TSM vs. USD=X
TSM (Taiwan Semiconductor Manufacturing Company Limited) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, TSM returned 35.71%/yr vs 0.00%/yr for USD=X.
Performance
TSM vs. USD=X - Performance Comparison
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Returns By Period
TSM
- 1D
- 2.80%
- 1M
- 3.67%
- YTD
- 40.84%
- 6M
- 42.15%
- 1Y
- 110.53%
- 3Y*
- 63.10%
- 5Y*
- 31.67%
- 10Y*
- 35.71%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
TSM vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 40.84% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
TSM vs. USD=X — Risk / Return Rank
TSM
USD=X
TSM vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Limited (TSM) and USD Cash (USD=X). 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.
| TSM | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.44 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 6.13 | — | — |
| Martin ratioReturn relative to average drawdown | 21.94 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSM | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.06 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | — | — |
Drawdowns
TSM vs. USD=X - Drawdown Comparison
The maximum TSM drawdown since its inception was -89.08%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TSM and USD=X.
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Drawdown Indicators
| TSM | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.08% | 0.00% | -89.08% |
Max Drawdown (1Y)Largest decline over 1 year | -18.14% | 0.00% | -18.14% |
Max Drawdown (3Y)Largest decline over 3 years | -36.82% | 0.00% | -36.82% |
Max Drawdown (5Y)Largest decline over 5 years | -56.47% | 0.00% | -56.47% |
Max Drawdown (10Y)Largest decline over 10 years | -56.47% | 0.00% | -56.47% |
Current DrawdownCurrent decline from peak | -4.45% | 0.00% | -4.45% |
Average DrawdownAverage peak-to-trough decline | -42.87% | 0.00% | -42.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.06% | 0.00% | +5.06% |
Volatility
TSM vs. USD=X - Volatility Comparison
Taiwan Semiconductor Manufacturing Company Limited (TSM) has a higher volatility of 12.47% compared to USD Cash (USD=X) at 0.00%. This indicates that TSM's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSM | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.47% | 0.00% | +12.47% |
Volatility (6M)Calculated over the trailing 6-month period | 28.23% | 0.00% | +28.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.40% | 0.00% | +36.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.40% | 0.00% | +37.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.20% | 0.00% | +34.20% |
Frequently Asked Questions
TSM has higher volatility (12.47%) compared to USD=X (0.00%). In terms of maximum drawdown, TSM dropped -89.08% vs USD=X's 0.00%.
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