TSFA.F vs. AMKR
TSFA.F (Taiwan Semiconductor Manufacturing Company Ltd) and AMKR (Amkor Technology, Inc.) are both stocks. Both operate in the Semiconductors industry within the Technology sector. Over the past 10 years, TSFA.F returned 32.80%/yr vs 26.75%/yr for AMKR. At a 0.27 correlation, their price movements are largely independent.
Performance
TSFA.F vs. AMKR - Performance Comparison
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Different Trading Currencies
TSFA.F is traded in EUR, while AMKR is traded in USD. To make them comparable, the AMKR values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, TSFA.F achieves a 49.91% return, which is significantly lower than AMKR's 68.25% return. Over the past 10 years, TSFA.F has outperformed AMKR with an annualized return of 32.80%, while AMKR has yielded a comparatively lower 26.75% annualized return.
TSFA.F
- 1D
- 0.92%
- 1M
- 7.43%
- YTD
- 49.91%
- 6M
- 49.34%
- 1Y
- 116.46%
- 3Y*
- 60.99%
- 5Y*
- 31.35%
- 10Y*
- 32.80%
AMKR
- 1D
- -11.31%
- 1M
- -14.13%
- YTD
- 68.25%
- 6M
- 52.28%
- 1Y
- 245.58%
- 3Y*
- 34.87%
- 5Y*
- 27.17%
- 10Y*
- 26.75%
TSFA.F vs. AMKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSFA.F Taiwan Semiconductor Manufacturing Company Ltd | 49.91% | 31.88% | 105.37% | 34.35% | -34.01% | 21.89% | 59.97% | 69.22% | -3.21% | 22.17% |
AMKR Amkor Technology, Inc. | 68.25% | 37.37% | -15.57% | 36.11% | 3.75% | 77.96% | 6.71% | 102.65% | -31.66% | -16.45% |
Correlation
The correlation between TSFA.F and AMKR 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 | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.27 |
Over the past year, TSFA.F and AMKR have become more correlated (0.53) than their long-term average of 0.27, meaning their price movements have been converging.
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Return for Risk
TSFA.F vs. AMKR — Risk / Return Rank
TSFA.F
AMKR
TSFA.F vs. AMKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Ltd (TSFA.F) and Amkor Technology, Inc. (AMKR). 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.
| TSFA.F | AMKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.49 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 7.00 | 10.17 | -3.17 |
| Martin ratioReturn relative to average drawdown | 23.07 | 26.84 | -3.77 |
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
| TSFA.F | AMKR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.10 | 3.81 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.53 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.51 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.21 | +0.04 |
Drawdowns
TSFA.F vs. AMKR - Drawdown Comparison
The maximum TSFA.F drawdown since its inception was -83.85%, roughly equal to the maximum AMKR drawdown of -85.89%. Use the drawdown chart below to compare losses from any high point for TSFA.F and AMKR.
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Drawdown Indicators
| TSFA.F | AMKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.85% | -85.89% | +2.04% |
Max Drawdown (1Y)Largest decline over 1 year | -16.41% | -24.31% | +7.90% |
Max Drawdown (3Y)Largest decline over 3 years | -39.95% | -66.05% | +26.10% |
Max Drawdown (5Y)Largest decline over 5 years | -51.74% | -66.05% | +14.31% |
Max Drawdown (10Y)Largest decline over 10 years | -51.74% | -66.05% | +14.31% |
Current DrawdownCurrent decline from peak | 0.00% | -15.29% | +15.29% |
Average DrawdownAverage peak-to-trough decline | -42.14% | -34.16% | -7.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 9.20% | -4.21% |
Volatility
TSFA.F vs. AMKR - Volatility Comparison
The current volatility for Taiwan Semiconductor Manufacturing Company Ltd (TSFA.F) is 8.81%, while Amkor Technology, Inc. (AMKR) has a volatility of 22.31%. This indicates that TSFA.F experiences smaller price fluctuations and is considered to be less risky than AMKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSFA.F | AMKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.81% | 22.31% | -13.50% |
Volatility (6M)Calculated over the trailing 6-month period | 27.93% | 49.84% | -21.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.04% | 64.90% | -27.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.89% | 51.51% | -13.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.41% | 52.73% | -18.32% |
Dividends
TSFA.F vs. AMKR - Dividend Comparison
TSFA.F's dividend yield for the trailing twelve months is around 0.02%, less than AMKR's 0.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMKR Amkor Technology, Inc. | 0.51% | 0.84% | 2.82% | 0.91% | 0.94% | 0.69% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSFA.F Taiwan Semiconductor Manufacturing Company Ltd | 0.02% | 0.03% | 0.03% | 0.05% | 0.07% | 0.05% | 0.05% | 0.09% | 0.10% | 0.09% | 0.08% | 0.09% |
Financials
TSFA.F vs. AMKR - Financials Comparison
This section allows you to compare key financial metrics between Taiwan Semiconductor Manufacturing Company Ltd and Amkor Technology, Inc.. 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
Frequently Asked Questions
TSFA.F and AMKR 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.
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