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

Correlation

The correlation between TSM and GOOG is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

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%NovemberDecember2025FebruaryMarchApril
989.20%
471.07%
TSM
GOOG

Key characteristics

Sharpe Ratio

TSM:

0.61

GOOG:

0.09

Sortino Ratio

TSM:

1.12

GOOG:

0.35

Omega Ratio

TSM:

1.14

GOOG:

1.04

Calmar Ratio

TSM:

0.77

GOOG:

0.09

Martin Ratio

TSM:

2.22

GOOG:

0.22

Ulcer Index

TSM:

12.76%

GOOG:

12.50%

Daily Std Dev

TSM:

46.33%

GOOG:

31.55%

Max Drawdown

TSM:

-84.63%

GOOG:

-44.60%

Current Drawdown

TSM:

-26.62%

GOOG:

-22.17%

Fundamentals

Market Cap

TSM:

$818.49B

GOOG:

$1.86T

EPS

TSM:

$8.03

GOOG:

$8.23

PE Ratio

TSM:

19.65

GOOG:

19.16

PEG Ratio

TSM:

1.14

GOOG:

0.96

PS Ratio

TSM:

0.26

GOOG:

5.31

PB Ratio

TSM:

6.26

GOOG:

5.77

Total Revenue (TTM)

TSM:

$2.30T

GOOG:

$269.48B

Gross Profit (TTM)

TSM:

$1.31T

GOOG:

$156.89B

EBITDA (TTM)

TSM:

$1.63T

GOOG:

$103.57B

Returns By Period

In the year-to-date period, TSM achieves a -16.54% return, which is significantly lower than GOOG's -15.12% return. Over the past 10 years, TSM has outperformed GOOG with an annualized return of 23.78%, while GOOG has yielded a comparatively lower 19.36% annualized return.


TSM

YTD

-16.54%

1M

-9.24%

6M

-16.46%

1Y

25.20%

5Y*

27.91%

10Y*

23.78%

GOOG

YTD

-15.12%

1M

-6.55%

6M

-1.64%

1Y

0.70%

5Y*

20.53%

10Y*

19.36%

*Annualized

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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 7373
Overall Rank
The Sharpe Ratio Rank of TSM is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of TSM is 6969
Sortino Ratio Rank
The Omega Ratio Rank of TSM is 6767
Omega Ratio Rank
The Calmar Ratio Rank of TSM is 8181
Calmar Ratio Rank
The Martin Ratio Rank of TSM is 7575
Martin Ratio Rank

GOOG
The Risk-Adjusted Performance Rank of GOOG is 5353
Overall Rank
The Sharpe Ratio Rank of GOOG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOG is 4848
Sortino Ratio Rank
The Omega Ratio Rank of GOOG is 4747
Omega Ratio Rank
The Calmar Ratio Rank of GOOG is 5757
Calmar Ratio Rank
The Martin Ratio Rank of GOOG is 5555
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.


The chart of Sharpe ratio for TSM, currently valued at 0.61, compared to the broader market-2.00-1.000.001.002.003.00
TSM: 0.61
GOOG: 0.09
The chart of Sortino ratio for TSM, currently valued at 1.12, compared to the broader market-6.00-4.00-2.000.002.004.00
TSM: 1.12
GOOG: 0.35
The chart of Omega ratio for TSM, currently valued at 1.14, compared to the broader market0.501.001.502.00
TSM: 1.14
GOOG: 1.04
The chart of Calmar ratio for TSM, currently valued at 0.77, compared to the broader market0.001.002.003.004.005.00
TSM: 0.77
GOOG: 0.09
The chart of Martin ratio for TSM, currently valued at 2.22, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TSM: 2.22
GOOG: 0.22

The current TSM Sharpe Ratio is 0.61, which is higher than the GOOG Sharpe Ratio of 0.09. 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.61
0.09
TSM
GOOG

Dividends

TSM vs. GOOG - Dividend Comparison

TSM's dividend yield for the trailing twelve months is around 1.49%, more than GOOG's 0.50% yield.


TTM20242023202220212020201920182017201620152014
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.49%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%
GOOG
Alphabet Inc.
0.50%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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.62%
-22.17%
TSM
GOOG

Volatility

TSM vs. GOOG - Volatility Comparison

Taiwan Semiconductor Manufacturing Company Limited (TSM) has a higher volatility of 20.13% compared to Alphabet Inc. (GOOG) at 14.99%. 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%NovemberDecember2025FebruaryMarchApril
20.13%
14.99%
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