FANUY vs. EWT
FANUY (Fanuc Corporation) is a stock, while EWT (iShares MSCI Taiwan ETF) is Asia Pacific Equities fund tracking the MSCI Taiwan Index. Over the past 10 years, FANUY returned 0.31%/yr vs 19.90%/yr for EWT. At a 0.42 correlation, their price movements are largely independent.
Performance
FANUY vs. EWT - Performance Comparison
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Returns By Period
In the year-to-date period, FANUY achieves a 27.48% return, which is significantly lower than EWT's 68.27% return. Over the past 10 years, FANUY has underperformed EWT with an annualized return of 0.31%, while EWT has yielded a comparatively higher 19.90% annualized return.
FANUY
- 1D
- 2.82%
- 1M
- 15.01%
- YTD
- 27.48%
- 6M
- 44.98%
- 1Y
- 87.04%
- 3Y*
- 13.30%
- 5Y*
- 1.35%
- 10Y*
- 0.31%
EWT
- 1D
- -0.20%
- 1M
- 18.24%
- YTD
- 68.27%
- 6M
- 72.42%
- 1Y
- 110.37%
- 3Y*
- 38.34%
- 5Y*
- 18.33%
- 10Y*
- 19.90%
FANUY vs. EWT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FANUY Fanuc Corporation | 27.48% | 51.15% | -9.96% | -1.61% | -30.16% | -13.77% | 34.04% | 22.31% | -37.35% | 44.38% |
EWT iShares MSCI Taiwan ETF | 68.27% | 28.38% | 16.11% | 23.97% | -28.90% | 26.18% | 31.50% | 33.36% | -9.90% | 26.81% |
Correlation
The correlation between FANUY and EWT is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2008 | 0.42 |
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Return for Risk
FANUY vs. EWT — Risk / Return Rank
FANUY
EWT
FANUY vs. EWT - Risk-Adjusted Trends Comparison
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.
| FANUY | EWT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.69 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 10.56 | -7.06 |
| Martin ratioReturn relative to average drawdown | 10.84 | 32.40 | -21.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FANUY | EWT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 4.42 | -2.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.82 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.92 | -0.92 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.26 | -0.31 |
Drawdowns
FANUY vs. EWT - Drawdown Comparison
The maximum FANUY drawdown since its inception was -79.98%, which is greater than EWT's maximum drawdown of -64.37%. Use the drawdown chart below to compare losses from any high point for FANUY and EWT.
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Drawdown Indicators
| FANUY | EWT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.98% | -64.37% | -15.61% |
Max Drawdown (1Y)Largest decline over 1 year | -24.99% | -10.51% | -14.48% |
Max Drawdown (3Y)Largest decline over 3 years | -40.05% | -25.66% | -14.39% |
Max Drawdown (5Y)Largest decline over 5 years | -55.55% | -38.88% | -16.67% |
Max Drawdown (10Y)Largest decline over 10 years | -64.73% | -38.88% | -25.85% |
Current DrawdownCurrent decline from peak | -54.45% | -0.20% | -54.25% |
Average DrawdownAverage peak-to-trough decline | -53.57% | -19.23% | -34.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.06% | 3.42% | +4.64% |
Volatility
FANUY vs. EWT - Volatility Comparison
Fanuc Corporation (FANUY) has a higher volatility of 17.73% compared to iShares MSCI Taiwan ETF (EWT) at 10.43%. 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.
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Volatility by Period
| FANUY | EWT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.73% | 10.43% | +7.30% |
Volatility (6M)Calculated over the trailing 6-month period | 35.12% | 20.52% | +14.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.22% | 25.10% | +19.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.82% | 22.59% | +10.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.72% | 21.60% | +12.12% |
Dividends
FANUY vs. EWT - Dividend Comparison
FANUY has not paid dividends to shareholders, while EWT's dividend yield for the trailing twelve months is around 2.63%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWT iShares MSCI Taiwan ETF | 2.63% | 4.43% | 3.32% | 8.12% | 18.82% | 0.55% | 1.83% | 2.49% | 3.16% | 2.81% | 2.39% | 3.12% |
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% |
Frequently Asked Questions
FANUY and EWT have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FANUY has higher volatility (17.73%) compared to EWT (10.43%). In terms of maximum drawdown, FANUY dropped -79.98% vs EWT's -64.37%.
EWT currently has the higher Sharpe Ratio (4.42 vs 1.98), 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.
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