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

Performance

TSM vs. NVDA - Performance Comparison

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

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Returns By Period

In the year-to-date period, TSM achieves a 23.93% return, which is significantly higher than NVDA's 2.01% return. Over the past 10 years, TSM has underperformed NVDA with an annualized return of 32.63%, while NVDA has yielded a comparatively higher 63.41% annualized return.


TSM

1D
-4.50%
1M
-17.67%
6M
10.02%
YTD
23.93%
1Y
56.95%
3Y*
57.07%
5Y*
28.35%
10Y*
32.63%
ALL TIME*
15.89%

NVDA

1D
-3.55%
1M
-2.54%
6M
-0.67%
YTD
2.01%
1Y
8.41%
3Y*
59.69%
5Y*
57.78%
10Y*
63.41%
ALL TIME*
36.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$25.62B$26.55B$31.92B
$6.68B$6.47B$6.02B

TSM vs. NVDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSM
Taiwan Semiconductor Manufacturing Company Limited
23.93%55.91%92.58%42.33%-36.75%12.09%92.67%64.85%-3.50%41.46%
NVDA
NVIDIA Corporation
2.01%38.92%171.25%239.02%-50.26%125.48%122.30%76.94%-30.82%81.99%

Correlation

The correlation between TSM and NVDA is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (3Y)
Balances recent behavior with more history.

0.65

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.67

Correlation (10Y)
Provides a long-term view across more market conditions.

0.62

Correlation (All Time)
Calculated using the full available price history since Jan 22, 1999

0.52

The correlation between TSM and NVDA shifts across timeframes, from 0.52 (all time) to 0.67 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TSM:

$1.94T

NVDA:

$4.60T

EPS

TSM:

NT$432.27

NVDA:

$6.53

PE Ratio

TSM:

28.15

NVDA:

29.09

PEG Ratio

TSM:

0.78

NVDA:

0.16

PS Ratio

TSM:

14.18

NVDA:

18.32

PB Ratio

TSM:

9.81

NVDA:

23.71

Total Revenue (TTM)

TSM:

NT$4.45T

NVDA:

$253.49B

Gross Profit (TTM)

TSM:

NT$2.86T

NVDA:

$187.95B

EBITDA (TTM)

TSM:

NT$3.20T

NVDA:

$192.76B

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Return for Risk

TSM vs. NVDA — Risk / Return Rank

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

TSM
TSM Risk / Return Rank: 8484
Overall Rank
TSM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
TSM Sortino Ratio Rank: 8181
Sortino Ratio Rank
TSM Omega Ratio Rank: 7878
Omega Ratio Rank
TSM Calmar Ratio Rank: 8585
Calmar Ratio Rank
TSM Martin Ratio Rank: 9090
Martin Ratio Rank

NVDA
NVDA Risk / Return Rank: 5353
Overall Rank
NVDA Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 4949
Sortino Ratio Rank
NVDA Omega Ratio Rank: 4747
Omega Ratio Rank
NVDA Calmar Ratio Rank: 5757
Calmar Ratio Rank
NVDA Martin Ratio Rank: 5656
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. NVDA - Risk-Adjusted Trends 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.

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.


TSMNVDADifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.24

1.07

+0.18

Calmar ratioReturn relative to maximum drawdown

2.66

0.42

+2.24

Martin ratioReturn relative to average drawdown

9.09

0.86

+8.23

TSM vs. NVDA - Sharpe Ratio Comparison

The current TSM Sharpe Ratio is 1.43, which is higher than the NVDA Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of TSM and NVDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TSM vs. NVDA - Drawdown Comparison

The maximum TSM drawdown since its inception was -89.08%, roughly equal to the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for TSM and NVDA.


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Drawdown Indicators


TSMNVDADifference

Max Drawdown

Largest peak-to-trough decline

-89.08%

-89.72%

+0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-21.55%

-20.21%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-36.82%

-36.88%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-56.47%

-66.34%

+9.87%

Max Drawdown (10Y)

Largest decline over 10 years

-56.47%

-66.34%

+9.87%

Current Drawdown

Current decline from peak

-21.55%

-19.30%

-2.25%

Average Drawdown

Average peak-to-trough decline

-42.70%

-36.08%

-6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.29%

9.80%

-3.51%

Volatility

TSM vs. NVDA - Volatility Comparison

Taiwan Semiconductor Manufacturing Company Limited (TSM) has a higher volatility of 14.04% compared to NVIDIA Corporation (NVDA) at 11.73%. This indicates that TSM's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSMNVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

14.04%

11.73%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

32.28%

28.08%

+4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

40.08%

36.27%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.22%

51.87%

-13.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.69%

49.95%

-15.26%

Dividends

TSM vs. NVDA - Dividend Comparison

TSM's dividend yield for the trailing twelve months is around 0.94%, more than NVDA's 0.15% yield.


PositionTTM20252024202320222021202020192018201720162015
NVDA
NVIDIA Corporation
0.15%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%
TSM
Taiwan Semiconductor Manufacturing Company Limited
0.94%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. 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.


Quarterly
Annual

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


Values in USD except per share items

TSM vs. NVDA - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

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%.

NVDA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, NVIDIA Corporation reported a gross profit of 61.16B and revenue of 81.62B. Therefore, the gross margin over that period was 74.9%.

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%.

NVDA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, NVIDIA Corporation reported an operating income of 53.54B and revenue of 81.62B, resulting in an operating margin of 65.6%.

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%.

NVDA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, NVIDIA Corporation reported a net income of 58.32B and revenue of 81.62B, resulting in a net margin of 71.5%.


Frequently Asked Questions


TSM and NVDA have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSM has higher volatility (14.04%) compared to NVDA (11.73%). In terms of maximum drawdown, TSM dropped -89.08% vs NVDA's -89.72%.

TSM currently has the higher Sharpe Ratio (1.43 vs 0.23), 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.

Portfolio Optimizer

Find the right allocation for TSM and NVDA

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