CFRUY vs. MSFT
CFRUY (Compagnie Financiere Richemont) and MSFT (Microsoft Corporation) are both stocks. CFRUY operates in Luxury Goods (Consumer Cyclical), while MSFT operates in Software - Infrastructure (Technology). Over the past 10 years, CFRUY returned 17.27%/yr vs 23.85%/yr for MSFT. At a 0.33 correlation, their price movements are largely independent.
Performance
CFRUY vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, CFRUY achieves a 2.42% return, which is significantly higher than MSFT's -22.33% return. Over the past 10 years, CFRUY has underperformed MSFT with an annualized return of 17.27%, while MSFT has yielded a comparatively higher 23.85% annualized return.
CFRUY
- 1D
- -1.61%
- 1M
- 11.76%
- YTD
- 2.42%
- 6M
- 2.37%
- 1Y
- 23.22%
- 3Y*
- 13.46%
- 5Y*
- 15.08%
- 10Y*
- 17.27%
MSFT
- 1D
- 1.80%
- 1M
- -10.66%
- YTD
- -22.33%
- 6M
- -22.85%
- 1Y
- -22.44%
- 3Y*
- 4.54%
- 5Y*
- 7.88%
- 10Y*
- 23.85%
CFRUY vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 2.42% | 44.64% | 12.76% | 10.15% | -10.95% | 70.67% | 15.96% | 23.07% | -27.42% | 39.00% |
MSFT Microsoft Corporation | -22.33% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between CFRUY and MSFT is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2009 | 0.33 |
Over the past year, the correlation between CFRUY and MSFT has dropped to 0.05 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
Fundamentals
CFRUY:
$130.03B
MSFT:
$2.78T
CFRUY:
€1.06
MSFT:
$16.79
CFRUY:
18.35
MSFT:
22.27
CFRUY:
0.13
MSFT:
1.56
CFRUY:
2.61
MSFT:
8.76
CFRUY:
4.74
MSFT:
6.72
CFRUY:
€43.80B
MSFT:
$318.27B
CFRUY:
€28.72B
MSFT:
$217.41B
CFRUY:
€10.63B
MSFT:
$200.96B
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Return for Risk
CFRUY vs. MSFT — Risk / Return Rank
CFRUY
MSFT
CFRUY vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compagnie Financiere Richemont (CFRUY) and Microsoft Corporation (MSFT). 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 | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.61 | ||
| Sortino ratioReturn per unit of downside risk | +2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.86 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | -0.66 | +1.58 |
| Martin ratioReturn relative to average drawdown | 2.46 | -1.32 | +3.77 |
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Drawdowns
CFRUY vs. MSFT - Drawdown Comparison
The maximum CFRUY drawdown since its inception was -48.02%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for CFRUY and MSFT.
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Drawdown Indicators
| CFRUY | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.02% | -69.38% | +21.36% |
Max Drawdown (1Y)Largest decline over 1 year | -25.50% | -33.91% | +8.41% |
Max Drawdown (3Y)Largest decline over 3 years | -33.55% | -33.91% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -39.18% | -37.15% | -2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -48.02% | -37.15% | -10.87% |
Current DrawdownCurrent decline from peak | -4.26% | -30.58% | +26.32% |
Average DrawdownAverage peak-to-trough decline | -14.72% | -21.79% | +7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.48% | 17.08% | -7.60% |
Volatility
CFRUY vs. MSFT - Volatility Comparison
The current volatility for Compagnie Financiere Richemont (CFRUY) is 10.46%, while Microsoft Corporation (MSFT) has a volatility of 11.34%. This indicates that CFRUY experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFRUY | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.46% | 11.34% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 25.28% | 22.94% | +2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.65% | 26.02% | +5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.18% | 26.79% | +9.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.05% | 27.09% | +5.96% |
Dividends
CFRUY vs. MSFT - Dividend Comparison
CFRUY's dividend yield for the trailing twelve months is around 1.68%, more than MSFT's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 1.68% | 1.72% | 2.13% | 2.86% | 2.57% | 1.45% | 1.17% | 1.49% | 1.76% | 1.19% | 4.42% | 2.53% |
MSFT Microsoft Corporation | 0.95% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Financials
CFRUY vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Compagnie Financiere Richemont and Microsoft Corporation. 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. MSFT - 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%.
MSFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a gross profit of 56.06B and revenue of 82.89B. Therefore, the gross margin over that period was 67.6%.
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%.
MSFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported an operating income of 38.40B and revenue of 82.89B, resulting in an operating margin of 46.3%.
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%.
MSFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Microsoft Corporation reported a net income of 31.78B and revenue of 82.89B, resulting in a net margin of 38.3%.
Frequently Asked Questions
CFRUY and MSFT have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (11.34%) compared to CFRUY (10.46%). In terms of maximum drawdown, CFRUY dropped -48.02% vs MSFT's -69.38%.
CFRUY currently has the higher Sharpe Ratio (0.74 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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