ASML vs. FANUY

Last updated Jun 13, 2026

ASML (ASML Holding N.V.) and FANUY (Fanuc Corporation) are both stocks. ASML operates in Semiconductor Equipment & Materials (Technology), while FANUY operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, ASML returned 36.00%/yr vs -1.03%/yr for FANUY. At a 0.35 correlation, their price movements are largely independent.

Performance

ASML vs. FANUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASML Holding N.V. (ASML) and Fanuc Corporation (FANUY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ASML achieves a 74.80% return, which is significantly higher than FANUY's 12.53% return. Over the past 10 years, ASML has outperformed FANUY with an annualized return of 36.00%, while FANUY has yielded a comparatively lower -1.03% annualized return.

ASML

• 1D: -1.89%
• 1M: 17.83%
• YTD: 74.80%
• 6M: 73.02%
• 1Y: 138.89%
• 3Y*: 37.59%
• 5Y*: 22.97%
• 10Y*: 36.00%

FANUY

• 1D: -0.32%
• 1M: -16.15%
• YTD: 12.53%
• 6M: 9.60%
• 1Y: 65.48%
• 3Y*: 6.50%
• 5Y*: -1.36%
• 10Y*: -1.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ASML vs. FANUY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ASML ASML Holding N.V.	74.80%	56.51%	-7.70%	39.91%	-30.49%	64.13%	66.06%	93.56%	-9.80%	56.23%
FANUY Fanuc Corporation	12.53%	51.15%	-9.96%	-1.61%	-30.16%	-13.77%	34.04%	22.31%	-37.35%	44.38%

Correlation

The correlation between ASML and FANUY is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.44
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Nov 4, 2008	0.35

Fundamentals

Market Cap ASML : $718.77B FANUY : $40.88B
EPS ASML : €25.86 FANUY : ¥90.48
PE Ratio ASML : 62.30 FANUY : 38.79
PEG Ratio ASML : 4.10 FANUY : 7.44
PS Ratio ASML : 18.51 FANUY : 7.53
PB Ratio ASML : 29.83 FANUY : 3.50
Total Revenue (TTM) ASML : €33.69B FANUY : ¥869.72B
Gross Profit (TTM) ASML : €17.72B FANUY : ¥332.99B
EBITDA (TTM) ASML : €12.99B FANUY : ¥258.17B

Return for Risk

ASML vs. FANUY — Risk / Return Rank

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

ASML

ASML Risk / Return Rank: 95
ASML Sharpe Ratio Rank: 96
ASML Sortino Ratio Rank: 94
ASML Omega Ratio Rank: 92
ASML Calmar Ratio Rank: 96
ASML Martin Ratio Rank: 96

FANUY

FANUY Risk / Return Rank: 81
FANUY Sharpe Ratio Rank: 82
FANUY Sortino Ratio Rank: 81
FANUY Omega Ratio Rank: 77
FANUY Calmar Ratio Rank: 82
FANUY Martin Ratio Rank: 84

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASML vs. FANUY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) and Fanuc Corporation (FANUY). 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.

	ASML	FANUY	Difference
Sharpe ratio: Return per unit of total volatility	3.27	1.43	+1.83
Sortino ratio: Return per unit of downside risk	3.70	2.24	+1.45
Omega ratio: Gain probability vs. loss probability	1.45	1.26	+0.19
Calmar ratio: Return relative to maximum drawdown	7.83	2.63	+5.19
Martin ratio: Return relative to average drawdown	21.08	7.72	+13.36

ASML vs. FANUY - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 3.27, which is higher than the FANUY Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of ASML and FANUY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ASML vs. FANUY - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, which is greater than FANUY's maximum drawdown of -79.98%. Use the drawdown chart below to compare losses from any high point for ASML and FANUY.

Drawdown Indicators

	ASML	FANUY	Difference
Max Drawdown Largest peak-to-trough decline	-90.00%	-79.98%	-10.02%
Max Drawdown (1Y) Largest decline over 1 year	-17.85%	-24.99%	+7.14%
Max Drawdown (3Y) Largest decline over 3 years	-45.38%	-40.05%	-5.33%
Max Drawdown (5Y) Largest decline over 5 years	-56.84%	-55.55%	-1.29%
Max Drawdown (10Y) Largest decline over 10 years	-56.84%	-64.73%	+7.89%
Current Drawdown Current decline from peak	-1.89%	-59.79%	+57.90%
Average Drawdown Average peak-to-trough decline	-28.12%	-53.57%	+25.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.63%	8.51%	-1.88%

Volatility

ASML vs. FANUY - Volatility Comparison

ASML Holding N.V. (ASML) and Fanuc Corporation (FANUY) have volatilities of 17.27% and 17.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASML	FANUY	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.27%	17.58%	-0.31%
Volatility (6M) Calculated over the trailing 6-month period	34.58%	35.44%	-0.86%
Volatility (1Y) Calculated over the trailing 1-year period	42.75%	45.87%	-3.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.44%	33.22%	+9.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.72%	33.91%	+4.81%

Dividends

ASML vs. FANUY - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.47%, while FANUY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASML ASML Holding N.V.	0.47%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
FANUY Fanuc Corporation	0.00%	0.89%	1.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	3.66%	0.00%

Financials

ASML vs. FANUY - Profitability Comparison

The chart below illustrates the profitability comparison between ASML Holding N.V. and Fanuc Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ASML - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a gross profit of 4.65B and revenue of 8.77B. Therefore, the gross margin over that period was 53.0%.

FANUY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fanuc Corporation reported a gross profit of 95.97B and revenue of 238.83B. Therefore, the gross margin over that period was 40.2%.

ASML - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported an operating income of 3.16B and revenue of 8.77B, resulting in an operating margin of 36.0%.

FANUY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fanuc Corporation reported an operating income of 57.09B and revenue of 238.83B, resulting in an operating margin of 23.9%.

ASML - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a net income of 2.76B and revenue of 8.77B, resulting in a net margin of 31.4%.

FANUY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fanuc Corporation reported a net income of 50.59B and revenue of 238.83B, resulting in a net margin of 21.2%.

Frequently Asked Questions

Can I hold both ASML and FANUY in my portfolio?

ASML and FANUY have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ASML or FANUY?

FANUY has higher volatility (17.58%) compared to ASML (17.27%). In terms of maximum drawdown, ASML dropped -90.00% vs FANUY's -79.98%.

Which has better risk-adjusted returns?

ASML currently has the higher Sharpe Ratio (3.27 vs 1.43), 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.