CFR.SW vs. FMX
Compare and contrast key facts about Compagnie Financière Richemont SA (CFR.SW) and Fomento Económico Mexicano, S.A.B. de C.V. (FMX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFR.SW or FMX.
Key characteristics
CFR.SW | FMX | |
---|---|---|
YTD Return | 12.03% | -22.49% |
1Y Return | 23.55% | 1.31% |
3Y Return (Ann) | 7.27% | 8.33% |
5Y Return (Ann) | 14.15% | 3.72% |
10Y Return (Ann) | 7.51% | 2.62% |
Sharpe Ratio | 0.77 | 0.01 |
Sortino Ratio | 1.37 | 0.20 |
Omega Ratio | 1.16 | 1.03 |
Calmar Ratio | 0.72 | 0.01 |
Martin Ratio | 2.43 | 0.02 |
Ulcer Index | 9.16% | 16.83% |
Daily Std Dev | 28.81% | 27.45% |
Max Drawdown | -73.71% | -61.02% |
Current Drawdown | -14.14% | -28.93% |
Fundamentals
CFR.SW | FMX | |
---|---|---|
Market Cap | CHF 74.05B | $173.00B |
EPS | CHF 6.21 | $4.90 |
PE Ratio | 20.37 | 19.59 |
PEG Ratio | 3.96 | 0.38 |
Total Revenue (TTM) | CHF 10.40B | $540.53B |
Gross Profit (TTM) | CHF 7.06B | $226.33B |
EBITDA (TTM) | CHF 2.51B | $63.63B |
Correlation
The correlation between CFR.SW and FMX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CFR.SW vs. FMX - Performance Comparison
In the year-to-date period, CFR.SW achieves a 12.03% return, which is significantly higher than FMX's -22.49% return. Over the past 10 years, CFR.SW has outperformed FMX with an annualized return of 7.51%, while FMX has yielded a comparatively lower 2.62% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CFR.SW vs. FMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Compagnie Financière Richemont SA (CFR.SW) and Fomento Económico Mexicano, S.A.B. de C.V. (FMX). 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.
Dividends
CFR.SW vs. FMX - Dividend Comparison
CFR.SW's dividend yield for the trailing twelve months is around 2.17%, less than FMX's 4.26% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Compagnie Financière Richemont SA | 2.17% | 3.02% | 2.71% | 1.46% | 1.67% | 2.63% | 3.02% | 2.04% | 2.52% | 2.22% | 1.58% | 1.13% |
Fomento Económico Mexicano, S.A.B. de C.V. | 4.26% | 1.60% | 2.16% | 1.47% | 1.88% | 1.61% | 1.73% | 1.45% | 1.84% | 1.53% | 0.00% | 3.22% |
Drawdowns
CFR.SW vs. FMX - Drawdown Comparison
The maximum CFR.SW drawdown since its inception was -73.71%, which is greater than FMX's maximum drawdown of -61.02%. Use the drawdown chart below to compare losses from any high point for CFR.SW and FMX. For additional features, visit the drawdowns tool.
Volatility
CFR.SW vs. FMX - Volatility Comparison
Compagnie Financière Richemont SA (CFR.SW) has a higher volatility of 12.03% compared to Fomento Económico Mexicano, S.A.B. de C.V. (FMX) at 4.02%. This indicates that CFR.SW's price experiences larger fluctuations and is considered to be riskier than FMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CFR.SW vs. FMX - Financials Comparison
This section allows you to compare key financial metrics between Compagnie Financière Richemont SA and Fomento Económico Mexicano, S.A.B. de C.V.. 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