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TNIE.DE vs. TSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TNIE.DE vs. TSM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Tonies SE (TNIE.DE) and Taiwan Semiconductor Manufacturing Company Limited (TSM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TNIE.DE is traded in EUR, while TSM is traded in USD. To make them comparable, the TSM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TNIE.DE achieves a 4.41% return, which is significantly lower than TSM's 45.83% return.


TNIE.DE

1D
4.01%
1M
8.78%
YTD
4.41%
6M
15.47%
1Y
81.06%
3Y*
28.98%
5Y*
2.53%
10Y*

TSM

1D
0.00%
1M
11.52%
YTD
45.83%
6M
50.37%
1Y
114.83%
3Y*
62.55%
5Y*
32.98%
10Y*
35.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TNIE.DE vs. TSM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TNIE.DE
Tonies SE
4.41%37.73%44.38%-12.50%-47.83%18.56%
TSM
Taiwan Semiconductor Manufacturing Company Limited
48.49%37.40%105.29%38.06%-32.83%10.29%

Correlation

The correlation between TNIE.DE and TSM is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since May 3, 2021

0.12

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Return for Risk

TNIE.DE vs. TSM — Risk / Return Rank

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

TNIE.DE
TNIE.DE Risk / Return Rank: 8888
Overall Rank
TNIE.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TNIE.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
TNIE.DE Omega Ratio Rank: 8585
Omega Ratio Rank
TNIE.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
TNIE.DE Martin Ratio Rank: 8888
Martin Ratio Rank

TSM
TSM Risk / Return Rank: 9595
Overall Rank
TSM Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
TSM Sortino Ratio Rank: 9595
Sortino Ratio Rank
TSM Omega Ratio Rank: 9292
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.

TNIE.DE vs. TSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tonies SE (TNIE.DE) 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.


TNIE.DETSMDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.36

1.47

-0.11

Calmar ratioReturn relative to maximum drawdown

4.49

7.38

-2.89

Martin ratioReturn relative to average drawdown

10.49

24.12

-13.63

TNIE.DE vs. TSM - Sharpe Ratio Comparison

The current TNIE.DE Sharpe Ratio is 2.04, which is lower than the TSM Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of TNIE.DE 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.


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Sharpe Ratios by Period


TNIE.DETSMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

3.26

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.91

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.80

-0.74

Drawdowns

TNIE.DE vs. TSM - Drawdown Comparison

The maximum TNIE.DE drawdown since its inception was -74.03%, which is greater than TSM's maximum drawdown of -50.24%. Use the drawdown chart below to compare losses from any high point for TNIE.DE and TSM.


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Drawdown Indicators


TNIE.DETSMDifference

Max Drawdown

Largest peak-to-trough decline

-74.03%

-50.24%

-23.79%

Max Drawdown (1Y)

Largest decline over 1 year

-17.97%

-15.66%

-2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-39.30%

-40.23%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-74.03%

-50.24%

-23.79%

Max Drawdown (10Y)

Largest decline over 10 years

-50.24%

Current Drawdown

Current decline from peak

-21.58%

-2.03%

-19.55%

Average Drawdown

Average peak-to-trough decline

-48.12%

-10.50%

-37.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.70%

4.78%

+2.92%

Volatility

TNIE.DE vs. TSM - Volatility Comparison

The current volatility for Tonies SE (TNIE.DE) is 9.10%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 11.14%. This indicates that TNIE.DE experiences smaller price fluctuations and is considered to be less risky 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


TNIE.DETSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.10%

11.14%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

22.87%

26.48%

-3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

39.54%

35.46%

+4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.17%

36.59%

+5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.79%

33.82%

+7.97%

Dividends

TNIE.DE vs. TSM - Dividend Comparison

TNIE.DE has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.75%.


PositionTTM20252024202320222021202020192018201720162015
TNIE.DE
Tonies SE
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
0.75%1.00%1.18%1.78%2.49%1.57%1.56%3.46%3.64%2.32%2.61%2.54%

Financials

TNIE.DE vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between Tonies SE 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


Please note, different currencies. TNIE.DE values in EUR, TSM values in USD

Frequently Asked Questions


TNIE.DE and TSM have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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