FANUY vs. SPRX
FANUY (Fanuc Corporation) is a stock, while SPRX (Spear Alpha ETF) is Technology Equities fund actively managed by Spear. Over the past 3 years, FANUY returned 10.12%/yr vs 44.06%/yr for SPRX. At a 0.44 correlation, their price movements are largely independent.
Performance
FANUY vs. SPRX - Performance Comparison
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Returns By Period
In the year-to-date period, FANUY achieves a 16.90% return, which is significantly lower than SPRX's 39.86% return.
FANUY
- 1D
- -0.18%
- 1M
- -12.02%
- YTD
- 16.90%
- 6M
- 19.35%
- 1Y
- 76.16%
- 3Y*
- 10.12%
- 5Y*
- -0.82%
- 10Y*
- -0.90%
SPRX
- 1D
- -1.83%
- 1M
- 1.78%
- YTD
- 39.86%
- 6M
- 34.88%
- 1Y
- 88.73%
- 3Y*
- 44.06%
- 5Y*
- —
- 10Y*
- —
FANUY vs. SPRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FANUY Fanuc Corporation | 16.90% | 51.15% | -9.96% | -1.61% | -30.16% | -7.72% |
SPRX Spear Alpha ETF | 39.86% | 41.91% | 20.58% | 88.02% | -44.99% | 9.15% |
Correlation
The correlation between FANUY and SPRX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2021 | 0.44 |
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Return for Risk
FANUY vs. SPRX — Risk / Return Rank
FANUY
SPRX
FANUY vs. SPRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fanuc Corporation (FANUY) and Spear Alpha ETF (SPRX). 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 | SPRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 3.68 | -0.62 |
| Martin ratioReturn relative to average drawdown | 8.73 | 11.35 | -2.63 |
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Drawdowns
FANUY vs. SPRX - Drawdown Comparison
The maximum FANUY drawdown since its inception was -79.98%, which is greater than SPRX's maximum drawdown of -51.21%. Use the drawdown chart below to compare losses from any high point for FANUY and SPRX.
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Drawdown Indicators
| FANUY | SPRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.98% | -51.21% | -28.77% |
Max Drawdown (1Y)Largest decline over 1 year | -24.99% | -24.21% | -0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -37.04% | -42.12% | +5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -55.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -64.73% | — | — |
Current DrawdownCurrent decline from peak | -58.23% | -8.38% | -49.85% |
Average DrawdownAverage peak-to-trough decline | -53.58% | -17.51% | -36.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.76% | 7.84% | +0.92% |
Volatility
FANUY vs. SPRX - Volatility Comparison
The current volatility for Fanuc Corporation (FANUY) is 17.95%, while Spear Alpha ETF (SPRX) has a volatility of 20.57%. This indicates that FANUY experiences smaller price fluctuations and is considered to be less risky than SPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FANUY | SPRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.95% | 20.57% | -2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 36.24% | 37.85% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.67% | 46.88% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.50% | 42.30% | -8.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.01% | 42.30% | -8.29% |
Dividends
FANUY vs. SPRX - Dividend Comparison
Neither FANUY nor SPRX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPRX Spear Alpha ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FANUY and SPRX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPRX has higher volatility (20.57%) compared to FANUY (17.95%). In terms of maximum drawdown, FANUY dropped -79.98% vs SPRX's -51.21%.
SPRX currently has the higher Sharpe Ratio (1.91 vs 1.64), 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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