN Omega Ratio Rank: 72
SN Calmar Ratio Rank: 74
SN Martin Ratio Rank: 72

TSM

TSM Risk / Return Rank: 93
TSM Sharpe Ratio Rank: 94
TSM Sortino Ratio Rank: 92
TSM Omega Ratio Rank: 90
TSM Calmar Ratio Rank: 94
TSM Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SN vs. TSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SharkNinja Inc. (SN) 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.

	SN	TSM	Difference
Sharpe ratio: Return per unit of total volatility	1.24	2.71	-1.47
Sortino ratio: Return per unit of downside risk	1.92	3.30	-1.39
Omega ratio: Gain probability vs. loss probability	1.22	1.40	-0.18
Calmar ratio: Return relative to maximum drawdown	1.73	5.48	-3.75
Martin ratio: Return relative to average drawdown	3.85	19.42	-15.58

SN vs. TSM - Sharpe Ratio Comparison

The current SN Sharpe Ratio is 1.24, which is lower than the TSM Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of SN and TSM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SN vs. TSM - Drawdown Comparison

The maximum SN drawdown since its inception was -42.64%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for SN and TSM.

Drawdown Indicators

	SN	TSM	Difference
Max Drawdown Largest peak-to-trough decline	-42.64%	-89.08%	+46.44%
Max Drawdown (1Y) Largest decline over 1 year	-30.23%	-18.14%	-12.09%
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 Drawdown Current decline from peak	-1.32%	-4.87%	+3.55%
Average Drawdown Average peak-to-trough decline	-9.32%	-42.85%	+33.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.61%	5.11%	+8.50%

Volatility

SN vs. TSM - Volatility Comparison

SharkNinja Inc. (SN) and Taiwan Semiconductor Manufacturing Company Limited (TSM) have volatilities of 13.91% 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.

Volatility by Period

	SN	TSM	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.91%	13.42%	+0.49%
Volatility (6M) Calculated over the trailing 6-month period	31.21%	28.65%	+2.56%
Volatility (1Y) Calculated over the trailing 1-year period	42.33%	36.69%	+5.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.51%	37.46%	+17.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.51%	34.23%	+20.28%

Dividends

SN vs. TSM - Dividend Comparison

SN has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.83%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SN SharkNinja Inc.	0.00%	0.00%	0.00%	2.11%	0.00%	0.00%	0.00%	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

Frequently Asked Questions

Can I hold both SN and TSM in my portfolio?

SN and TSM have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SN or TSM?

SN has higher volatility (13.91%) compared to TSM (13.42%). In terms of maximum drawdown, SN dropped -42.64% vs TSM's -89.08%.

Which has better risk-adjusted returns?

TSM currently has the higher Sharpe Ratio (2.71 vs 1.24), 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.