Correlation
The correlation between FANUY and VOO is 0.46, 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. VOO
Compare and contrast key facts about Fanuc Corporation (FANUY) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FANUY or VOO.
Performance
FANUY vs. VOO - Performance Comparison
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Key characteristics
FANUY:
-0.16
VOO:
0.74
FANUY:
-0.11
VOO:
1.04
FANUY:
0.99
VOO:
1.15
FANUY:
-0.13
VOO:
0.68
FANUY:
-0.78
VOO:
2.58
FANUY:
10.27%
VOO:
4.93%
FANUY:
34.21%
VOO:
19.54%
FANUY:
-60.38%
VOO:
-33.99%
FANUY:
-51.49%
VOO:
-3.55%
Returns By Period
In the year-to-date period, FANUY achieves a 2.45% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, FANUY has underperformed VOO with an annualized return of -2.96%, while VOO has yielded a comparatively higher 12.81% annualized return.
FANUY
2.45%
5.28%
3.01%
-4.37%
-6.32%
-5.62%
-2.96%
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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Risk-Adjusted Performance
FANUY vs. VOO — Risk-Adjusted Performance Rank
FANUY
VOO
FANUY vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fanuc Corporation (FANUY) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
FANUY has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
FANUY vs. VOO - Drawdown Comparison
The maximum FANUY drawdown since its inception was -60.38%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FANUY and VOO.
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Volatility
FANUY vs. VOO - Volatility Comparison
Fanuc Corporation (FANUY) has a higher volatility of 9.07% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. This indicates that FANUY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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