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TSM vs. BESI.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TSM vs. BESI.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Taiwan Semiconductor Manufacturing Company Limited (TSM) and BE Semiconductor Industries NV (BESI.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, TSM achieves a 40.22% return, which is significantly lower than BESI.AS's 134.87% return. Over the past 10 years, TSM has underperformed BESI.AS with an annualized return of 35.80%, while BESI.AS has yielded a comparatively higher 46.44% annualized return.


TSM

1D
0.68%
1M
6.28%
YTD
40.22%
6M
45.91%
1Y
98.93%
3Y*
60.80%
5Y*
31.30%
10Y*
35.80%

BESI.AS

1D
2.85%
1M
21.24%
YTD
134.87%
6M
137.92%
1Y
159.57%
3Y*
52.50%
5Y*
36.90%
10Y*
46.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSM vs. BESI.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSM
Taiwan Semiconductor Manufacturing Company Limited
40.22%55.91%92.58%42.33%-36.75%12.09%92.67%64.85%-3.50%41.46%
BESI.AS
BE Semiconductor Industries NV
134.87%17.35%-7.51%157.81%-24.76%44.69%61.22%94.69%-40.66%167.43%

Correlation

The correlation between TSM and BESI.AS is 0.51, 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

0.51

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

0.46

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

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2007

0.34

The correlation between TSM and BESI.AS shifts across timeframes, from 0.34 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TSM vs. BESI.AS — Risk / Return Rank

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

TSM
TSM Risk / Return Rank: 9393
Overall Rank
TSM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
TSM Sortino Ratio Rank: 9292
Sortino Ratio Rank
TSM Omega Ratio Rank: 9090
Omega Ratio Rank
TSM Calmar Ratio Rank: 9494
Calmar Ratio Rank
TSM Martin Ratio Rank: 9696
Martin Ratio Rank

BESI.AS
BESI.AS Risk / Return Rank: 9595
Overall Rank
BESI.AS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BESI.AS Sortino Ratio Rank: 9292
Sortino Ratio Rank
BESI.AS Omega Ratio Rank: 9393
Omega Ratio Rank
BESI.AS Calmar Ratio Rank: 9696
Calmar Ratio Rank
BESI.AS 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.

TSM vs. BESI.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Limited (TSM) and BE Semiconductor Industries NV (BESI.AS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TSMBESI.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.40

1.46

-0.05

Calmar ratioReturn relative to maximum drawdown

5.48

7.06

-1.58

Martin ratioReturn relative to average drawdown

19.42

20.85

-1.42

TSM vs. BESI.AS - Sharpe Ratio Comparison

The current TSM Sharpe Ratio is 2.71, which is comparable to the BESI.AS Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of TSM and BESI.AS, 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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Drawdowns

TSM vs. BESI.AS - Drawdown Comparison

The maximum TSM drawdown since its inception was -89.08%, which is greater than BESI.AS's maximum drawdown of -80.06%. Use the drawdown chart below to compare losses from any high point for TSM and BESI.AS.


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Drawdown Indicators


TSMBESI.ASDifference

Max Drawdown

Largest peak-to-trough decline

-89.08%

-80.06%

-9.02%

Max Drawdown (1Y)

Largest decline over 1 year

-18.14%

-22.20%

+4.06%

Max Drawdown (3Y)

Largest decline over 3 years

-36.82%

-54.53%

+17.71%

Max Drawdown (5Y)

Largest decline over 5 years

-56.47%

-56.91%

+0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-56.47%

-61.39%

+4.92%

Current Drawdown

Current decline from peak

-4.87%

0.00%

-4.87%

Average Drawdown

Average peak-to-trough decline

-42.85%

-21.60%

-21.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

7.56%

-2.45%

Volatility

TSM vs. BESI.AS - Volatility Comparison

Taiwan Semiconductor Manufacturing Company Limited (TSM) and BE Semiconductor Industries NV (BESI.AS) have volatilities of 13.42% and 13.41%, 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.


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Volatility by Period


TSMBESI.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.42%

13.41%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

28.65%

40.10%

-11.45%

Volatility (1Y)

Calculated over the trailing 1-year period

36.69%

50.19%

-13.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.46%

48.82%

-11.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.23%

45.26%

-11.03%

Dividends

TSM vs. BESI.AS - Dividend Comparison

TSM's dividend yield for the trailing twelve months is around 0.83%, more than BESI.AS's 0.50% yield.


PositionTTM20252024202320222021202020192018201720162015
BESI.AS
BE Semiconductor Industries NV
0.50%1.63%1.63%2.09%5.89%2.27%2.04%4.85%25.11%3.98%1.26%16.16%
TSM
Taiwan Semiconductor Manufacturing Company Limited
0.83%1.00%1.18%1.78%2.49%1.57%1.56%3.46%3.64%2.32%2.61%2.54%

Financials

TSM vs. BESI.AS - Financials Comparison

This section allows you to compare key financial metrics between Taiwan Semiconductor Manufacturing Company Limited and BE Semiconductor Industries NV. 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. TSM values in TWD, BESI.AS values in EUR

Frequently Asked Questions


TSM and BESI.AS have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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