TSM vs. NVDA
Compare and contrast key facts about Taiwan Semiconductor Manufacturing Company Limited (TSM) and NVIDIA Corporation (NVDA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSM or NVDA.
Key characteristics
| TSM | NVDA | |
|---|---|---|
| YTD Return | 33.51% | 77.17% |
| 1Y Return | 68.33% | 222.35% |
| 3Y Return (Ann) | 6.47% | 78.93% |
| 5Y Return (Ann) | 29.20% | 81.85% |
| 10Y Return (Ann) | 24.58% | 69.85% |
| Sharpe Ratio | 2.17 | 4.57 |
| Daily Std Dev | 32.82% | 49.39% |
| Max Drawdown | -84.63% | -89.72% |
| Current Drawdown | -6.94% | -7.65% |
Fundamentals
| TSM | NVDA | |
|---|---|---|
| Market Cap | $662.38B | $1.91T |
| EPS | $5.18 | $11.96 |
| PE Ratio | 24.65 | 63.71 |
| PEG Ratio | 1.63 | 1.18 |
| Revenue (TTM) | $2.25T | $60.92B |
| Gross Profit (TTM) | $1.35T | $15.36B |
| EBITDA (TTM) | $1.52T | $34.48B |
Correlation
The correlation between TSM and NVDA is 0.51, 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.
Performance
TSM vs. NVDA - Performance Comparison
In the year-to-date period, TSM achieves a 33.51% return, which is significantly lower than NVDA's 77.17% return. Over the past 10 years, TSM has underperformed NVDA with an annualized return of 24.58%, while NVDA has yielded a comparatively higher 69.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TSM vs. NVDA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Limited (TSM) and NVIDIA Corporation (NVDA). 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.
Dividends
TSM vs. NVDA - Dividend Comparison
TSM's dividend yield for the trailing twelve months is around 1.42%, more than NVDA's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.42% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
Drawdowns
TSM vs. NVDA - Drawdown Comparison
The maximum TSM drawdown since its inception was -84.63%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for TSM and NVDA. For additional features, visit the drawdowns tool.
Volatility
TSM vs. NVDA - Volatility Comparison
The current volatility for Taiwan Semiconductor Manufacturing Company Limited (TSM) is 10.11%, while NVIDIA Corporation (NVDA) has a volatility of 17.13%. This indicates that TSM experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TSM vs. NVDA - Financials Comparison
This section allows you to compare key financial metrics between Taiwan Semiconductor Manufacturing Company Limited and NVIDIA Corporation. 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