CFRUY vs. SCHW
CFRUY (Compagnie Financiere Richemont) and SCHW (The Charles Schwab Corporation) are both stocks. CFRUY operates in Luxury Goods (Consumer Cyclical), while SCHW operates in Capital Markets (Financial Services). Over the past 10 years, CFRUY returned 17.74%/yr vs 15.65%/yr for SCHW. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
CFRUY vs. SCHW - Performance Comparison
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Returns By Period
In the year-to-date period, CFRUY achieves a 9.80% return, which is significantly higher than SCHW's 6.07% return. Over the past 10 years, CFRUY has outperformed SCHW with an annualized return of 17.74%, while SCHW has yielded a comparatively lower 15.65% annualized return.
CFRUY
- 1D
- -0.84%
- 1M
- 3.89%
- 6M
- 22.30%
- YTD
- 9.80%
- 1Y
- 52.00%
- 3Y*
- 17.34%
- 5Y*
- 16.03%
- 10Y*
- 17.74%
- ALL TIME*
- 18.03%
SCHW
- 1D
- 0.87%
- 1M
- 8.49%
- 6M
- 1.98%
- YTD
- 6.07%
- 1Y
- 11.56%
- 3Y*
- 18.65%
- 5Y*
- 10.60%
- 10Y*
- 15.65%
- ALL TIME*
- 19.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.29M | $11.57M | $10.93M | |
| $904.80M | $877.50M | $995.78M |
CFRUY vs. SCHW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 9.80% | 44.64% | 12.76% | 10.15% | -10.95% | 70.67% | 15.96% | 23.07% | -27.42% | 39.00% |
SCHW The Charles Schwab Corporation | 6.07% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
Correlation
The correlation between CFRUY and SCHW is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2009 | 0.32 |
Over the past year, the correlation between CFRUY and SCHW has dropped to 0.03 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Fundamentals
CFRUY:
$138.99B
SCHW:
$183.03B
CFRUY:
€1.06
SCHW:
$5.70
CFRUY:
19.41
SCHW:
18.46
CFRUY:
0.13
SCHW:
1.05
CFRUY:
2.76
SCHW:
9.00
CFRUY:
5.02
SCHW:
59.37
CFRUY:
€43.80B
SCHW:
$20.71B
CFRUY:
€28.72B
SCHW:
$14.76B
CFRUY:
€10.63B
SCHW:
$11.42B
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Return for Risk
CFRUY vs. SCHW — Risk / Return Rank
CFRUY
SCHW
CFRUY vs. SCHW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compagnie Financiere Richemont (CFRUY) and The Charles Schwab Corporation (SCHW). 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 | SCHW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.08 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 0.46 | +1.44 |
| Martin ratioReturn relative to average drawdown | 5.79 | 1.00 | +4.79 |
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Drawdowns
CFRUY vs. SCHW - Drawdown Comparison
The maximum CFRUY drawdown since its inception was -48.02%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for CFRUY and SCHW.
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Drawdown Indicators
| CFRUY | SCHW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.02% | -86.79% | +38.77% |
Max Drawdown (1Y)Largest decline over 1 year | -25.50% | -19.83% | -5.67% |
Max Drawdown (3Y)Largest decline over 3 years | -26.87% | -24.94% | -1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -39.18% | -49.70% | +10.52% |
Max Drawdown (10Y)Largest decline over 10 years | -48.02% | -51.08% | +3.06% |
Current DrawdownCurrent decline from peak | -2.84% | -1.15% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -14.64% | -35.43% | +20.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.36% | 9.08% | -0.72% |
Volatility
CFRUY vs. SCHW - Volatility Comparison
Compagnie Financiere Richemont (CFRUY) has a higher volatility of 10.14% compared to The Charles Schwab Corporation (SCHW) at 6.44%. This indicates that CFRUY's price experiences larger fluctuations and is considered to be riskier than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFRUY | SCHW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.14% | 6.44% | +3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 26.03% | 20.80% | +5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.37% | 25.34% | +7.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.32% | 32.11% | +4.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.06% | 33.11% | -0.05% |
Dividends
CFRUY vs. SCHW - Dividend Comparison
CFRUY's dividend yield for the trailing twelve months is around 1.57%, more than SCHW's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 1.57% | 1.72% | 2.13% | 2.86% | 2.57% | 1.45% | 1.17% | 1.49% | 1.76% | 1.19% | 4.42% | 2.53% |
SCHW The Charles Schwab Corporation | 1.12% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
Financials
CFRUY vs. SCHW - Financials Comparison
This section allows you to compare key financial metrics between Compagnie Financiere Richemont and The Charles Schwab 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
Frequently Asked Questions
CFRUY and SCHW have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CFRUY has higher volatility (10.14%) compared to SCHW (6.44%). In terms of maximum drawdown, CFRUY dropped -48.02% vs SCHW's -86.79%.
CFRUY currently has the higher Sharpe Ratio (1.51 vs 0.36), 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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