FANUY vs. ASML
FANUY (Fanuc Corporation) and ASML (ASML Holding N.V.) are both stocks. FANUY operates in Specialty Industrial Machinery (Industrials), while ASML operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, FANUY returned -1.03%/yr vs 36.00%/yr for ASML. At a 0.35 correlation, their price movements are largely independent.
Performance
FANUY vs. ASML - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FANUY achieves a 12.53% return, which is significantly lower than ASML's 74.80% return. Over the past 10 years, FANUY has underperformed ASML with an annualized return of -1.03%, while ASML has yielded a comparatively higher 36.00% 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%
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 vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FANUY Fanuc Corporation | 12.53% | 51.15% | -9.96% | -1.61% | -30.16% | -13.77% | 34.04% | 22.31% | -37.35% | 44.38% |
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% |
Correlation
The correlation between FANUY and ASML 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
FANUY:
$40.88B
ASML:
$718.77B
FANUY:
¥90.48
ASML:
€25.86
FANUY:
38.79
ASML:
62.30
FANUY:
7.44
ASML:
4.10
FANUY:
7.53
ASML:
18.51
FANUY:
3.50
ASML:
29.83
FANUY:
¥869.72B
ASML:
€33.69B
FANUY:
¥332.99B
ASML:
€17.72B
FANUY:
¥258.17B
ASML:
€12.99B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FANUY vs. ASML — Risk / Return Rank
FANUY
ASML
FANUY vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fanuc Corporation (FANUY) and ASML Holding N.V. (ASML). 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.
| FANUY | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.45 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 7.83 | -5.19 |
| Martin ratioReturn relative to average drawdown | 7.72 | 21.08 | -13.36 |
Loading charts...
Drawdowns
FANUY vs. ASML - Drawdown Comparison
The maximum FANUY drawdown since its inception was -79.98%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for FANUY and ASML.
Loading charts...
Drawdown Indicators
| FANUY | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.98% | -90.00% | +10.02% |
Max Drawdown (1Y)Largest decline over 1 year | -24.99% | -17.85% | -7.14% |
Max Drawdown (3Y)Largest decline over 3 years | -40.05% | -45.38% | +5.33% |
Max Drawdown (5Y)Largest decline over 5 years | -55.55% | -56.84% | +1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -64.73% | -56.84% | -7.89% |
Current DrawdownCurrent decline from peak | -59.79% | -1.89% | -57.90% |
Average DrawdownAverage peak-to-trough decline | -53.57% | -28.12% | -25.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.51% | 6.63% | +1.88% |
Volatility
FANUY vs. ASML - Volatility Comparison
Fanuc Corporation (FANUY) and ASML Holding N.V. (ASML) have volatilities of 17.58% and 17.27%, 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.
Loading charts...
Volatility by Period
| FANUY | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.58% | 17.27% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 35.44% | 34.58% | +0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.87% | 42.75% | +3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.22% | 42.44% | -9.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.91% | 38.72% | -4.81% |
Dividends
FANUY vs. ASML - Dividend Comparison
FANUY has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.47%.
| 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
FANUY vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Fanuc Corporation and ASML Holding N.V.. 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
FANUY vs. ASML - Profitability Comparison
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 - 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 - 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 - 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 - 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%.
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%.
Frequently Asked Questions
FANUY and ASML 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.
FANUY has higher volatility (17.58%) compared to ASML (17.27%). In terms of maximum drawdown, FANUY dropped -79.98% vs ASML's -90.00%.
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.
Find the right allocation for FANUY and ASML
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer