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XIACY vs. TSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between XIACY and TSM is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

XIACY vs. TSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xiaomi Corporation (XIACY) and Taiwan Semiconductor Manufacturing Company Limited (TSM). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
114.08%
45.61%
XIACY
TSM

Key characteristics

Sharpe Ratio

XIACY:

3.88

TSM:

0.61

Sortino Ratio

XIACY:

3.78

TSM:

1.12

Omega Ratio

XIACY:

1.50

TSM:

1.14

Calmar Ratio

XIACY:

4.63

TSM:

0.77

Martin Ratio

XIACY:

18.29

TSM:

2.22

Ulcer Index

XIACY:

11.53%

TSM:

12.76%

Daily Std Dev

XIACY:

54.48%

TSM:

46.33%

Max Drawdown

XIACY:

-70.71%

TSM:

-84.63%

Current Drawdown

XIACY:

-17.94%

TSM:

-26.62%

Fundamentals

Market Cap

XIACY:

$148.49B

TSM:

$818.49B

EPS

XIACY:

$0.64

TSM:

$8.03

PE Ratio

XIACY:

47.80

TSM:

19.65

PEG Ratio

XIACY:

1.27

TSM:

1.14

PS Ratio

XIACY:

0.41

TSM:

0.26

PB Ratio

XIACY:

5.88

TSM:

6.26

Total Revenue (TTM)

XIACY:

$181.39B

TSM:

$2.30T

Gross Profit (TTM)

XIACY:

$37.28B

TSM:

$1.31T

EBITDA (TTM)

XIACY:

$13.02B

TSM:

$1.63T

Returns By Period

In the year-to-date period, XIACY achieves a 43.96% return, which is significantly higher than TSM's -16.54% return.


XIACY

YTD

43.96%

1M

-8.20%

6M

95.95%

1Y

196.89%

5Y*

N/A

10Y*

N/A

TSM

YTD

-16.54%

1M

-9.24%

6M

-16.46%

1Y

25.20%

5Y*

27.91%

10Y*

23.78%

*Annualized

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Risk-Adjusted Performance

XIACY vs. TSM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XIACY
The Risk-Adjusted Performance Rank of XIACY is 9898
Overall Rank
The Sharpe Ratio Rank of XIACY is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of XIACY is 9797
Sortino Ratio Rank
The Omega Ratio Rank of XIACY is 9696
Omega Ratio Rank
The Calmar Ratio Rank of XIACY is 9999
Calmar Ratio Rank
The Martin Ratio Rank of XIACY is 9898
Martin Ratio Rank

TSM
The Risk-Adjusted Performance Rank of TSM is 7373
Overall Rank
The Sharpe Ratio Rank of TSM is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of TSM is 6969
Sortino Ratio Rank
The Omega Ratio Rank of TSM is 6767
Omega Ratio Rank
The Calmar Ratio Rank of TSM is 8181
Calmar Ratio Rank
The Martin Ratio Rank of TSM is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XIACY vs. TSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xiaomi Corporation (XIACY) 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.


The chart of Sharpe ratio for XIACY, currently valued at 3.88, compared to the broader market-2.00-1.000.001.002.003.00
XIACY: 3.88
TSM: 0.61
The chart of Sortino ratio for XIACY, currently valued at 3.78, compared to the broader market-6.00-4.00-2.000.002.004.00
XIACY: 3.78
TSM: 1.12
The chart of Omega ratio for XIACY, currently valued at 1.50, compared to the broader market0.501.001.502.00
XIACY: 1.50
TSM: 1.14
The chart of Calmar ratio for XIACY, currently valued at 4.63, compared to the broader market0.001.002.003.004.005.00
XIACY: 4.63
TSM: 0.77
The chart of Martin ratio for XIACY, currently valued at 18.29, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
XIACY: 18.29
TSM: 2.22

The current XIACY Sharpe Ratio is 3.88, which is higher than the TSM Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of XIACY and TSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.007.00NovemberDecember2025FebruaryMarchApril
3.88
0.61
XIACY
TSM

Dividends

XIACY vs. TSM - Dividend Comparison

XIACY has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 1.49%.


TTM20242023202220212020201920182017201620152014
XIACY
Xiaomi Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSM
Taiwan Semiconductor Manufacturing Company Limited
1.49%1.18%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%

Drawdowns

XIACY vs. TSM - Drawdown Comparison

The maximum XIACY drawdown since its inception was -70.71%, smaller than the maximum TSM drawdown of -84.63%. Use the drawdown chart below to compare losses from any high point for XIACY and TSM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.94%
-26.62%
XIACY
TSM

Volatility

XIACY vs. TSM - Volatility Comparison

Xiaomi Corporation (XIACY) has a higher volatility of 28.18% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 20.13%. This indicates that XIACY'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.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
28.18%
20.13%
XIACY
TSM

Financials

XIACY vs. TSM - Financials Comparison

This section allows you to compare key financial metrics between Xiaomi Corporation 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items