TSM vs. OZK
TSM (Taiwan Semiconductor Manufacturing Company Limited) and OZK (Bank OZK) are both stocks. TSM operates in Semiconductors (Technology), while OZK operates in Banks - Regional (Financial Services). Over the past 10 years, TSM returned 33.60%/yr vs 6.62%/yr for OZK. At a 0.28 correlation, their price movements are largely independent.
Performance
TSM vs. OZK - 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 OZK's 15.04% return. Over the past 10 years, TSM has outperformed OZK with an annualized return of 33.60%, while OZK has yielded a comparatively lower 6.62% 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%
OZK
- 1D
- -1.12%
- 1M
- 5.40%
- 6M
- 8.12%
- YTD
- 15.04%
- 1Y
- 2.81%
- 3Y*
- 11.38%
- 5Y*
- 8.75%
- 10Y*
- 6.62%
- ALL TIME*
- 20.50%
TSM vs. OZK - 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% |
OZK Bank OZK | 15.04% | 7.45% | -7.36% | 29.12% | -11.24% | 53.15% | 7.57% | 38.23% | -52.03% | -6.51% |
Correlation
The correlation between TSM and OZK is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.28 |
The correlation between TSM and OZK shifts across timeframes, from 0.08 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TSM:
$2.09T
OZK:
$5.61B
TSM:
NT$432.27
OZK:
$6.30
TSM:
30.13
OZK:
8.16
TSM:
0.84
OZK:
0.90
TSM:
15.18
OZK:
2.06
TSM:
10.50
OZK:
0.98
TSM:
NT$4.45T
OZK:
$2.80B
TSM:
NT$2.86T
OZK:
$1.56B
TSM:
NT$3.20T
OZK:
$992.96M
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Return for Risk
TSM vs. OZK — Risk / Return Rank
TSM
OZK
TSM vs. OZK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Limited (TSM) and Bank OZK (OZK). 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 | OZK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.04 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 0.15 | +3.68 |
| Martin ratioReturn relative to average drawdown | 12.06 | 0.32 | +11.74 |
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Drawdowns
TSM vs. OZK - Drawdown Comparison
The maximum TSM drawdown since its inception was -89.08%, which is greater than OZK's maximum drawdown of -70.41%. Use the drawdown chart below to compare losses from any high point for TSM and OZK.
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Drawdown Indicators
| TSM | OZK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.08% | -70.41% | -18.67% |
Max Drawdown (1Y)Largest decline over 1 year | -18.14% | -19.03% | +0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -36.82% | -29.23% | -7.59% |
Max Drawdown (5Y)Largest decline over 5 years | -56.47% | -35.26% | -21.21% |
Max Drawdown (10Y)Largest decline over 10 years | -56.47% | -70.41% | +13.94% |
Current DrawdownCurrent decline from peak | -15.76% | -3.13% | -12.63% |
Average DrawdownAverage peak-to-trough decline | -42.73% | -15.57% | -27.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.76% | 8.94% | -3.18% |
Volatility
TSM vs. OZK - Volatility Comparison
Taiwan Semiconductor Manufacturing Company Limited (TSM) has a higher volatility of 16.57% compared to Bank OZK (OZK) at 8.50%. This indicates that TSM's price experiences larger fluctuations and is considered to be riskier than OZK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSM | OZK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.57% | 8.50% | +8.07% |
Volatility (6M)Calculated over the trailing 6-month period | 31.69% | 17.49% | +14.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.45% | 24.89% | +14.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.06% | 34.39% | +3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.60% | 38.78% | -4.18% |
Dividends
TSM vs. OZK - Dividend Comparison
TSM's dividend yield for the trailing twelve months is around 0.88%, less than OZK's 3.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OZK Bank OZK | 3.62% | 3.78% | 3.55% | 2.85% | 3.15% | 2.43% | 3.45% | 3.08% | 3.48% | 1.47% | 1.20% | 1.11% |
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. OZK - Financials Comparison
This section allows you to compare key financial metrics between Taiwan Semiconductor Manufacturing Company Limited and Bank OZK. 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. OZK - 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%.
OZK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Bank OZK reported a gross profit of 376.15M and revenue of 661.55M. Therefore, the gross margin over that period was 56.9%.
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%.
OZK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Bank OZK reported an operating income of 211.61M and revenue of 661.55M, resulting in an operating margin of 32.0%.
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%.
OZK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Bank OZK reported a net income of 163.36M and revenue of 661.55M, resulting in a net margin of 24.7%.
Frequently Asked Questions
TSM and OZK have a correlation of 0.08, 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 OZK (8.50%). In terms of maximum drawdown, TSM dropped -89.08% vs OZK's -70.41%.
TSM currently has the higher Sharpe Ratio (1.77 vs 0.11), 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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