TSM vs. QQQ

In the year-to-date period, TSM achieves a -0.96% return, which is significantly lower than QQQ's 2.50% return. Over the past 10 years, TSM has outperformed QQQ with an annualized return of 27.19%, while QQQ has yielded a comparatively lower 17.87% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Limited (TSM) and Invesco QQQ (QQQ). 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.

The current TSM Sharpe Ratio is 0.67, which is comparable to the QQQ Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of TSM and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TSM's dividend yield for the trailing twelve months is around 1.27%, more than QQQ's 0.57% yield.

The maximum TSM drawdown since its inception was -88.07%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for TSM and QQQ.

Taiwan Semiconductor Manufacturing Company Limited (TSM) has a higher volatility of 9.68% compared to Invesco QQQ (QQQ) at 5.56%. This indicates that TSM's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.