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TSM vs. GOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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TSM vs. GOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSM
Taiwan Semiconductor Manufacturing Company Limited
12.69%55.91%92.58%42.33%-36.75%12.09%92.67%64.85%-3.50%41.46%
GOOG
Alphabet Inc
-5.96%65.42%35.62%58.83%-38.67%65.17%31.03%29.10%-1.03%35.58%

Fundamentals

Market Cap

TSM:

$1.77T

GOOG:

$3.61T

EPS

TSM:

$332.18

GOOG:

$10.83

PE Ratio

TSM:

1.03

GOOG:

27.24

PEG Ratio

TSM:

0.03

GOOG:

1.34

PS Ratio

TSM:

0.46

GOOG:

8.94

PB Ratio

TSM:

0.33

GOOG:

8.68

Total Revenue (TTM)

TSM:

$3.82T

GOOG:

$402.84B

Gross Profit (TTM)

TSM:

$2.29T

GOOG:

$240.30B

EBITDA (TTM)

TSM:

$2.90T

GOOG:

$171.18B

Returns By Period

In the year-to-date period, TSM achieves a 12.69% return, which is significantly higher than GOOG's -5.96% return. Over the past 10 years, TSM has outperformed GOOG with an annualized return of 32.58%, while GOOG has yielded a comparatively lower 23.01% annualized return.


TSM

1D
1.05%
1M
-7.22%
YTD
12.69%
6M
19.02%
1Y
104.95%
3Y*
56.55%
5Y*
24.34%
10Y*
32.58%

GOOG

1D
2.80%
1M
-3.67%
YTD
-5.96%
6M
20.27%
1Y
86.25%
3Y*
41.93%
5Y*
22.70%
10Y*
23.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TSM vs. GOOG — Risk / Return Rank

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

TSM
TSM Risk / Return Rank: 9494
Overall Rank
TSM Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TSM Sortino Ratio Rank: 9393
Sortino Ratio Rank
TSM Omega Ratio Rank: 9191
Omega Ratio Rank
TSM Calmar Ratio Rank: 9595
Calmar Ratio Rank
TSM Martin Ratio Rank: 9797
Martin Ratio Rank

GOOG
GOOG Risk / Return Rank: 9494
Overall Rank
GOOG Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GOOG Sortino Ratio Rank: 9696
Sortino Ratio Rank
GOOG Omega Ratio Rank: 9494
Omega Ratio Rank
GOOG Calmar Ratio Rank: 9191
Calmar Ratio Rank
GOOG Martin Ratio Rank: 9595
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. GOOG - Risk-Adjusted Trends 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.


TSMGOOGDifference

Sharpe ratio

Return per unit of total volatility

2.74

2.88

-0.14

Sortino ratio

Return per unit of downside risk

3.30

3.83

-0.53

Omega ratio

Gain probability vs. loss probability

1.42

1.48

-0.06

Calmar ratio

Return relative to maximum drawdown

5.96

4.31

+1.66

Martin ratio

Return relative to average drawdown

20.06

16.52

+3.54

TSM vs. GOOG - Sharpe Ratio Comparison

The current TSM Sharpe Ratio is 2.74, which is comparable to the GOOG Sharpe Ratio of 2.88. 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.


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Sharpe Ratios by Period


TSMGOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

2.88

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.74

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.80

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.76

-0.42

Correlation

The correlation between TSM and GOOG is 0.46, 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.


Dividends

TSM vs. GOOG - Dividend Comparison

TSM's dividend yield for the trailing twelve months is around 0.97%, more than GOOG's 0.28% yield.


TTM20252024202320222021202020192018201720162015
TSM
Taiwan Semiconductor Manufacturing Company Limited
0.97%1.00%1.18%1.78%2.49%1.57%1.56%3.46%3.64%2.32%2.61%2.54%
GOOG
Alphabet Inc
0.28%0.26%0.32%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 -89.08%, 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.


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Drawdown Indicators


TSMGOOGDifference

Max Drawdown

Largest peak-to-trough decline

-89.08%

-44.60%

-44.48%

Max Drawdown (1Y)

Largest decline over 1 year

-18.14%

-20.75%

+2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-56.47%

-44.60%

-11.87%

Max Drawdown (10Y)

Largest decline over 10 years

-56.47%

-44.60%

-11.87%

Current Drawdown

Current decline from peak

-11.68%

-14.44%

+2.76%

Average Drawdown

Average peak-to-trough decline

-43.13%

-8.97%

-34.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

5.41%

-0.02%

Volatility

TSM vs. GOOG - Volatility Comparison

Taiwan Semiconductor Manufacturing Company Limited (TSM) has a higher volatility of 13.87% compared to Alphabet Inc (GOOG) at 9.18%. 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.


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Volatility by Period


TSMGOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.87%

9.18%

+4.69%

Volatility (6M)

Calculated over the trailing 6-month period

27.13%

19.48%

+7.65%

Volatility (1Y)

Calculated over the trailing 1-year period

38.60%

30.20%

+8.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.91%

30.70%

+6.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.85%

28.74%

+5.11%

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


0.00200.00B400.00B600.00B800.00B1.00TAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.06T
113.83B
(TSM) Total Revenue
(GOOG) Total Revenue
Values in USD except per share items

TSM vs. GOOG - Profitability Comparison

The chart below illustrates the profitability comparison between Taiwan Semiconductor Manufacturing Company Limited and Alphabet Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%52.0%54.0%56.0%58.0%60.0%62.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
62.3%
59.8%
Portfolio components
TSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 658.15B and revenue of 1.06T. Therefore, the gross margin over that period was 62.3%.

GOOG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Alphabet Inc reported a gross profit of 68.06B and revenue of 113.83B. Therefore, the gross margin over that period was 59.8%.

TSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 569.13B and revenue of 1.06T, resulting in an operating margin of 53.9%.

GOOG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Alphabet Inc reported an operating income of 35.93B and revenue of 113.83B, resulting in an operating margin of 31.6%.

TSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 510.52B and revenue of 1.06T, resulting in a net margin of 48.4%.

GOOG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Alphabet Inc reported a net income of 34.46B and revenue of 113.83B, resulting in a net margin of 30.3%.