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TSM vs. GOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TSM and GOOG is 0.45, 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.


-0.50.00.51.00.5

Performance

TSM vs. GOOG - Performance Comparison

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

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%AugustSeptemberOctoberNovemberDecember2025
1,297.68%
597.88%
TSM
GOOG

Key characteristics

Sharpe Ratio

TSM:

2.61

GOOG:

1.39

Sortino Ratio

TSM:

3.28

GOOG:

1.93

Omega Ratio

TSM:

1.39

GOOG:

1.26

Calmar Ratio

TSM:

4.80

GOOG:

1.74

Martin Ratio

TSM:

14.68

GOOG:

4.27

Ulcer Index

TSM:

7.38%

GOOG:

9.08%

Daily Std Dev

TSM:

41.45%

GOOG:

27.92%

Max Drawdown

TSM:

-84.63%

GOOG:

-44.60%

Current Drawdown

TSM:

-3.87%

GOOG:

-0.31%

Fundamentals

Market Cap

TSM:

$1.10T

GOOG:

$2.41T

EPS

TSM:

$6.03

GOOG:

$7.66

PE Ratio

TSM:

35.07

GOOG:

25.79

PEG Ratio

TSM:

1.45

GOOG:

1.29

Total Revenue (TTM)

TSM:

$2.03T

GOOG:

$253.45B

Gross Profit (TTM)

TSM:

$1.10T

GOOG:

$147.99B

EBITDA (TTM)

TSM:

$1.24T

GOOG:

$95.96B

Returns By Period

In the year-to-date period, TSM achieves a 7.09% return, which is significantly higher than GOOG's 3.73% return. Over the past 10 years, TSM has outperformed GOOG with an annualized return of 28.12%, while GOOG has yielded a comparatively lower 22.66% annualized return.


TSM

YTD

7.09%

1M

8.15%

6M

28.46%

1Y

89.77%

5Y*

31.89%

10Y*

28.12%

GOOG

YTD

3.73%

1M

4.14%

6M

10.39%

1Y

33.99%

5Y*

21.84%

10Y*

22.66%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TSM vs. GOOG — Risk-Adjusted Performance Rank

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

TSM
The Risk-Adjusted Performance Rank of TSM is 9595
Overall Rank
The Sharpe Ratio Rank of TSM is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of TSM is 9393
Sortino Ratio Rank
The Omega Ratio Rank of TSM is 9090
Omega Ratio Rank
The Calmar Ratio Rank of TSM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of TSM is 9595
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 8282
Overall Rank
The Sharpe Ratio Rank of GOOG is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 7979
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 7979
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 8888
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TSM vs. GOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Limited (TSM) and Alphabet Inc. (GOOG). 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.


Sharpe ratio
The chart of Sharpe ratio for TSM, currently valued at 2.61, compared to the broader market-2.000.002.004.002.611.39
The chart of Sortino ratio for TSM, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.003.281.93
The chart of Omega ratio for TSM, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.26
The chart of Calmar ratio for TSM, currently valued at 4.80, compared to the broader market0.002.004.006.004.801.74
The chart of Martin ratio for TSM, currently valued at 14.68, compared to the broader market-10.000.0010.0020.0014.684.27
TSM
GOOG

The current TSM Sharpe Ratio is 2.61, which is higher than the GOOG Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of TSM and GOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.61
1.39
TSM
GOOG

Dividends

TSM vs. GOOG - Dividend Comparison

TSM's dividend yield for the trailing twelve months is around 1.11%, more than GOOG's 0.30% yield.


TTM20242023202220212020201920182017201620152014
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.11%1.18%1.78%2.49%1.57%1.56%3.46%3.64%2.92%3.23%3.20%2.24%
GOOG
Alphabet Inc.
0.30%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TSM vs. GOOG - Drawdown Comparison

The maximum TSM drawdown since its inception was -84.63%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for TSM and GOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.87%
-0.31%
TSM
GOOG

Volatility

TSM vs. GOOG - Volatility Comparison

Taiwan Semiconductor Manufacturing Company Limited (TSM) has a higher volatility of 12.09% compared to Alphabet Inc. (GOOG) at 7.09%. This indicates that TSM's price experiences larger fluctuations and is considered to be riskier than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
12.09%
7.09%
TSM
GOOG

Financials

TSM vs. GOOG - Financials Comparison

This section allows you to compare key financial metrics between Taiwan Semiconductor Manufacturing Company Limited and Alphabet 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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