TTDKY vs. TSM
TTDKY (TDK Corp ADR) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. Both are in the Technology sector — TTDKY in Electronic Components, TSM in Semiconductors. Over the past 10 years, TTDKY returned 21.08%/yr vs 36.20%/yr for TSM. At a 0.35 correlation, their price movements are largely independent.
Performance
TTDKY vs. TSM - Performance Comparison
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Returns By Period
In the year-to-date period, TTDKY achieves a 74.89% return, which is significantly higher than TSM's 44.10% return. Over the past 10 years, TTDKY has underperformed TSM with an annualized return of 21.08%, while TSM has yielded a comparatively higher 36.20% annualized return.
TTDKY
- 1D
- 1.19%
- 1M
- 39.09%
- YTD
- 74.89%
- 6M
- 57.32%
- 1Y
- 129.18%
- 3Y*
- 47.21%
- 5Y*
- 23.76%
- 10Y*
- 21.08%
TSM
- 1D
- -2.24%
- 1M
- 8.73%
- YTD
- 44.10%
- 6M
- 48.60%
- 1Y
- 123.66%
- 3Y*
- 66.46%
- 5Y*
- 31.74%
- 10Y*
- 36.20%
TTDKY vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTDKY TDK Corp ADR | 74.89% | 9.92% | 37.95% | 45.42% | -16.86% | -22.54% | 34.55% | 59.89% | -11.84% | 16.59% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 44.10% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
Correlation
The correlation between TTDKY and TSM is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2009 | 0.35 |
Fundamentals
TTDKY:
$46.84B
TSM:
$2.26T
TTDKY:
$104.42
TSM:
$373.98
TTDKY:
0.24
TSM:
1.17
TTDKY:
0.02
TSM:
0.03
TTDKY:
0.02
TSM:
0.55
TTDKY:
0.02
TSM:
0.38
TTDKY:
$2.54T
TSM:
$4.13T
TTDKY:
$794.41B
TSM:
$2.55T
TTDKY:
$492.99B
TSM:
$3.14T
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Return for Risk
TTDKY vs. TSM — Risk / Return Rank
TTDKY
TSM
TTDKY vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TDK Corp ADR (TTDKY) and Taiwan Semiconductor Manufacturing Company Limited (TSM). 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.
| TTDKY | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.49 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.99 | 6.86 | -2.87 |
| Martin ratioReturn relative to average drawdown | 8.76 | 24.68 | -15.93 |
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
| TTDKY | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.64 | 3.49 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.86 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 1.06 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.37 | +0.01 |
Drawdowns
TTDKY vs. TSM - Drawdown Comparison
The maximum TTDKY drawdown since its inception was -54.04%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for TTDKY and TSM.
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Drawdown Indicators
| TTDKY | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.04% | -89.08% | +35.04% |
Max Drawdown (1Y)Largest decline over 1 year | -32.56% | -18.14% | -14.42% |
Max Drawdown (3Y)Largest decline over 3 years | -39.71% | -36.82% | -2.89% |
Max Drawdown (5Y)Largest decline over 5 years | -39.71% | -56.47% | +16.76% |
Max Drawdown (10Y)Largest decline over 10 years | -51.75% | -56.47% | +4.72% |
Current DrawdownCurrent decline from peak | -4.82% | -2.24% | -2.58% |
Average DrawdownAverage peak-to-trough decline | -23.51% | -42.89% | +19.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.81% | 5.03% | +9.78% |
Volatility
TTDKY vs. TSM - Volatility Comparison
TDK Corp ADR (TTDKY) has a higher volatility of 18.06% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 11.64%. This indicates that TTDKY's price experiences larger fluctuations and is considered to be riskier than TSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTDKY | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.06% | 11.64% | +6.42% |
Volatility (6M)Calculated over the trailing 6-month period | 38.85% | 27.19% | +11.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.20% | 35.61% | +13.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.46% | 37.27% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.07% | 34.12% | +1.95% |
Dividends
TTDKY vs. TSM - Dividend Comparison
TTDKY has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.76%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.76% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
TTDKY TDK Corp ADR | 0.00% | 0.77% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.85% | 0.00% |
Financials
TTDKY vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between TDK Corp ADR and Taiwan Semiconductor Manufacturing Company Limited. 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
TTDKY vs. TSM - Profitability Comparison
TTDKY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported a gross profit of 187.24B and revenue of 658.13B. Therefore, the gross margin over that period was 28.5%.
TSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 759.06B and revenue of 1.15T. Therefore, the gross margin over that period was 66.3%.
TTDKY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported an operating income of 31.48B and revenue of 658.13B, resulting in an operating margin of 4.8%.
TSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 664.08B and revenue of 1.15T, resulting in an operating margin of 58.0%.
TTDKY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TDK Corp ADR reported a net income of 14.72B and revenue of 658.13B, resulting in a net margin of 2.2%.
TSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 578.40B and revenue of 1.15T, resulting in a net margin of 50.5%.
Frequently Asked Questions
TTDKY and TSM have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTDKY has higher volatility (18.06%) compared to TSM (11.64%). In terms of maximum drawdown, TTDKY dropped -54.04% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (3.49 vs 2.64), 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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