FANUY vs. EWT

In the year-to-date period, FANUY achieves a -0.84% return, which is significantly higher than EWT's -1.56% return. Over the past 10 years, FANUY has underperformed EWT with an annualized return of -3.17%, while EWT has yielded a comparatively higher 9.55% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Fanuc Corporation (FANUY) and iShares MSCI Taiwan ETF (EWT). 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 current FANUY Sharpe Ratio is -0.33, which is lower than the EWT Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of FANUY and EWT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FANUY has not paid dividends to shareholders, while EWT's dividend yield for the trailing twelve months is around 3.37%.

The maximum FANUY drawdown since its inception was -60.38%, smaller than the maximum EWT drawdown of -64.26%. Use the drawdown chart below to compare losses from any high point for FANUY and EWT. For additional features, visit the drawdowns tool.

Fanuc Corporation (FANUY) has a higher volatility of 17.47% compared to iShares MSCI Taiwan ETF (EWT) at 16.30%. This indicates that FANUY's price experiences larger fluctuations and is considered to be riskier than EWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.