Correlation
The correlation between FANUY and GS is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
FANUY vs. GS
Compare and contrast key facts about Fanuc Corporation (FANUY) and The Goldman Sachs Group, Inc. (GS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FANUY or GS.
Performance
FANUY vs. GS - Performance Comparison
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Key characteristics
FANUY:
-0.16
GS:
1.06
FANUY:
-0.11
GS:
1.56
FANUY:
0.99
GS:
1.22
FANUY:
-0.13
GS:
1.10
FANUY:
-0.78
GS:
3.60
FANUY:
10.27%
GS:
9.47%
FANUY:
34.21%
GS:
34.35%
FANUY:
-60.38%
GS:
-78.84%
FANUY:
-51.49%
GS:
-9.78%
Fundamentals
FANUY:
$25.09B
GS:
$185.60B
FANUY:
$0.54
GS:
$42.75
FANUY:
24.74
GS:
14.05
FANUY:
2.27
GS:
3.43
FANUY:
0.03
GS:
3.50
FANUY:
2.11
GS:
1.69
FANUY:
$195.10B
GS:
$126.24B
FANUY:
$67.76B
GS:
$53.04B
FANUY:
$45.21B
GS:
$21.08B
Returns By Period
In the year-to-date period, FANUY achieves a 2.45% return, which is significantly lower than GS's 5.91% return. Over the past 10 years, FANUY has underperformed GS with an annualized return of -2.96%, while GS has yielded a comparatively higher 13.53% annualized return.
FANUY
2.45%
5.28%
3.01%
-4.37%
-6.32%
-5.62%
-2.96%
GS
5.91%
8.96%
0.14%
34.29%
25.75%
28.07%
13.53%
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Risk-Adjusted Performance
FANUY vs. GS — Risk-Adjusted Performance Rank
FANUY
GS
FANUY vs. GS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fanuc Corporation (FANUY) and The Goldman Sachs Group, Inc. (GS). 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.
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Dividends
FANUY vs. GS - Dividend Comparison
FANUY has not paid dividends to shareholders, while GS's dividend yield for the trailing twelve months is around 2.00%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FANUY Fanuc Corporation | 0.00% | 0.00% | 2.22% | 2.49% | 1.90% | 1.00% | 2.67% | 5.28% | 1.76% | 2.20% | 7.52% | 3.17% |
GS The Goldman Sachs Group, Inc. | 2.00% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% |
Drawdowns
FANUY vs. GS - Drawdown Comparison
The maximum FANUY drawdown since its inception was -60.38%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for FANUY and GS.
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Volatility
FANUY vs. GS - Volatility Comparison
Fanuc Corporation (FANUY) has a higher volatility of 9.07% compared to The Goldman Sachs Group, Inc. (GS) at 7.55%. This indicates that FANUY's price experiences larger fluctuations and is considered to be riskier than GS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Financials
FANUY vs. GS - Financials Comparison
This section allows you to compare key financial metrics between Fanuc Corporation and The Goldman Sachs Group, 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.
Total Revenue: Total amount of money received from sales and other business activities