CFRUY vs. GS
CFRUY (Compagnie Financiere Richemont) and GS (The Goldman Sachs Group, Inc.) are both stocks. CFRUY operates in Luxury Goods (Consumer Cyclical), while GS operates in Capital Markets (Financial Services). Over the past 10 years, CFRUY returned 17.46%/yr vs 25.36%/yr for GS. At a 0.39 correlation, their price movements are largely independent.
Performance
CFRUY vs. GS - Performance Comparison
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Returns By Period
In the year-to-date period, CFRUY achieves a 4.09% return, which is significantly lower than GS's 27.09% return. Over the past 10 years, CFRUY has underperformed GS with an annualized return of 17.46%, while GS has yielded a comparatively higher 25.36% annualized return.
CFRUY
- 1D
- -2.69%
- 1M
- 13.58%
- YTD
- 4.09%
- 6M
- 5.86%
- 1Y
- 27.46%
- 3Y*
- 14.07%
- 5Y*
- 15.73%
- 10Y*
- 17.46%
GS
- 1D
- 0.89%
- 1M
- 11.49%
- YTD
- 27.09%
- 6M
- 24.26%
- 1Y
- 76.13%
- 3Y*
- 55.66%
- 5Y*
- 28.17%
- 10Y*
- 25.36%
CFRUY vs. GS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 4.09% | 44.64% | 12.76% | 10.15% | -10.95% | 70.67% | 15.96% | 23.07% | -27.42% | 39.00% |
GS The Goldman Sachs Group, Inc. | 27.09% | 56.64% | 52.03% | 15.91% | -7.87% | 47.61% | 17.45% | 40.48% | -33.53% | 7.73% |
Correlation
The correlation between CFRUY and GS is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2009 | 0.39 |
Fundamentals
CFRUY:
$132.15B
GS:
$340.76B
CFRUY:
€1.06
GS:
$57.41
CFRUY:
18.57
GS:
19.27
CFRUY:
0.13
GS:
2.49
CFRUY:
2.64
GS:
3.14
CFRUY:
4.80
GS:
2.77
CFRUY:
€43.80B
GS:
$110.77B
CFRUY:
€28.72B
GS:
$61.53B
CFRUY:
€10.63B
GS:
$24.94B
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Return for Risk
CFRUY vs. GS — Risk / Return Rank
CFRUY
GS
CFRUY vs. GS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compagnie Financiere Richemont (CFRUY) and The Goldman Sachs Group, Inc. (GS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CFRUY | GS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.43 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 3.94 | -2.86 |
| Martin ratioReturn relative to average drawdown | 2.91 | 13.07 | -10.17 |
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Drawdowns
CFRUY vs. GS - Drawdown Comparison
The maximum CFRUY drawdown since its inception was -48.02%, smaller than the maximum GS drawdown of -78.84%. Use the drawdown chart below to compare losses from any high point for CFRUY and GS.
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Drawdown Indicators
| CFRUY | GS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.02% | -78.84% | +30.82% |
Max Drawdown (1Y)Largest decline over 1 year | -25.50% | -19.42% | -6.08% |
Max Drawdown (3Y)Largest decline over 3 years | -33.55% | -30.90% | -2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -39.18% | -32.84% | -6.34% |
Max Drawdown (10Y)Largest decline over 10 years | -48.02% | -48.75% | +0.73% |
Current DrawdownCurrent decline from peak | -2.69% | 0.00% | -2.69% |
Average DrawdownAverage peak-to-trough decline | -14.72% | -22.63% | +7.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.48% | 5.84% | +3.64% |
Volatility
CFRUY vs. GS - Volatility Comparison
Compagnie Financiere Richemont (CFRUY) and The Goldman Sachs Group, Inc. (GS) have volatilities of 10.24% and 10.02%, 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
| CFRUY | GS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.24% | 10.02% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 25.25% | 23.22% | +2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.67% | 28.46% | +3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.17% | 28.03% | +8.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.21% | 29.87% | +3.34% |
Dividends
CFRUY vs. GS - Dividend Comparison
CFRUY's dividend yield for the trailing twelve months is around 1.66%, more than GS's 1.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 1.66% | 1.72% | 2.13% | 2.86% | 2.57% | 1.45% | 1.17% | 1.49% | 1.76% | 1.19% | 4.42% | 2.53% |
GS The Goldman Sachs Group, Inc. | 1.54% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
Financials
CFRUY vs. GS - Financials Comparison
This section allows you to compare key financial metrics between Compagnie Financiere Richemont and The Goldman Sachs Group, Inc.. 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
CFRUY vs. GS - Profitability Comparison
CFRUY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Compagnie Financiere Richemont reported a gross profit of 7.60B and revenue of 11.96B. Therefore, the gross margin over that period was 63.6%.
GS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported a gross profit of 16.91B and revenue of 17.23B. Therefore, the gross margin over that period was 98.2%.
CFRUY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Compagnie Financiere Richemont reported an operating income of 2.36B and revenue of 11.96B, resulting in an operating margin of 19.7%.
GS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported an operating income of 6.49B and revenue of 17.23B, resulting in an operating margin of 37.7%.
CFRUY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Compagnie Financiere Richemont reported a net income of 1.69B and revenue of 11.96B, resulting in a net margin of 14.2%.
GS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Goldman Sachs Group, Inc. reported a net income of 5.63B and revenue of 17.23B, resulting in a net margin of 32.7%.
Frequently Asked Questions
CFRUY and GS have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CFRUY has higher volatility (10.24%) compared to GS (10.02%). In terms of maximum drawdown, CFRUY dropped -48.02% vs GS's -78.84%.
GS currently has the higher Sharpe Ratio (2.69 vs 0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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