TSM vs. ZVRA
TSM (Taiwan Semiconductor Manufacturing Company Limited) and ZVRA (Zevra Therapeutics Inc.) are both stocks. TSM operates in Semiconductors (Technology), while ZVRA operates in Biotechnology (Healthcare). Over the past 10 years, TSM returned 33.46%/yr vs -17.62%/yr for ZVRA. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
TSM vs. ZVRA - Performance Comparison
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Returns By Period
In the year-to-date period, TSM achieves a 33.71% return, which is significantly higher than ZVRA's 6.14% return. Over the past 10 years, TSM has outperformed ZVRA with an annualized return of 33.46%, while ZVRA has yielded a comparatively lower -17.62% annualized return.
TSM
- 1D
- 0.23%
- 1M
- -9.00%
- 6M
- 22.92%
- YTD
- 33.71%
- 1Y
- 69.13%
- 3Y*
- 62.43%
- 5Y*
- 30.32%
- 10Y*
- 33.46%
- ALL TIME*
- 16.20%
ZVRA
- 1D
- -1.35%
- 1M
- -31.14%
- 6M
- 5.67%
- YTD
- 6.14%
- 1Y
- -14.40%
- 3Y*
- 24.74%
- 5Y*
- -1.18%
- 10Y*
- -17.62%
- ALL TIME*
- -23.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.03B | $6.30B | $6.05B | |
| $18.33M | $18.68M | $21.76M |
TSM vs. ZVRA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 33.71% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
ZVRA Zevra Therapeutics Inc. | 6.14% | 7.43% | 27.33% | 42.70% | -47.30% | -22.23% | 84.70% | -78.71% | -56.05% | 37.29% |
Correlation
The correlation between TSM and ZVRA is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2015 | 0.16 |
Fundamentals
TSM:
$2.10T
ZVRA:
$562.18M
TSM:
NT$432.27
ZVRA:
$2.15
TSM:
30.30
ZVRA:
4.43
TSM:
15.26
ZVRA:
4.50
TSM:
10.56
ZVRA:
2.78
TSM:
NT$4.45T
ZVRA:
$122.29M
TSM:
NT$2.86T
ZVRA:
$104.94M
TSM:
NT$3.20T
ZVRA:
$149.15M
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Return for Risk
TSM vs. ZVRA — Risk / Return Rank
TSM
ZVRA
TSM vs. ZVRA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taiwan Semiconductor Manufacturing Company Limited (TSM) and Zevra Therapeutics Inc. (ZVRA). 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 | ZVRA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.93 | ||
| Sortino ratioReturn per unit of downside risk | +2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.02 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | -0.36 | +3.58 |
| Martin ratioReturn relative to average drawdown | 10.80 | -0.65 | +11.45 |
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Drawdowns
TSM vs. ZVRA - Drawdown Comparison
The maximum TSM drawdown since its inception was -89.08%, smaller than the maximum ZVRA drawdown of -99.27%. Use the drawdown chart below to compare losses from any high point for TSM and ZVRA.
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Drawdown Indicators
| TSM | ZVRA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.08% | -99.27% | +10.19% |
Max Drawdown (1Y)Largest decline over 1 year | -21.55% | -40.40% | +18.85% |
Max Drawdown (3Y)Largest decline over 3 years | -36.82% | -43.47% | +6.65% |
Max Drawdown (5Y)Largest decline over 5 years | -56.47% | -60.97% | +4.50% |
Max Drawdown (10Y)Largest decline over 10 years | -56.47% | -97.85% | +41.38% |
Current DrawdownCurrent decline from peak | -15.35% | -97.48% | +82.13% |
Average DrawdownAverage peak-to-trough decline | -42.69% | -86.53% | +43.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.43% | 22.22% | -15.79% |
Volatility
TSM vs. ZVRA - Volatility Comparison
The current volatility for Taiwan Semiconductor Manufacturing Company Limited (TSM) is 13.76%, while Zevra Therapeutics Inc. (ZVRA) has a volatility of 29.44%. This indicates that TSM experiences smaller price fluctuations and is considered to be less risky than ZVRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSM | ZVRA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.76% | 29.44% | -15.68% |
Volatility (6M)Calculated over the trailing 6-month period | 33.07% | 49.17% | -16.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.75% | 65.35% | -24.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.35% | 61.11% | -22.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.75% | 81.05% | -46.30% |
Dividends
TSM vs. ZVRA - Dividend Comparison
TSM's dividend yield for the trailing twelve months is around 0.87%, while ZVRA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.87% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
ZVRA Zevra Therapeutics Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
TSM vs. ZVRA - Financials Comparison
This section allows you to compare key financial metrics between Taiwan Semiconductor Manufacturing Company Limited and Zevra Therapeutics 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
Frequently Asked Questions
TSM and ZVRA have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ZVRA has higher volatility (29.44%) compared to TSM (13.76%). In terms of maximum drawdown, TSM dropped -89.08% vs ZVRA's -99.27%.
TSM currently has the higher Sharpe Ratio (1.71 vs -0.22), 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.
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