Correlation
The correlation between CFRUY and DGX is 0.47, 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.
CFRUY vs. DGX
Compare and contrast key facts about Compagnie Financiere Richemont (CFRUY) and Quest Diagnostics Incorporated (DGX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFRUY or DGX.
Performance
CFRUY vs. DGX - Performance Comparison
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Key characteristics
CFRUY:
0.64
DGX:
1.22
CFRUY:
1.21
DGX:
1.95
CFRUY:
1.16
DGX:
1.24
CFRUY:
0.82
DGX:
1.66
CFRUY:
2.04
DGX:
7.59
CFRUY:
10.78%
DGX:
3.60%
CFRUY:
34.96%
DGX:
22.27%
CFRUY:
-46.33%
DGX:
-49.46%
CFRUY:
-9.17%
DGX:
-2.89%
Fundamentals
CFRUY:
$110.74B
DGX:
$19.35B
CFRUY:
$0.72
DGX:
$7.97
CFRUY:
26.15
DGX:
21.75
CFRUY:
1.97
DGX:
1.54
CFRUY:
5.17
DGX:
1.91
CFRUY:
4.46
DGX:
2.79
Returns By Period
In the year-to-date period, CFRUY achieves a 23.74% return, which is significantly higher than DGX's 16.03% return. Both investments have delivered pretty close results over the past 10 years, with CFRUY having a 10.81% annualized return and DGX not far ahead at 11.06%.
CFRUY
23.74%
7.60%
35.20%
20.73%
22.76%
29.71%
10.81%
DGX
16.03%
-2.24%
7.61%
24.57%
9.52%
10.20%
11.06%
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Risk-Adjusted Performance
CFRUY vs. DGX — Risk-Adjusted Performance Rank
CFRUY
DGX
CFRUY vs. DGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Compagnie Financiere Richemont (CFRUY) and Quest Diagnostics Incorporated (DGX). 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
CFRUY vs. DGX - Dividend Comparison
CFRUY's dividend yield for the trailing twelve months is around 1.72%, less than DGX's 1.76% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 1.72% | 2.12% | 2.86% | 2.55% | 1.45% | 1.58% | 2.60% | 2.99% | 2.07% | 2.64% | 2.26% | 1.68% |
DGX Quest Diagnostics Incorporated | 1.76% | 1.96% | 2.02% | 2.08% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% | 1.92% |
Drawdowns
CFRUY vs. DGX - Drawdown Comparison
The maximum CFRUY drawdown since its inception was -46.33%, smaller than the maximum DGX drawdown of -49.46%. Use the drawdown chart below to compare losses from any high point for CFRUY and DGX.
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Volatility
CFRUY vs. DGX - Volatility Comparison
Compagnie Financiere Richemont (CFRUY) has a higher volatility of 9.44% compared to Quest Diagnostics Incorporated (DGX) at 6.06%. This indicates that CFRUY's price experiences larger fluctuations and is considered to be riskier than DGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Financials
CFRUY vs. DGX - Financials Comparison
This section allows you to compare key financial metrics between Compagnie Financiere Richemont and Quest Diagnostics Incorporated. 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