CFR.SW vs. SPY
Compare and contrast key facts about Compagnie Financière Richemont SA (CFR.SW) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFR.SW or SPY.
Key characteristics
| CFR.SW | SPY | |
|---|---|---|
| YTD Return | 18.75% | 11.58% |
| 1Y Return | -9.31% | 29.17% |
| 3Y Return (Ann) | 15.36% | 9.98% |
| 5Y Return (Ann) | 15.61% | 14.95% |
| 10Y Return (Ann) | 6.38% | 12.88% |
| Sharpe Ratio | -0.33 | 2.67 |
| Daily Std Dev | 30.06% | 11.53% |
| Max Drawdown | -66.93% | -55.19% |
| Current Drawdown | -9.78% | -0.21% |
Correlation
The correlation between CFR.SW and SPY is 0.29, 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. SPY - Performance Comparison
In the year-to-date period, CFR.SW achieves a 18.75% return, which is significantly higher than SPY's 11.58% return. Over the past 10 years, CFR.SW has underperformed SPY with an annualized return of 6.38%, while SPY has yielded a comparatively higher 12.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
CFR.SW vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Compagnie Financière Richemont SA (CFR.SW) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
CFR.SW's dividend yield for the trailing twelve months is around 1.82%, more than SPY's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFR.SW Compagnie Financière Richemont SA | 1.82% | 2.16% | 0.83% | 1.46% | 1.25% | 2.63% | 3.02% | 2.04% | 2.52% | 2.22% | 1.58% | 1.13% |
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
CFR.SW vs. SPY - Drawdown Comparison
The maximum CFR.SW drawdown since its inception was -66.93%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CFR.SW and SPY. For additional features, visit the drawdowns tool.
Volatility
CFR.SW vs. SPY - Volatility Comparison
Compagnie Financière Richemont SA (CFR.SW) has a higher volatility of 6.35% compared to SPDR S&P 500 ETF (SPY) at 3.40%. This indicates that CFR.SW's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.