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SQNS vs. TSM
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SQNS vs. TSM - Performance Comparison

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

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SQNS vs. TSM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SQNS
Sequans Communications S.A.
-41.87%-87.13%-50.67%-14.76%-29.96%-21.52%101.33%-3.85%-59.16%2.14%
TSM
Taiwan Semiconductor Manufacturing Company Limited
12.69%55.91%92.58%42.33%-36.75%12.09%92.67%64.85%-3.50%41.46%

Fundamentals

EPS

SQNS:

-$8.39

TSM:

$332.18

PS Ratio

SQNS:

1.25

TSM:

0.46

Total Revenue (TTM)

SQNS:

$27.44M

TSM:

$3.82T

Gross Profit (TTM)

SQNS:

$14.81M

TSM:

$2.29T

EBITDA (TTM)

SQNS:

-$90.03M

TSM:

$2.90T

Returns By Period

In the year-to-date period, SQNS achieves a -41.87% return, which is significantly lower than TSM's 12.69% return. Over the past 10 years, SQNS has underperformed TSM with an annualized return of -36.93%, while TSM has yielded a comparatively higher 32.58% annualized return.


SQNS

1D
3.16%
1M
-17.41%
YTD
-41.87%
6M
-73.31%
1Y
-87.51%
3Y*
-62.63%
5Y*
-56.03%
10Y*
-36.93%

TSM

1D
1.05%
1M
-7.22%
YTD
12.69%
6M
19.02%
1Y
104.95%
3Y*
56.55%
5Y*
24.34%
10Y*
32.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SQNS vs. TSM — Risk / Return Rank

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

SQNS
SQNS Risk / Return Rank: 99
Overall Rank
SQNS Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SQNS Sortino Ratio Rank: 44
Sortino Ratio Rank
SQNS Omega Ratio Rank: 66
Omega Ratio Rank
SQNS Calmar Ratio Rank: 66
Calmar Ratio Rank
SQNS Martin Ratio Rank: 1818
Martin Ratio Rank

TSM
TSM Risk / Return Rank: 9494
Overall Rank
TSM Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TSM Sortino Ratio Rank: 9393
Sortino Ratio Rank
TSM Omega Ratio Rank: 9191
Omega Ratio Rank
TSM Calmar Ratio Rank: 9595
Calmar Ratio Rank
TSM Martin Ratio Rank: 9797
Martin Ratio Rank
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.

SQNS vs. TSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sequans Communications S.A. (SQNS) 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.


SQNSTSMDifference

Sharpe ratio

Return per unit of total volatility

-0.64

2.74

-3.37

Sortino ratio

Return per unit of downside risk

-1.68

3.30

-4.98

Omega ratio

Gain probability vs. loss probability

0.81

1.42

-0.61

Calmar ratio

Return relative to maximum drawdown

-0.92

5.96

-6.88

Martin ratio

Return relative to average drawdown

-1.19

20.06

-21.25

SQNS vs. TSM - Sharpe Ratio Comparison

The current SQNS Sharpe Ratio is -0.64, which is lower than the TSM Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of SQNS 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.


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Sharpe Ratios by Period


SQNSTSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

2.74

-3.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.53

0.66

-1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.40

0.97

-1.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.36

0.35

-0.71

Correlation

The correlation between SQNS and TSM is 0.21, 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.


Dividends

SQNS vs. TSM - Dividend Comparison

SQNS has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.97%.


TTM20252024202320222021202020192018201720162015
SQNS
Sequans Communications S.A.
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
0.97%1.00%1.18%1.78%2.49%1.57%1.56%3.46%3.64%2.32%2.61%2.54%

Drawdowns

SQNS vs. TSM - Drawdown Comparison

The maximum SQNS drawdown since its inception was -99.87%, which is greater than TSM's maximum drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for SQNS and TSM.


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Drawdown Indicators


SQNSTSMDifference

Max Drawdown

Largest peak-to-trough decline

-99.87%

-89.08%

-10.79%

Max Drawdown (1Y)

Largest decline over 1 year

-95.49%

-18.14%

-77.35%

Max Drawdown (5Y)

Largest decline over 5 years

-98.48%

-56.47%

-42.01%

Max Drawdown (10Y)

Largest decline over 10 years

-99.48%

-56.47%

-43.01%

Current Drawdown

Current decline from peak

-99.86%

-11.68%

-88.18%

Average Drawdown

Average peak-to-trough decline

-90.77%

-43.13%

-47.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

73.73%

5.39%

+68.34%

Volatility

SQNS vs. TSM - Volatility Comparison

Sequans Communications S.A. (SQNS) has a higher volatility of 18.16% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 13.87%. This indicates that SQNS'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.


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Volatility by Period


SQNSTSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.16%

13.87%

+4.29%

Volatility (6M)

Calculated over the trailing 6-month period

60.53%

27.13%

+33.40%

Volatility (1Y)

Calculated over the trailing 1-year period

137.43%

38.60%

+98.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.09%

36.91%

+69.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.57%

33.85%

+57.72%

Financials

SQNS vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between Sequans Communications 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.


Quarterly
Annual

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


0.00200.00B400.00B600.00B800.00B1.00TAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
6.96M
1.06T
(SQNS) Total Revenue
(TSM) Total Revenue
Values in USD except per share items