STRL vs. TSM
STRL (Sterling Construction Company, Inc.) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. STRL operates in Engineering & Construction (Industrials), while TSM operates in Semiconductors (Technology). Over the past 10 years, STRL returned 68.46%/yr vs 35.71%/yr for TSM. At a 0.22 correlation, their price movements are largely independent.
Performance
STRL vs. TSM - Performance Comparison
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Returns By Period
In the year-to-date period, STRL achieves a 191.24% return, which is significantly higher than TSM's 40.84% return. Over the past 10 years, STRL has outperformed TSM with an annualized return of 68.46%, while TSM has yielded a comparatively lower 35.71% annualized return.
STRL
- 1D
- 1.07%
- 1M
- 5.57%
- YTD
- 191.24%
- 6M
- 174.74%
- 1Y
- 332.96%
- 3Y*
- 155.47%
- 5Y*
- 104.86%
- 10Y*
- 68.46%
TSM
- 1D
- 2.80%
- 1M
- 3.67%
- YTD
- 40.84%
- 6M
- 42.15%
- 1Y
- 110.53%
- 3Y*
- 63.10%
- 5Y*
- 31.67%
- 10Y*
- 35.71%
STRL vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STRL Sterling Construction Company, Inc. | 191.24% | 81.79% | 91.57% | 168.08% | 24.71% | 41.32% | 32.17% | 29.29% | -33.11% | 92.43% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 40.84% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
Correlation
The correlation between STRL and TSM is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 1997 | 0.22 |
Over the past year, STRL and TSM have become more correlated (0.53) than their long-term average of 0.22, meaning their price movements have been converging.
Fundamentals
STRL:
$27.68B
TSM:
$2.21T
STRL:
$11.19
TSM:
$373.98
STRL:
79.71
TSM:
1.14
STRL:
1.70
TSM:
0.03
STRL:
9.58
TSM:
0.54
STRL:
23.27
TSM:
0.38
STRL:
$2.88B
TSM:
$4.13T
STRL:
$664.66M
TSM:
$2.55T
STRL:
$429.99M
TSM:
$3.14T
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Return for Risk
STRL vs. TSM — Risk / Return Rank
STRL
TSM
STRL vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Construction Company, Inc. (STRL) 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.
| STRL | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.44 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 10.82 | 6.13 | +4.69 |
| Martin ratioReturn relative to average drawdown | 30.19 | 21.94 | +8.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STRL | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.13 | 3.06 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.85 | 0.85 | +1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.29 | 1.05 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.37 | -0.10 |
Drawdowns
STRL vs. TSM - Drawdown Comparison
The maximum STRL drawdown since its inception was -92.51%, roughly equal to the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for STRL and TSM.
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Drawdown Indicators
| STRL | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.51% | -89.08% | -3.43% |
Max Drawdown (1Y)Largest decline over 1 year | -31.02% | -18.14% | -12.88% |
Max Drawdown (3Y)Largest decline over 3 years | -47.67% | -36.82% | -10.85% |
Max Drawdown (5Y)Largest decline over 5 years | -47.67% | -56.47% | +8.80% |
Max Drawdown (10Y)Largest decline over 10 years | -59.60% | -56.47% | -3.13% |
Current DrawdownCurrent decline from peak | -10.25% | -4.45% | -5.80% |
Average DrawdownAverage peak-to-trough decline | -46.31% | -42.87% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.09% | 5.06% | +6.03% |
Volatility
STRL vs. TSM - Volatility Comparison
Sterling Construction Company, Inc. (STRL) has a higher volatility of 24.22% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 12.47%. This indicates that STRL'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
| STRL | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.22% | 12.47% | +11.75% |
Volatility (6M)Calculated over the trailing 6-month period | 63.81% | 28.23% | +35.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 81.49% | 36.40% | +45.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.99% | 37.40% | +19.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.42% | 34.20% | +19.22% |
Dividends
STRL vs. TSM - Dividend Comparison
STRL has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STRL Sterling Construction Company, 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 | 0.78% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
Financials
STRL vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Sterling Construction Company, 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.
Total Revenue: Total amount of money received from sales and other business activities
STRL vs. TSM - Profitability Comparison
STRL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported a gross profit of 194.30M and revenue of 825.68M. Therefore, the gross margin over that period was 23.5%.
TSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 759.06B and revenue of 1.15T. Therefore, the gross margin over that period was 66.3%.
STRL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported an operating income of 2.36M and revenue of 825.68M, resulting in an operating margin of 0.3%.
TSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 664.08B and revenue of 1.15T, resulting in an operating margin of 58.0%.
STRL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported a net income of 95.97M and revenue of 825.68M, resulting in a net margin of 11.6%.
TSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 578.40B and revenue of 1.15T, resulting in a net margin of 50.5%.
Frequently Asked Questions
STRL and TSM have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STRL has higher volatility (24.22%) compared to TSM (12.47%). In terms of maximum drawdown, STRL dropped -92.51% vs TSM's -89.08%.
STRL currently has the higher Sharpe Ratio (4.13 vs 3.06), 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.
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