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CFRUY vs. SCHW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CFRUY vs. SCHW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compagnie Financiere Richemont (CFRUY) and The Charles Schwab Corporation (SCHW). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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)202520242023202220212020201920182017
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

Market Cap

CFRUY:

$138.99B

SCHW:

$183.03B

EPS

CFRUY:

€1.06

SCHW:

$5.70

PE Ratio

CFRUY:

19.41

SCHW:

18.46

PEG Ratio

CFRUY:

0.13

SCHW:

1.05

PS Ratio

CFRUY:

2.76

SCHW:

9.00

PB Ratio

CFRUY:

5.02

SCHW:

59.37

Total Revenue (TTM)

CFRUY:

€43.80B

SCHW:

$20.71B

Gross Profit (TTM)

CFRUY:

€28.72B

SCHW:

$14.76B

EBITDA (TTM)

CFRUY:

€10.63B

SCHW:

$11.42B

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Return for Risk

CFRUY vs. SCHW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CFRUY
CFRUY Risk / Return Rank: 8282
Overall Rank
CFRUY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CFRUY Sortino Ratio Rank: 8484
Sortino Ratio Rank
CFRUY Omega Ratio Rank: 8181
Omega Ratio Rank
CFRUY Calmar Ratio Rank: 7878
Calmar Ratio Rank
CFRUY Martin Ratio Rank: 8282
Martin Ratio Rank

SCHW
SCHW Risk / Return Rank: 5454
Overall Rank
SCHW Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SCHW Sortino Ratio Rank: 4949
Sortino Ratio Rank
SCHW Omega Ratio Rank: 5050
Omega Ratio Rank
SCHW Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCHW Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


CFRUYSCHWDifference
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

CFRUY vs. SCHW - Sharpe Ratio Comparison

The current CFRUY Sharpe Ratio is 1.51, which is higher than the SCHW Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of CFRUY and SCHW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


CFRUYSCHWDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.84%

-1.15%

-1.69%

Average Drawdown

Average peak-to-trough decline

-14.64%

-35.43%

+20.79%

Ulcer Index

Depth 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


CFRUYSCHWDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

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.

Portfolio Optimizer

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