TSM vs. RDVT
TSM (Taiwan Semiconductor Manufacturing Company Limited) and RDVT (Red Violet, Inc.) are both stocks. Both are in the Technology sector — TSM in Semiconductors, RDVT in Software - Application. Over the past 5 years, TSM returned 29.92%/yr vs 23.87%/yr for RDVT. At a 0.22 correlation, their price movements are largely independent.
Performance
TSM vs. RDVT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TSM achieves a 33.07% return, which is significantly higher than RDVT's 16.75% 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%
RDVT
- 1D
- 1.96%
- 1M
- 20.67%
- 6M
- 32.45%
- YTD
- 16.75%
- 1Y
- 46.36%
- 3Y*
- 47.32%
- 5Y*
- 23.87%
- 10Y*
- —
- ALL TIME*
- 10.60%
TSM vs. RDVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 33.07% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -10.14% |
RDVT Red Violet, Inc. | 16.75% | 58.63% | 81.27% | -13.25% | -42.00% | 52.01% | 41.06% | 174.63% | -76.76% |
Correlation
The correlation between TSM and RDVT is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2018 | 0.22 |
The correlation between TSM and RDVT shifts across timeframes, from 0.15 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
TSM:
$2.09T
RDVT:
$938.10M
TSM:
NT$432.27
RDVT:
$0.97
TSM:
30.13
RDVT:
68.23
TSM:
0.84
RDVT:
0.13
TSM:
15.18
RDVT:
10.23
TSM:
10.50
RDVT:
9.16
TSM:
NT$4.45T
RDVT:
$94.08M
TSM:
NT$2.86T
RDVT:
$79.25M
TSM:
NT$3.20T
RDVT:
$23.76M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TSM vs. RDVT — Risk / Return Rank
TSM
RDVT
TSM vs. RDVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Limited (TSM) and Red Violet, Inc. (RDVT). 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 | RDVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.20 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 1.11 | +2.73 |
| Martin ratioReturn relative to average drawdown | 12.06 | 2.52 | +9.54 |
Loading charts...
Drawdowns
TSM vs. RDVT - Drawdown Comparison
The maximum TSM drawdown since its inception was -89.08%, roughly equal to the maximum RDVT drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for TSM and RDVT.
Loading charts...
Drawdown Indicators
| TSM | RDVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.08% | -90.17% | +1.09% |
Max Drawdown (1Y)Largest decline over 1 year | -18.14% | -42.11% | +23.97% |
Max Drawdown (3Y)Largest decline over 3 years | -36.82% | -42.11% | +5.29% |
Max Drawdown (5Y)Largest decline over 5 years | -56.47% | -63.73% | +7.26% |
Max Drawdown (10Y)Largest decline over 10 years | -56.47% | — | — |
Current DrawdownCurrent decline from peak | -15.76% | -3.23% | -12.53% |
Average DrawdownAverage peak-to-trough decline | -42.73% | -49.83% | +7.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.76% | 18.46% | -12.70% |
Volatility
TSM vs. RDVT - Volatility Comparison
Taiwan Semiconductor Manufacturing Company Limited (TSM) has a higher volatility of 16.57% compared to Red Violet, Inc. (RDVT) at 11.06%. This indicates that TSM's price experiences larger fluctuations and is considered to be riskier than RDVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TSM | RDVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.57% | 11.06% | +5.51% |
Volatility (6M)Calculated over the trailing 6-month period | 31.69% | 36.89% | -5.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.45% | 45.88% | -6.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.06% | 49.32% | -11.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.60% | 71.08% | -36.48% |
Dividends
TSM vs. RDVT - Dividend Comparison
TSM's dividend yield for the trailing twelve months is around 0.88%, while RDVT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RDVT Red Violet, Inc. | 0.00% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. RDVT - Financials Comparison
This section allows you to compare key financial metrics between Taiwan Semiconductor Manufacturing Company Limited and Red Violet, 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
TSM vs. RDVT - 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%.
RDVT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Red Violet, Inc. reported a gross profit of 22.01M and revenue of 25.83M. Therefore, the gross margin over that period was 85.2%.
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%.
RDVT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Red Violet, Inc. reported an operating income of 5.44M and revenue of 25.83M, resulting in an operating margin of 21.1%.
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%.
RDVT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Red Violet, Inc. reported a net income of 4.39M and revenue of 25.83M, resulting in a net margin of 17.0%.
Frequently Asked Questions
TSM and RDVT have a correlation of 0.15, 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 RDVT (11.06%). In terms of maximum drawdown, TSM dropped -89.08% vs RDVT's -90.17%.
TSM currently has the higher Sharpe Ratio (1.77 vs 1.02), 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.
Find the right allocation for TSM and RDVT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer