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FANUY vs. AMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FANUY vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fanuc Corporation (FANUY) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FANUY achieves a 12.53% return, which is significantly lower than AMD's 138.87% return. Over the past 10 years, FANUY has underperformed AMD with an annualized return of -1.03%, while AMD has yielded a comparatively higher 60.93% annualized return.


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%

AMD

1D
4.73%
1M
14.83%
YTD
138.87%
6M
142.70%
1Y
331.70%
3Y*
60.16%
5Y*
44.46%
10Y*
60.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FANUY vs. AMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FANUY
Fanuc Corporation
12.53%51.15%-9.96%-1.61%-30.16%-13.77%34.04%22.31%-37.35%44.38%
AMD
Advanced Micro Devices, Inc.
138.87%77.30%-18.06%127.59%-54.99%56.91%99.98%148.43%79.57%-9.35%

Correlation

The correlation between FANUY and AMD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2008

0.26

The correlation between FANUY and AMD shifts across timeframes, from 0.26 (all time) to 0.37 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FANUY:

$40.88B

AMD:

$844.09B

EPS

FANUY:

¥90.48

AMD:

$3.05

PE Ratio

FANUY:

38.79

AMD:

167.75

PEG Ratio

FANUY:

7.44

AMD:

4.48

PS Ratio

FANUY:

7.53

AMD:

22.43

PB Ratio

FANUY:

3.50

AMD:

13.09

Total Revenue (TTM)

FANUY:

¥869.72B

AMD:

$37.45B

Gross Profit (TTM)

FANUY:

¥332.99B

AMD:

$18.83B

EBITDA (TTM)

FANUY:

¥258.17B

AMD:

$7.17B

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Return for Risk

FANUY vs. AMD — Risk / Return Rank

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

FANUY
FANUY Risk / Return Rank: 8181
Overall Rank
FANUY Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FANUY Sortino Ratio Rank: 8181
Sortino Ratio Rank
FANUY Omega Ratio Rank: 7777
Omega Ratio Rank
FANUY Calmar Ratio Rank: 8282
Calmar Ratio Rank
FANUY Martin Ratio Rank: 8484
Martin Ratio Rank

AMD
AMD Risk / Return Rank: 9898
Overall Rank
AMD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMD Sortino Ratio Rank: 9797
Sortino Ratio Rank
AMD Omega Ratio Rank: 9696
Omega Ratio Rank
AMD Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMD Martin Ratio Rank: 9797
Martin Ratio Rank
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.

FANUY vs. AMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fanuc Corporation (FANUY) and Advanced Micro Devices, Inc. (AMD). 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.


FANUYAMDDifference
Sharpe ratioReturn per unit of total volatility

-3.58

Sortino ratioReturn per unit of downside risk

-2.29

Omega ratioGain probability vs. loss probability

1.26

1.60

-0.34

Calmar ratioReturn relative to maximum drawdown

2.63

12.04

-9.41

Martin ratioReturn relative to average drawdown

7.72

24.74

-17.02

FANUY vs. AMD - Sharpe Ratio Comparison

The current FANUY Sharpe Ratio is 1.43, which is lower than the AMD Sharpe Ratio of 5.01. The chart below compares the historical Sharpe Ratios of FANUY and AMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FANUY vs. AMD - Drawdown Comparison

The maximum FANUY drawdown since its inception was -79.98%, smaller than the maximum AMD drawdown of -96.59%. Use the drawdown chart below to compare losses from any high point for FANUY and AMD.


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Drawdown Indicators


FANUYAMDDifference

Max Drawdown

Largest peak-to-trough decline

-79.98%

-96.59%

+16.61%

Max Drawdown (1Y)

Largest decline over 1 year

-24.99%

-27.76%

+2.77%

Max Drawdown (3Y)

Largest decline over 3 years

-40.05%

-63.00%

+22.95%

Max Drawdown (5Y)

Largest decline over 5 years

-55.55%

-65.45%

+9.90%

Max Drawdown (10Y)

Largest decline over 10 years

-64.73%

-65.45%

+0.72%

Current Drawdown

Current decline from peak

-59.79%

-5.70%

-54.09%

Average Drawdown

Average peak-to-trough decline

-53.57%

-56.65%

+3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.51%

13.48%

-4.97%

Volatility

FANUY vs. AMD - Volatility Comparison

The current volatility for Fanuc Corporation (FANUY) is 17.58%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 22.71%. This indicates that FANUY experiences smaller price fluctuations and is considered to be less risky than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FANUYAMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.58%

22.71%

-5.13%

Volatility (6M)

Calculated over the trailing 6-month period

35.44%

50.12%

-14.68%

Volatility (1Y)

Calculated over the trailing 1-year period

45.87%

66.74%

-20.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.22%

55.71%

-22.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.91%

56.99%

-23.08%

Dividends

FANUY vs. AMD - Dividend Comparison

Neither FANUY nor AMD has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Financials

FANUY vs. AMD - Financials Comparison

This section allows you to compare key financial metrics between Fanuc Corporation and Advanced Micro Devices, Inc.. 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


0.0050.00B100.00B150.00B200.00B20222023202420252026
238.83B
10.25B
(FANUY) Total Revenue
(AMD) Total Revenue
Please note, different currencies. FANUY values in JPY, AMD values in USD

FANUY vs. AMD - Profitability Comparison

The chart below illustrates the profitability comparison between Fanuc Corporation and Advanced Micro Devices, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

35.0%40.0%45.0%50.0%55.0%20222023202420252026
40.2%
52.8%
Portfolio components
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%.

AMD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported a gross profit of 5.42B and revenue of 10.25B. Therefore, the gross margin over that period was 52.8%.

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%.

AMD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported an operating income of 1.48B and revenue of 10.25B, resulting in an operating margin of 14.4%.

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%.

AMD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Advanced Micro Devices, Inc. reported a net income of 1.38B and revenue of 10.25B, resulting in a net margin of 13.5%.


Frequently Asked Questions


FANUY and AMD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMD has higher volatility (22.71%) compared to FANUY (17.58%). In terms of maximum drawdown, FANUY dropped -79.98% vs AMD's -96.59%.

AMD currently has the higher Sharpe Ratio (5.01 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.

Portfolio Optimizer

Find the right allocation for FANUY and AMD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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