PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SQNS vs. TSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SQNS and TSM is 0.20, 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.


-0.50.00.51.00.2

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-15.80%
16.53%
SQNS
TSM

Key characteristics

Sharpe Ratio

SQNS:

-0.38

TSM:

1.42

Sortino Ratio

SQNS:

0.29

TSM:

1.97

Omega Ratio

SQNS:

1.04

TSM:

1.25

Calmar Ratio

SQNS:

-0.62

TSM:

2.68

Martin Ratio

SQNS:

-0.89

TSM:

7.79

Ulcer Index

SQNS:

68.66%

TSM:

7.76%

Daily Std Dev

SQNS:

162.07%

TSM:

42.51%

Max Drawdown

SQNS:

-99.54%

TSM:

-84.63%

Current Drawdown

SQNS:

-98.74%

TSM:

-11.74%

Fundamentals

Market Cap

SQNS:

$60.84M

TSM:

$1.03T

EPS

SQNS:

$2.27

TSM:

$6.90

PE Ratio

SQNS:

1.07

TSM:

28.73

PEG Ratio

SQNS:

-19.89

TSM:

1.34

Total Revenue (TTM)

SQNS:

$24.53M

TSM:

$2.89T

Gross Profit (TTM)

SQNS:

$13.41M

TSM:

$1.62T

EBITDA (TTM)

SQNS:

$77.00M

TSM:

$2.05T

Returns By Period

In the year-to-date period, SQNS achieves a -30.66% return, which is significantly lower than TSM's 0.38% return. Over the past 10 years, SQNS has underperformed TSM with an annualized return of -17.99%, while TSM has yielded a comparatively higher 26.27% annualized return.


SQNS

YTD

-30.66%

1M

-28.82%

6M

-15.83%

1Y

-62.20%

5Y*

-32.51%

10Y*

-17.99%

TSM

YTD

0.38%

1M

-11.18%

6M

16.53%

1Y

55.75%

5Y*

31.56%

10Y*

26.27%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SQNS vs. TSM — Risk-Adjusted Performance Rank

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

SQNS
The Risk-Adjusted Performance Rank of SQNS is 2929
Overall Rank
The Sharpe Ratio Rank of SQNS is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SQNS is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SQNS is 4141
Omega Ratio Rank
The Calmar Ratio Rank of SQNS is 1212
Calmar Ratio Rank
The Martin Ratio Rank of SQNS is 2626
Martin Ratio Rank

TSM
The Risk-Adjusted Performance Rank of TSM is 8585
Overall Rank
The Sharpe Ratio Rank of TSM is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of TSM is 8080
Sortino Ratio Rank
The Omega Ratio Rank of TSM is 7878
Omega Ratio Rank
The Calmar Ratio Rank of TSM is 9494
Calmar Ratio Rank
The Martin Ratio Rank of TSM is 8989
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.

SQNS vs. TSM - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SQNS, currently valued at -0.38, compared to the broader market-2.000.002.00-0.381.42
The chart of Sortino ratio for SQNS, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.006.000.291.97
The chart of Omega ratio for SQNS, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.25
The chart of Calmar ratio for SQNS, currently valued at -0.62, compared to the broader market0.002.004.006.00-0.622.68
The chart of Martin ratio for SQNS, currently valued at -0.89, compared to the broader market-10.000.0010.0020.0030.00-0.897.79
SQNS
TSM

The current SQNS Sharpe Ratio is -0.38, which is lower than the TSM Sharpe Ratio of 1.42. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.38
1.42
SQNS
TSM

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 1.18%.


TTM20242023202220212020201920182017201620152014
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
1.18%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%

Drawdowns

SQNS vs. TSM - Drawdown Comparison

The maximum SQNS drawdown since its inception was -99.54%, which is greater than TSM's maximum drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for SQNS and TSM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-98.74%
-11.74%
SQNS
TSM

Volatility

SQNS vs. TSM - Volatility Comparison

Sequans Communications S.A. (SQNS) and Taiwan Semiconductor Manufacturing Company Limited (TSM) have volatilities of 17.05% and 17.17%, 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.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
17.05%
17.17%
SQNS
TSM

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab