VOXR vs. TSM
VOXR (Vox Royalty Corp) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. VOXR operates in Other Precious Metals & Mining (Basic Materials), while TSM operates in Semiconductors (Technology). Over the past 5 years, VOXR returned 21.87%/yr vs 31.30%/yr for TSM. At a 0.15 correlation, their price movements are largely independent.
Performance
VOXR vs. TSM - Performance Comparison
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Returns By Period
In the year-to-date period, VOXR achieves a 9.63% return, which is significantly lower than TSM's 40.22% return.
VOXR
- 1D
- 3.39%
- 1M
- -17.52%
- YTD
- 9.63%
- 6M
- -0.95%
- 1Y
- 43.72%
- 3Y*
- 32.03%
- 5Y*
- 21.87%
- 10Y*
- —
TSM
- 1D
- 0.68%
- 1M
- 6.28%
- YTD
- 40.22%
- 6M
- 45.91%
- 1Y
- 98.93%
- 3Y*
- 60.80%
- 5Y*
- 31.30%
- 10Y*
- 35.80%
VOXR vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VOXR Vox Royalty Corp | 9.63% | 105.38% | 15.84% | -9.91% | -15.03% | 17.52% | 12.39% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 40.22% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 32.21% |
Correlation
The correlation between VOXR and TSM is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2020 | 0.15 |
The correlation between VOXR and TSM shifts across timeframes, from 0.15 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
VOXR:
$369.60M
TSM:
$2.20T
VOXR:
$0.53
TSM:
NT$373.98
VOXR:
9.75
TSM:
35.89
VOXR:
0.01
TSM:
1.03
VOXR:
10.00
TSM:
16.87
VOXR:
2.77
TSM:
11.82
VOXR:
$29.98M
TSM:
NT$4.13T
VOXR:
$19.72M
TSM:
NT$2.55T
VOXR:
$25.00M
TSM:
NT$3.14T
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Return for Risk
VOXR vs. TSM — Risk / Return Rank
VOXR
TSM
VOXR vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vox Royalty Corp (VOXR) 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.
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.
| VOXR | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.40 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 5.48 | -3.89 |
| Martin ratioReturn relative to average drawdown | 4.08 | 19.42 | -15.35 |
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Drawdowns
VOXR vs. TSM - Drawdown Comparison
The maximum VOXR drawdown since its inception was -46.36%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for VOXR and TSM.
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Drawdown Indicators
| VOXR | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.36% | -89.08% | +42.72% |
Max Drawdown (1Y)Largest decline over 1 year | -27.53% | -18.14% | -9.39% |
Max Drawdown (3Y)Largest decline over 3 years | -31.56% | -36.82% | +5.26% |
Max Drawdown (5Y)Largest decline over 5 years | -46.36% | -56.47% | +10.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.47% | — |
Current DrawdownCurrent decline from peak | -19.19% | -4.87% | -14.32% |
Average DrawdownAverage peak-to-trough decline | -18.87% | -42.85% | +23.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.76% | 5.11% | +5.65% |
Volatility
VOXR vs. TSM - Volatility Comparison
Vox Royalty Corp (VOXR) has a higher volatility of 19.27% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 13.42%. This indicates that VOXR'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
| VOXR | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.27% | 13.42% | +5.85% |
Volatility (6M)Calculated over the trailing 6-month period | 41.40% | 28.65% | +12.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.88% | 36.69% | +17.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.16% | 37.46% | +12.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.08% | 34.23% | +16.85% |
Dividends
VOXR vs. TSM - Dividend Comparison
VOXR's dividend yield for the trailing twelve months is around 1.01%, more than TSM's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.83% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
VOXR Vox Royalty Corp | 1.01% | 1.05% | 2.05% | 2.14% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
VOXR vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Vox Royalty Corp 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
Frequently Asked Questions
VOXR and TSM have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOXR has higher volatility (19.27%) compared to TSM (13.42%). In terms of maximum drawdown, VOXR dropped -46.36% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (2.71 vs 0.82), 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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