CFR.SW vs. RACE

Last updated Apr 1, 2026

Compare and contrast key facts about Compagnie Financière Richemont SA (CFR.SW) and Ferrari N.V. (RACE).

Performance

CFR.SW vs. RACE - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in Compagnie Financière Richemont SA (CFR.SW) and Ferrari N.V. (RACE). The values are adjusted to include any dividend payments, if applicable.

CFR.SW vs. RACE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CFR.SW Compagnie Financière Richemont SA	-19.47%	27.29%	21.98%	-0.50%	-9.56%	74.64%	7.45%	23.87%	-26.93%	33.67%
RACE Ferrari N.V.	-7.90%	-22.80%	36.30%	44.87%	-15.54%	16.66%	27.93%	65.01%	-3.54%	74.23%

Different Trading Currencies

CFR.SW is traded in CHF, while RACE is traded in USD. To make them comparable, the RACE 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 -19.47% return, which is significantly lower than RACE's -7.90% return. Over the past 10 years, CFR.SW has underperformed RACE with an annualized return of 11.03%, while RACE has yielded a comparatively higher 22.28% annualized return.

CFR.SW

• 1D: 0.98%
• 1M: -11.89%
• YTD: -19.47%
• 6M: -8.61%
• 1Y: -7.58%
• 3Y*: 0.74%
• 5Y*: 11.31%
• 10Y*: 11.03%

RACE

• 1D: 3.35%
• 1M: -7.51%
• YTD: -7.90%
• 6M: -30.03%
• 1Y: -27.52%
• 3Y*: 3.89%
• 5Y*: 7.50%
• 10Y*: 22.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CFR.SW vs. RACE — 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: 26
CFR.SW Sharpe Ratio Rank: 30
CFR.SW Sortino Ratio Rank: 27
CFR.SW Omega Ratio Rank: 27
CFR.SW Calmar Ratio Rank: 26
CFR.SW Martin Ratio Rank: 22

RACE

RACE Risk / Return Rank: 21
RACE Sharpe Ratio Rank: 17
RACE Sortino Ratio Rank: 18
RACE Omega Ratio Rank: 17
RACE Calmar Ratio Rank: 26
RACE Martin Ratio Rank: 25

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. RACE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compagnie Financière Richemont SA (CFR.SW) and Ferrari N.V. (RACE). 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.SW	RACE	Difference
Sharpe ratio Return per unit of total volatility	-0.25	-0.77	+0.52
Sortino ratio Return per unit of downside risk	-0.16	-0.94	+0.78
Omega ratio Gain probability vs. loss probability	0.98	0.87	+0.11
Calmar ratio Return relative to maximum drawdown	-0.48	-0.68	+0.19
Martin ratio Return relative to average drawdown	-1.09	-1.27	+0.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CFR.SW vs. RACE - Sharpe Ratio Comparison

The current CFR.SW Sharpe Ratio is -0.25, which is higher than the RACE Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of CFR.SW and RACE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CFR.SW	RACE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.25	-0.77	+0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.26	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.76	-0.40
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.59	-0.24

Correlation

The correlation between CFR.SW and RACE is 0.35, 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.

Dividends

CFR.SW vs. RACE - Dividend Comparison

CFR.SW's dividend yield for the trailing twelve months is around 2.17%, more than RACE's 2.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CFR.SW Compagnie Financière Richemont SA	2.17%	1.74%	1.99%	3.02%	2.71%	1.46%	1.67%	2.63%	3.02%	2.04%	2.52%	2.22%
RACE Ferrari N.V.	2.02%	1.85%	0.61%	0.59%	0.69%	0.40%	0.54%	0.70%	0.88%	0.61%	0.79%	0.00%

Drawdowns

CFR.SW vs. RACE - Drawdown Comparison

The maximum CFR.SW drawdown since its inception was -73.71%, which is greater than RACE's maximum drawdown of -44.85%. Use the drawdown chart below to compare losses from any high point for CFR.SW and RACE.

Drawdown Indicators

	CFR.SW	RACE	Difference
Max Drawdown Largest peak-to-trough decline	-73.71%	-43.61%	-30.10%
Max Drawdown (1Y) Largest decline over 1 year	-26.10%	-39.22%	+13.12%
Max Drawdown (5Y) Largest decline over 5 years	-36.61%	-39.22%	+2.61%
Max Drawdown (10Y) Largest decline over 10 years	-47.58%	-39.22%	-8.36%
Current Drawdown Current decline from peak	-23.53%	-34.62%	+11.09%
Average Drawdown Average peak-to-trough decline	-18.13%	-10.61%	-7.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.61%	20.48%	-8.87%

Volatility

CFR.SW vs. RACE - Volatility Comparison

Compagnie Financière Richemont SA (CFR.SW) has a higher volatility of 10.29% compared to Ferrari N.V. (RACE) at 9.09%. This indicates that CFR.SW's price experiences larger fluctuations and is considered to be riskier than RACE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CFR.SW	RACE	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.29%	9.09%	+1.20%
Volatility (6M) Calculated over the trailing 6-month period	21.42%	27.16%	-5.74%
Volatility (1Y) Calculated over the trailing 1-year period	30.44%	35.66%	-5.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.89%	28.64%	+5.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.69%	29.55%	+1.14%

Financials