FANUY vs. TSM
FANUY (Fanuc Corporation) and TSM (Taiwan Semiconductor Manufacturing Company Limited) are both stocks. FANUY operates in Specialty Industrial Machinery (Industrials), while TSM operates in Semiconductors (Technology). Over the past 10 years, FANUY returned 0.03%/yr vs 36.48%/yr for TSM. At a 0.34 correlation, their price movements are largely independent.
Performance
FANUY vs. TSM - Performance Comparison
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Returns By Period
In the year-to-date period, FANUY achieves a 25.10% return, which is significantly lower than TSM's 46.82% return. Over the past 10 years, FANUY has underperformed TSM with an annualized return of 0.03%, while TSM has yielded a comparatively higher 36.48% annualized return.
FANUY
- 1D
- -1.86%
- 1M
- 10.78%
- YTD
- 25.10%
- 6M
- 27.32%
- 1Y
- 84.52%
- 3Y*
- 11.56%
- 5Y*
- 0.97%
- 10Y*
- 0.03%
TSM
- 1D
- 1.88%
- 1M
- 12.81%
- YTD
- 46.82%
- 6M
- 52.71%
- 1Y
- 122.48%
- 3Y*
- 68.00%
- 5Y*
- 32.24%
- 10Y*
- 36.48%
FANUY vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FANUY Fanuc Corporation | 25.10% | 51.15% | -9.96% | -1.61% | -30.16% | -13.77% | 34.04% | 22.31% | -37.35% | 44.38% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 46.82% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
Correlation
The correlation between FANUY and TSM is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2008 | 0.34 |
Fundamentals
FANUY:
$45.45B
TSM:
$2.31T
FANUY:
$90.48
TSM:
$373.98
FANUY:
0.27
TSM:
1.19
FANUY:
0.05
TSM:
0.03
FANUY:
0.05
TSM:
0.56
FANUY:
0.02
TSM:
0.39
FANUY:
$869.72B
TSM:
$4.13T
FANUY:
$332.99B
TSM:
$2.55T
FANUY:
$258.17B
TSM:
$3.14T
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Return for Risk
FANUY vs. TSM — Risk / Return Rank
FANUY
TSM
FANUY vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fanuc Corporation (FANUY) and Taiwan Semiconductor Manufacturing Company Limited (TSM). 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 | TSM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.49 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 6.79 | -3.39 |
| Martin ratioReturn relative to average drawdown | 10.51 | 24.45 | -13.94 |
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 | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 3.46 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.87 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.00 | 1.07 | -1.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.37 | -0.42 |
Drawdowns
FANUY vs. TSM - Drawdown Comparison
The maximum FANUY drawdown since its inception was -79.98%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for FANUY and TSM.
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Drawdown Indicators
| FANUY | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.98% | -89.08% | +9.10% |
Max Drawdown (1Y)Largest decline over 1 year | -24.99% | -18.14% | -6.85% |
Max Drawdown (3Y)Largest decline over 3 years | -40.05% | -36.82% | -3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -55.55% | -56.47% | +0.92% |
Max Drawdown (10Y)Largest decline over 10 years | -64.73% | -56.47% | -8.26% |
Current DrawdownCurrent decline from peak | -55.30% | -0.40% | -54.90% |
Average DrawdownAverage peak-to-trough decline | -53.57% | -42.88% | -10.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.07% | 5.03% | +3.04% |
Volatility
FANUY vs. TSM - Volatility Comparison
Fanuc Corporation (FANUY) has a higher volatility of 17.86% compared to Taiwan Semiconductor Manufacturing Company Limited (TSM) at 11.49%. This indicates that FANUY's price experiences larger fluctuations and is considered to be riskier than TSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FANUY | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.86% | 11.49% | +6.37% |
Volatility (6M)Calculated over the trailing 6-month period | 35.19% | 27.20% | +7.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.25% | 35.62% | +8.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.83% | 37.27% | -4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.71% | 34.11% | -0.40% |
Dividends
FANUY vs. TSM - Dividend Comparison
FANUY has not paid dividends to shareholders, while TSM's dividend yield for the trailing twelve months is around 0.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.75% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
Financials
FANUY vs. TSM - Financials Comparison
This section allows you to compare key financial metrics between Fanuc Corporation and Taiwan Semiconductor Manufacturing Company Limited. 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
FANUY vs. TSM - Profitability Comparison
FANUY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fanuc Corporation reported a gross profit of 95.97B and revenue of 238.83B. Therefore, the gross margin over that period was 40.2%.
TSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a gross profit of 759.06B and revenue of 1.15T. Therefore, the gross margin over that period was 66.3%.
FANUY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fanuc Corporation reported an operating income of 57.09B and revenue of 238.83B, resulting in an operating margin of 23.9%.
TSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported an operating income of 664.08B and revenue of 1.15T, resulting in an operating margin of 58.0%.
FANUY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fanuc Corporation reported a net income of 50.59B and revenue of 238.83B, resulting in a net margin of 21.2%.
TSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Taiwan Semiconductor Manufacturing Company Limited reported a net income of 578.40B and revenue of 1.15T, resulting in a net margin of 50.5%.
Frequently Asked Questions
FANUY and TSM have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FANUY has higher volatility (17.86%) compared to TSM (11.49%). In terms of maximum drawdown, FANUY dropped -79.98% vs TSM's -89.08%.
TSM currently has the higher Sharpe Ratio (3.46 vs 1.92), 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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