TSM vs. ASML
Compare and contrast key facts about Taiwan Semiconductor Manufacturing Company Limited (TSM) and ASML Holding N.V. (ASML).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSM or ASML.
Performance
TSM vs. ASML - Performance Comparison
Returns By Period
In the year-to-date period, TSM achieves a 80.81% return, which is significantly higher than ASML's -12.29% return. Over the past 10 years, TSM has outperformed ASML with an annualized return of 27.03%, while ASML has yielded a comparatively lower 21.31% annualized return.
TSM
80.81%
-0.78%
23.47%
91.71%
31.07%
27.03%
ASML
-12.29%
-8.72%
-28.50%
-3.23%
20.54%
21.31%
Fundamentals
| TSM | ASML | |
|---|---|---|
| Market Cap | $994.53B | $264.27B |
| EPS | $5.58 | $18.74 |
| PE Ratio | 34.37 | 35.71 |
| PEG Ratio | 1.23 | 1.68 |
| Total Revenue (TTM) | $2.65T | $26.24B |
| Gross Profit (TTM) | $1.44T | $13.42B |
| EBITDA (TTM) | $1.63T | $9.14B |
Key characteristics
| TSM | ASML | |
|---|---|---|
| Sharpe Ratio | 2.32 | -0.05 |
| Sortino Ratio | 3.01 | 0.24 |
| Omega Ratio | 1.37 | 1.03 |
| Calmar Ratio | 3.17 | -0.05 |
| Martin Ratio | 12.92 | -0.12 |
| Ulcer Index | 7.06% | 16.98% |
| Daily Std Dev | 39.29% | 44.94% |
| Max Drawdown | -84.63% | -90.00% |
| Current Drawdown | -9.63% | -39.82% |
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Correlation
The correlation between TSM and ASML is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
TSM vs. ASML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Limited (TSM) and ASML Holding N.V. (ASML). 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.
Dividends
TSM vs. ASML - Dividend Comparison
TSM's dividend yield for the trailing twelve months is around 1.18%, more than ASML's 1.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
ASML ASML Holding N.V. | 1.02% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% | 0.75% |
Drawdowns
TSM vs. ASML - Drawdown Comparison
The maximum TSM drawdown since its inception was -84.63%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for TSM and ASML. For additional features, visit the drawdowns tool.
Volatility
TSM vs. ASML - Volatility Comparison
Taiwan Semiconductor Manufacturing Company Limited (TSM) and ASML Holding N.V. (ASML) have volatilities of 9.81% and 9.49%, 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.
Financials
TSM vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Taiwan Semiconductor Manufacturing Company Limited and ASML Holding N.V.. 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