📊 Asset Correlations

Taiwan vs Korea semiconductors

TSMC · Samsung Electronics — 0.54, ranging +0.23 to +0.76 year by year

-1.0-0.50+0.5+1.02017201820192020202120222023202420252026+0.76+0.23
1-year rolling correlation · green together, red apartas of 2026-09-11

Nothing surprising, and that is the answer

They correlate 0.54, and +0.50 in crashes — not much of a change.

The one-year correlation does range +0.23 to +0.76, so the curve tells you more than the average.

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Open with TSMC · Samsung Electronics

Weekly returns, 593 weeks since 2015, every price converted to USD. “Crashes” means the 5% of weeks TSMC fell hardest. One sample, one window — not a promise about the future.

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