TSM vs. SOL-USD
TSM (Taiwan Semiconductor Manufacturing Company Limited) is a stock, while SOL-USD (Solana) is a cryptocurrency. Over the past 5 years, TSM returned 31.30%/yr vs 12.17%/yr for SOL-USD. At a 0.17 correlation, their price movements are largely independent.
Performance
TSM vs. SOL-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TSM achieves a 40.22% return, which is significantly higher than SOL-USD's -44.76% return.
TSM
- 1D
- 0.68%
- 1M
- 1.72%
- YTD
- 40.22%
- 6M
- 45.91%
- 1Y
- 103.01%
- 3Y*
- 60.80%
- 5Y*
- 31.30%
- 10Y*
- 35.80%
SOL-USD
- 1D
- 0.85%
- 1M
- -25.39%
- YTD
- -44.76%
- 6M
- -48.38%
- 1Y
- -53.76%
- 3Y*
- 68.07%
- 5Y*
- 12.17%
- 10Y*
- —
TSM vs. SOL-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 40.22% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 129.44% |
SOL-USD Solana | -44.76% | -34.09% | 85.68% | 919.96% | -94.13% | 11,143.63% | 81.60% |
Correlation
The correlation between TSM and SOL-USD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2020 | 0.17 |
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. SOL-USD — Risk / Return Rank
TSM
SOL-USD
TSM vs. SOL-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Limited (TSM) and Solana (SOL-USD). 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 | SOL-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.46 | ||
| Sortino ratioReturn per unit of downside risk | +4.28 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.91 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 5.48 | -0.72 | +6.20 |
| Martin ratioReturn relative to average drawdown | 19.42 | -1.16 | +20.58 |
Loading charts...
Drawdowns
TSM vs. SOL-USD - Drawdown Comparison
The maximum TSM drawdown since its inception was -89.08%, smaller than the maximum SOL-USD drawdown of -96.27%. Use the drawdown chart below to compare losses from any high point for TSM and SOL-USD.
Loading charts...
Drawdown Indicators
| TSM | SOL-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.08% | -96.27% | +7.19% |
Max Drawdown (1Y)Largest decline over 1 year | -18.14% | -74.89% | +56.75% |
Max Drawdown (3Y)Largest decline over 3 years | -36.82% | -76.28% | +39.46% |
Max Drawdown (5Y)Largest decline over 5 years | -56.47% | -96.27% | +39.80% |
Max Drawdown (10Y)Largest decline over 10 years | -56.47% | — | — |
Current DrawdownCurrent decline from peak | -4.87% | -73.76% | +68.89% |
Average DrawdownAverage peak-to-trough decline | -42.85% | -51.42% | +8.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 53.06% | -47.95% |
Volatility
TSM vs. SOL-USD - Volatility Comparison
The current volatility for Taiwan Semiconductor Manufacturing Company Limited (TSM) is 13.42%, while Solana (SOL-USD) has a volatility of 17.62%. This indicates that TSM experiences smaller price fluctuations and is considered to be less risky than SOL-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TSM | SOL-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.42% | 17.62% | -4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 28.65% | 46.90% | -18.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.69% | 60.08% | -23.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.46% | 82.35% | -44.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.23% | 99.82% | -65.59% |
Frequently Asked Questions
TSM and SOL-USD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOL-USD has higher volatility (17.62%) compared to TSM (13.42%). In terms of maximum drawdown, TSM dropped -89.08% vs SOL-USD's -96.27%.
TSM currently has the higher Sharpe Ratio (2.71 vs -0.74), 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 SOL-USD
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