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CFR.SW vs. LVMUY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CFR.SW vs. LVMUY - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Compagnie Financière Richemont SA (CFR.SW) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CFR.SW is traded in CHF, while LVMUY is traded in USD. To make them comparable, the LVMUY values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, CFR.SW achieves a -4.13% return, which is significantly higher than LVMUY's -28.27% return. Over the past 10 years, CFR.SW has outperformed LVMUY with an annualized return of 13.59%, while LVMUY has yielded a comparatively lower 12.51% annualized return.


CFR.SW

1D
-1.46%
1M
12.90%
YTD
-4.13%
6M
-4.96%
1Y
9.63%
3Y*
6.81%
5Y*
10.54%
10Y*
13.59%

LVMUY

1D
-2.74%
1M
3.81%
YTD
-28.27%
6M
-27.26%
1Y
-2.67%
3Y*
-17.68%
5Y*
-8.17%
10Y*
12.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CFR.SW vs. LVMUY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFR.SW
Compagnie Financière Richemont SA
-4.13%27.29%21.98%-0.50%-9.56%74.64%7.45%23.87%-26.93%33.67%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-28.27%3.20%-11.54%3.69%-9.62%38.08%25.42%59.54%2.59%52.73%

Correlation

The correlation between CFR.SW and LVMUY is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2007

0.55

The correlation between CFR.SW and LVMUY has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.

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Return for Risk

CFR.SW vs. LVMUY — Risk / Return Rank

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

CFR.SW
CFR.SW Risk / Return Rank: 4949
Overall Rank
CFR.SW Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CFR.SW Sortino Ratio Rank: 4747
Sortino Ratio Rank
CFR.SW Omega Ratio Rank: 4545
Omega Ratio Rank
CFR.SW Calmar Ratio Rank: 4949
Calmar Ratio Rank
CFR.SW Martin Ratio Rank: 5151
Martin Ratio Rank

LVMUY
LVMUY Risk / Return Rank: 3939
Overall Rank
LVMUY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LVMUY Sortino Ratio Rank: 3636
Sortino Ratio Rank
LVMUY Omega Ratio Rank: 3535
Omega Ratio Rank
LVMUY Calmar Ratio Rank: 4141
Calmar Ratio Rank
LVMUY Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CFR.SW vs. LVMUY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compagnie Financière Richemont SA (CFR.SW) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY). 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.


CFR.SWLVMUYDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

1.09

1.01

+0.07

Calmar ratioReturn relative to maximum drawdown

0.38

-0.08

+0.46

Martin ratioReturn relative to average drawdown

0.94

-0.17

+1.11

CFR.SW vs. LVMUY - Sharpe Ratio Comparison

The current CFR.SW Sharpe Ratio is 0.34, which is higher than the LVMUY Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of CFR.SW and LVMUY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CFR.SWLVMUYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

-0.09

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

-0.26

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.41

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.20

+0.16

Drawdowns

CFR.SW vs. LVMUY - Drawdown Comparison

The maximum CFR.SW drawdown since its inception was -73.71%, smaller than the maximum LVMUY drawdown of -79.18%. Use the drawdown chart below to compare losses from any high point for CFR.SW and LVMUY.


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Drawdown Indicators


CFR.SWLVMUYDifference

Max Drawdown

Largest peak-to-trough decline

-73.71%

-79.18%

+5.47%

Max Drawdown (1Y)

Largest decline over 1 year

-26.10%

-32.12%

+6.02%

Max Drawdown (3Y)

Largest decline over 3 years

-30.21%

-50.42%

+20.21%

Max Drawdown (5Y)

Largest decline over 5 years

-36.61%

-52.02%

+15.41%

Max Drawdown (10Y)

Largest decline over 10 years

-47.58%

-52.02%

+4.44%

Current Drawdown

Current decline from peak

-8.96%

-49.24%

+40.28%

Average Drawdown

Average peak-to-trough decline

-18.11%

-25.04%

+6.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.45%

16.03%

-5.58%

Volatility

CFR.SW vs. LVMUY - Volatility Comparison

Compagnie Financière Richemont SA (CFR.SW) and LVMH Moët Hennessy - Louis Vuitton, Société Européenne (LVMUY) have volatilities of 9.45% and 9.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFR.SWLVMUYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.45%

9.91%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

22.36%

21.73%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

28.94%

31.10%

-2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.17%

31.33%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.82%

30.54%

+0.28%

Dividends

CFR.SW vs. LVMUY - Dividend Comparison

CFR.SW's dividend yield for the trailing twelve months is around 1.82%, less than LVMUY's 2.82% yield.


PositionTTM20252024202320222021202020192018201720162015
CFR.SW
Compagnie Financière Richemont SA
1.82%1.74%1.99%3.02%2.71%1.46%1.67%2.63%3.02%2.04%2.52%2.22%
LVMUY
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
2.82%1.92%2.14%1.65%1.78%0.99%1.64%1.49%2.21%2.67%4.16%12.95%

Financials

CFR.SW vs. LVMUY - Financials Comparison

This section allows you to compare key financial metrics between Compagnie Financière Richemont SA and LVMH Moët Hennessy - Louis Vuitton, Société Européenne. 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


Please note, different currencies. CFR.SW values in CHF, LVMUY values in USD

Frequently Asked Questions


CFR.SW and LVMUY have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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