SQM vs. TSM
Compare and contrast key facts about Sociedad Química y Minera de Chile S.A. (SQM) and Taiwan Semiconductor Manufacturing Company Limited (TSM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SQM or TSM.
Performance
SQM vs. TSM - Performance Comparison
Returns By Period
In the year-to-date period, SQM achieves a -36.37% return, which is significantly lower than TSM's 80.81% return. Over the past 10 years, SQM has underperformed TSM with an annualized return of 9.03%, while TSM has yielded a comparatively higher 27.03% annualized return.
SQM
-36.37%
-2.63%
-20.29%
-18.30%
14.82%
9.03%
TSM
80.81%
-0.78%
23.47%
91.71%
31.07%
27.03%
Fundamentals
| SQM | TSM | |
|---|---|---|
| Market Cap | $10.33B | $994.53B |
| EPS | $0.09 | $5.58 |
| PE Ratio | 411.44 | 34.37 |
| PEG Ratio | 0.67 | 1.23 |
| Total Revenue (TTM) | $3.69B | $2.65T |
| Gross Profit (TTM) | $1.15B | $1.44T |
| EBITDA (TTM) | $1.23B | $1.63T |
Key characteristics
| SQM | TSM | |
|---|---|---|
| Sharpe Ratio | -0.52 | 2.32 |
| Sortino Ratio | -0.53 | 3.01 |
| Omega Ratio | 0.94 | 1.37 |
| Calmar Ratio | -0.38 | 3.17 |
| Martin Ratio | -0.85 | 12.92 |
| Ulcer Index | 29.25% | 7.06% |
| Daily Std Dev | 47.65% | 39.29% |
| Max Drawdown | -77.80% | -84.63% |
| Current Drawdown | -61.50% | -9.63% |
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Correlation
The correlation between SQM and TSM is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
SQM vs. TSM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sociedad Química y Minera de Chile S.A. (SQM) 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.
Dividends
SQM vs. TSM - Dividend Comparison
SQM's dividend yield for the trailing twelve months is around 1.88%, more than TSM's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SQM Sociedad Química y Minera de Chile S.A. | 1.88% | 8.51% | 9.79% | 3.90% | 1.65% | 4.59% | 5.41% | 2.39% | 5.31% | 2.41% | 5.83% | 3.96% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
Drawdowns
SQM vs. TSM - Drawdown Comparison
The maximum SQM drawdown since its inception was -77.80%, smaller than the maximum TSM drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for SQM and TSM. For additional features, visit the drawdowns tool.
Volatility
SQM vs. TSM - Volatility Comparison
Sociedad Química y Minera de Chile S.A. (SQM) has a higher volatility of 12.36% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 9.81%. This indicates that SQM'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.
Financials
SQM vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Sociedad Química y Minera de Chile S.A. 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