CFRUY vs. DGX
Compare and contrast key facts about Compagnie Financiere Richemont (CFRUY) and Quest Diagnostics Incorporated (DGX).
Performance
CFRUY vs. DGX - Performance Comparison
Loading graphics...
CFRUY vs. DGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | -16.49% | 44.64% | 12.76% | 10.15% | -10.95% | 70.67% | 15.96% | 23.07% | -27.42% | 39.00% |
DGX Quest Diagnostics Incorporated | 14.44% | 17.20% | 11.77% | -10.05% | -7.80% | 47.86% | 14.11% | 31.13% | -13.84% | 9.16% |
Fundamentals
CFRUY:
$42.33B
DGX:
$11.04B
CFRUY:
$28.56B
DGX:
$3.67B
CFRUY:
$11.82B
DGX:
$2.02B
Returns By Period
In the year-to-date period, CFRUY achieves a -16.49% return, which is significantly lower than DGX's 14.44% return. Both investments have delivered pretty close results over the past 10 years, with CFRUY having a 13.37% annualized return and DGX not far behind at 12.77%.
CFRUY
- 1D
- 1.75%
- 1M
- -5.47%
- YTD
- -16.49%
- 6M
- -5.91%
- 1Y
- 5.63%
- 3Y*
- 6.61%
- 5Y*
- 15.89%
- 10Y*
- 13.37%
DGX
- 1D
- 0.87%
- 1M
- -5.97%
- YTD
- 14.44%
- 6M
- 9.56%
- 1Y
- 18.95%
- 3Y*
- 14.07%
- 5Y*
- 11.00%
- 10Y*
- 12.77%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CFRUY vs. DGX — Risk / Return Rank
CFRUY
DGX
CFRUY vs. DGX - Risk-Adjusted Trends 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.
| CFRUY | DGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 0.81 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.48 | 1.38 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.17 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.22 | 1.94 | -1.72 |
Martin ratioReturn relative to average drawdown | 0.59 | 4.31 | -3.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CFRUY | DGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.81 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.51 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.54 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.53 | -0.13 |
Correlation
The correlation between CFRUY and DGX is 0.24, 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
CFRUY vs. DGX - Dividend Comparison
CFRUY's dividend yield for the trailing twelve months is around 2.07%, more than DGX's 1.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 2.07% | 1.72% | 2.13% | 2.86% | 2.57% | 1.45% | 1.17% | 1.49% | 1.76% | 1.19% | 4.42% | 2.53% |
DGX Quest Diagnostics Incorporated | 1.62% | 1.82% | 1.96% | 2.02% | 1.66% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% |
Drawdowns
CFRUY vs. DGX - Drawdown Comparison
The maximum CFRUY drawdown since its inception was -48.02%, roughly equal to the maximum DGX drawdown of -49.46%. Use the drawdown chart below to compare losses from any high point for CFRUY and DGX.
Loading graphics...
Drawdown Indicators
| CFRUY | DGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.02% | -49.46% | +1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -25.50% | -9.81% | -15.69% |
Max Drawdown (5Y)Largest decline over 5 years | -39.18% | -28.62% | -10.56% |
Max Drawdown (10Y)Largest decline over 10 years | -48.02% | -36.60% | -11.42% |
Current DrawdownCurrent decline from peak | -18.27% | -6.71% | -11.56% |
Average DrawdownAverage peak-to-trough decline | -14.80% | -11.92% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.56% | 4.41% | +5.15% |
Volatility
CFRUY vs. DGX - Volatility Comparison
Compagnie Financiere Richemont (CFRUY) has a higher volatility of 10.78% compared to Quest Diagnostics Incorporated (DGX) at 4.48%. 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.
Loading graphics...
Volatility by Period
| CFRUY | DGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.78% | 4.48% | +6.30% |
Volatility (6M)Calculated over the trailing 6-month period | 21.49% | 16.61% | +4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.60% | 23.52% | +8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.63% | 21.65% | +13.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.98% | 23.63% | +9.35% |
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