TSM vs. MIELY
TSM (Taiwan Semiconductor Manufacturing Company Limited) and MIELY (Mitsubishi Electric Corp ADR) are both stocks. TSM operates in Semiconductors (Technology), while MIELY operates in Electrical Equipment & Parts (Industrials). Over the past 10 years, TSM returned 33.60%/yr vs 10.96%/yr for MIELY. At a 0.25 correlation, their price movements are largely independent.
Performance
TSM vs. MIELY - Performance Comparison
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Returns By Period
In the year-to-date period, TSM achieves a 33.07% return, which is significantly higher than MIELY's 15.57% return. Over the past 10 years, TSM has outperformed MIELY with an annualized return of 33.60%, while MIELY has yielded a comparatively lower 10.96% annualized return.
TSM
- 1D
- 0.99%
- 1M
- -12.94%
- 6M
- 18.10%
- YTD
- 33.07%
- 1Y
- 69.17%
- 3Y*
- 62.80%
- 5Y*
- 29.92%
- 10Y*
- 33.60%
- ALL TIME*
- 16.19%
MIELY
- 1D
- 0.21%
- 1M
- -11.67%
- 6M
- 4.83%
- YTD
- 15.57%
- 1Y
- 60.78%
- 3Y*
- 32.53%
- 5Y*
- 20.28%
- 10Y*
- 10.96%
- ALL TIME*
- -1.71%
TSM vs. MIELY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 33.07% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
MIELY Mitsubishi Electric Corp ADR | 15.57% | 73.08% | 21.33% | 42.15% | -22.04% | -16.17% | 11.35% | 23.78% | -33.88% | 21.11% |
Correlation
The correlation between TSM and MIELY is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.25 |
The correlation between TSM and MIELY shifts across timeframes, from 0.25 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
TSM:
$2.09T
MIELY:
$68.59B
TSM:
NT$432.27
MIELY:
¥422.87
TSM:
30.13
MIELY:
25.76
TSM:
0.84
MIELY:
1.14
TSM:
15.18
MIELY:
1.87
TSM:
10.50
MIELY:
2.43
TSM:
NT$4.45T
MIELY:
¥5.95T
TSM:
NT$2.86T
MIELY:
¥1.97T
TSM:
NT$3.20T
MIELY:
¥639.91B
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Return for Risk
TSM vs. MIELY — Risk / Return Rank
TSM
MIELY
TSM vs. MIELY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Limited (TSM) and Mitsubishi Electric Corp ADR (MIELY). 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.
| TSM | MIELY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.28 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 2.85 | +0.98 |
| Martin ratioReturn relative to average drawdown | 12.06 | 8.01 | +4.04 |
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Drawdowns
TSM vs. MIELY - Drawdown Comparison
The maximum TSM drawdown since its inception was -89.08%, roughly equal to the maximum MIELY drawdown of -89.09%. Use the drawdown chart below to compare losses from any high point for TSM and MIELY.
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Drawdown Indicators
| TSM | MIELY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.08% | -89.09% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -18.14% | -21.40% | +3.26% |
Max Drawdown (3Y)Largest decline over 3 years | -36.82% | -24.66% | -12.16% |
Max Drawdown (5Y)Largest decline over 5 years | -56.47% | -40.18% | -16.29% |
Max Drawdown (10Y)Largest decline over 10 years | -56.47% | -55.76% | -0.71% |
Current DrawdownCurrent decline from peak | -15.76% | -45.18% | +29.42% |
Average DrawdownAverage peak-to-trough decline | -42.73% | -69.28% | +26.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.76% | 7.61% | -1.85% |
Volatility
TSM vs. MIELY - Volatility Comparison
Taiwan Semiconductor Manufacturing Company Limited (TSM) has a higher volatility of 16.57% compared to Mitsubishi Electric Corp ADR (MIELY) at 10.24%. This indicates that TSM's price experiences larger fluctuations and is considered to be riskier than MIELY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSM | MIELY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.57% | 10.24% | +6.33% |
Volatility (6M)Calculated over the trailing 6-month period | 31.69% | 31.33% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.45% | 38.20% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.06% | 31.47% | +6.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.60% | 29.01% | +5.59% |
Dividends
TSM vs. MIELY - Dividend Comparison
TSM's dividend yield for the trailing twelve months is around 0.88%, while MIELY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MIELY Mitsubishi Electric Corp ADR | 0.00% | 0.72% | 0.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.98% | 1.76% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.88% | 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. MIELY - Financials Comparison
This section allows you to compare key financial metrics between Taiwan Semiconductor Manufacturing Company Limited and Mitsubishi Electric Corp ADR. 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
TSM vs. MIELY - Profitability Comparison
TSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 860.31B and revenue of 1.27T. Therefore, the gross margin over that period was 67.7%.
MIELY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Mitsubishi Electric Corp ADR reported a gross profit of 569.69B and revenue of 1.77T. Therefore, the gross margin over that period was 32.2%.
TSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 766.60B and revenue of 1.27T, resulting in an operating margin of 60.3%.
MIELY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Mitsubishi Electric Corp ADR reported an operating income of 161.29B and revenue of 1.77T, resulting in an operating margin of 9.1%.
TSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 706.56B and revenue of 1.27T, resulting in a net margin of 55.6%.
MIELY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Mitsubishi Electric Corp ADR reported a net income of 132.06B and revenue of 1.77T, resulting in a net margin of 7.5%.
Frequently Asked Questions
TSM and MIELY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSM has higher volatility (16.57%) compared to MIELY (10.24%). In terms of maximum drawdown, TSM dropped -89.08% vs MIELY's -89.09%.
TSM currently has the higher Sharpe Ratio (1.77 vs 1.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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