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FANUY vs. MA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FANUY and MA 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.


-0.50.00.51.0
Correlation: 0.4

Performance

FANUY vs. MA - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%December2025FebruaryMarchAprilMay
174.37%
3,476.46%
FANUY
MA

Key characteristics

Sharpe Ratio

FANUY:

-0.34

MA:

1.17

Sortino Ratio

FANUY:

-0.27

MA:

1.65

Omega Ratio

FANUY:

0.97

MA:

1.24

Calmar Ratio

FANUY:

-0.19

MA:

1.48

Martin Ratio

FANUY:

-0.96

MA:

6.18

Ulcer Index

FANUY:

11.75%

MA:

4.00%

Daily Std Dev

FANUY:

33.75%

MA:

20.99%

Max Drawdown

FANUY:

-60.38%

MA:

-62.67%

Current Drawdown

FANUY:

-53.12%

MA:

-2.78%

Fundamentals

Market Cap

FANUY:

$23.86B

MA:

$496.43B

EPS

FANUY:

$0.55

MA:

$13.87

PE Ratio

FANUY:

23.16

MA:

39.41

PEG Ratio

FANUY:

2.10

MA:

2.16

PS Ratio

FANUY:

0.03

MA:

17.61

PB Ratio

FANUY:

1.95

MA:

75.58

Total Revenue (TTM)

FANUY:

$195.10B

MA:

$29.07B

Gross Profit (TTM)

FANUY:

$67.76B

MA:

$22.22B

EBITDA (TTM)

FANUY:

$45.21B

MA:

$17.00B

Returns By Period

In the year-to-date period, FANUY achieves a -1.00% return, which is significantly lower than MA's 6.56% return. Over the past 10 years, FANUY has underperformed MA with an annualized return of -3.25%, while MA has yielded a comparatively higher 20.73% annualized return.


FANUY

YTD

-1.00%

1M

-5.07%

6M

-3.51%

1Y

-14.45%

5Y*

-4.05%

10Y*

-3.25%

MA

YTD

6.56%

1M

2.36%

6M

10.44%

1Y

27.57%

5Y*

16.49%

10Y*

20.73%

*Annualized

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Risk-Adjusted Performance

FANUY vs. MA — Risk-Adjusted Performance Rank

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

FANUY
The Risk-Adjusted Performance Rank of FANUY is 3232
Overall Rank
The Sharpe Ratio Rank of FANUY is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of FANUY is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FANUY is 3030
Omega Ratio Rank
The Calmar Ratio Rank of FANUY is 3939
Calmar Ratio Rank
The Martin Ratio Rank of FANUY is 2929
Martin Ratio Rank

MA
The Risk-Adjusted Performance Rank of MA is 8686
Overall Rank
The Sharpe Ratio Rank of MA is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of MA is 8080
Sortino Ratio Rank
The Omega Ratio Rank of MA is 8282
Omega Ratio Rank
The Calmar Ratio Rank of MA is 9090
Calmar Ratio Rank
The Martin Ratio Rank of MA is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FANUY vs. MA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fanuc Corporation (FANUY) and Mastercard Inc (MA). 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 chart of Sharpe ratio for FANUY, currently valued at -0.34, compared to the broader market-2.00-1.000.001.002.003.00
FANUY: -0.34
MA: 1.17
The chart of Sortino ratio for FANUY, currently valued at -0.27, compared to the broader market-6.00-4.00-2.000.002.004.00
FANUY: -0.27
MA: 1.65
The chart of Omega ratio for FANUY, currently valued at 0.97, compared to the broader market0.501.001.502.00
FANUY: 0.97
MA: 1.24
The chart of Calmar ratio for FANUY, currently valued at -0.19, compared to the broader market0.001.002.003.004.005.00
FANUY: -0.19
MA: 1.48
The chart of Martin ratio for FANUY, currently valued at -0.96, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
FANUY: -0.96
MA: 6.18

The current FANUY Sharpe Ratio is -0.34, which is lower than the MA Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FANUY and MA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.34
1.17
FANUY
MA

Dividends

FANUY vs. MA - Dividend Comparison

FANUY has not paid dividends to shareholders, while MA's dividend yield for the trailing twelve months is around 0.51%.


TTM20242023202220212020201920182017201620152014
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%
MA
Mastercard Inc
0.51%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%

Drawdowns

FANUY vs. MA - Drawdown Comparison

The maximum FANUY drawdown since its inception was -60.38%, roughly equal to the maximum MA drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for FANUY and MA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-53.12%
-2.78%
FANUY
MA

Volatility

FANUY vs. MA - Volatility Comparison

Fanuc Corporation (FANUY) has a higher volatility of 17.45% compared to Mastercard Inc (MA) at 13.37%. This indicates that FANUY's price experiences larger fluctuations and is considered to be riskier than MA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
17.45%
13.37%
FANUY
MA

Financials

FANUY vs. MA - Financials Comparison

This section allows you to compare key financial metrics between Fanuc Corporation and Mastercard 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


0.0050.00B100.00B150.00B200.00B20212022202320242025
195.10B
7.25B
(FANUY) Total Revenue
(MA) Total Revenue
Values in USD except per share items