TSM vs. PEP
Compare and contrast key facts about Taiwan Semiconductor Manufacturing Company Limited (TSM) and PepsiCo, Inc. (PEP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSM or PEP.
Performance
TSM vs. PEP - Performance Comparison
Returns By Period
In the year-to-date period, TSM achieves a 80.81% return, which is significantly higher than PEP's -4.43% return. Over the past 10 years, TSM has outperformed PEP with an annualized return of 27.03%, while PEP has yielded a comparatively lower 8.03% annualized return.
TSM
80.81%
-0.78%
23.47%
91.71%
31.07%
27.03%
PEP
-4.43%
-9.09%
-11.58%
-2.48%
6.46%
8.03%
Fundamentals
| TSM | PEP | |
|---|---|---|
| Market Cap | $994.53B | $225.47B |
| EPS | $5.58 | $6.79 |
| PE Ratio | 34.37 | 24.20 |
| PEG Ratio | 1.23 | 1.95 |
| Total Revenue (TTM) | $2.65T | $91.92B |
| Gross Profit (TTM) | $1.44T | $50.43B |
| EBITDA (TTM) | $1.63T | $17.69B |
Key characteristics
| TSM | PEP | |
|---|---|---|
| Sharpe Ratio | 2.32 | -0.14 |
| Sortino Ratio | 3.01 | -0.08 |
| Omega Ratio | 1.37 | 0.99 |
| Calmar Ratio | 3.17 | -0.14 |
| Martin Ratio | 12.92 | -0.46 |
| Ulcer Index | 7.06% | 4.85% |
| Daily Std Dev | 39.29% | 16.31% |
| Max Drawdown | -84.63% | -40.41% |
| Current Drawdown | -9.63% | -15.43% |
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Correlation
The correlation between TSM and PEP is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
TSM vs. PEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Limited (TSM) and PepsiCo, Inc. (PEP). 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. PEP - Dividend Comparison
TSM's dividend yield for the trailing twelve months is around 1.18%, less than PEP's 3.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% | 2.30% |
PEP PepsiCo, Inc. | 3.32% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
TSM vs. PEP - Drawdown Comparison
The maximum TSM drawdown since its inception was -84.63%, which is greater than PEP's maximum drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for TSM and PEP. For additional features, visit the drawdowns tool.
Volatility
TSM vs. PEP - Volatility Comparison
Taiwan Semiconductor Manufacturing Company Limited (TSM) has a higher volatility of 9.81% compared to PepsiCo, Inc. (PEP) at 4.86%. This indicates that TSM's price experiences larger fluctuations and is considered to be riskier than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TSM vs. PEP - Financials Comparison
This section allows you to compare key financial metrics between Taiwan Semiconductor Manufacturing Company Limited and PepsiCo, 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.
Total Revenue: Total amount of money received from sales and other business activities