CFRUY vs. SPY
Compare and contrast key facts about Compagnie Financiere Richemont (CFRUY) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFRUY or SPY.
Correlation
The correlation between CFRUY and SPY is 0.39, 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.
Performance
CFRUY vs. SPY - Performance Comparison
Key characteristics
CFRUY:
1.14
SPY:
1.91
CFRUY:
1.97
SPY:
2.57
CFRUY:
1.24
SPY:
1.35
CFRUY:
1.58
SPY:
2.88
CFRUY:
3.48
SPY:
11.96
CFRUY:
10.04%
SPY:
2.03%
CFRUY:
30.71%
SPY:
12.68%
CFRUY:
-46.33%
SPY:
-55.19%
CFRUY:
-2.16%
SPY:
0.00%
Returns By Period
In the year-to-date period, CFRUY achieves a 31.23% return, which is significantly higher than SPY's 4.34% return. Over the past 10 years, CFRUY has underperformed SPY with an annualized return of 11.15%, while SPY has yielded a comparatively higher 13.21% annualized return.
CFRUY
31.23%
11.43%
29.53%
31.38%
25.36%
11.15%
SPY
4.34%
2.33%
10.15%
23.99%
14.44%
13.21%
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Risk-Adjusted Performance
CFRUY vs. SPY — Risk-Adjusted Performance Rank
CFRUY
SPY
CFRUY vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Compagnie Financiere Richemont (CFRUY) and SPDR S&P 500 ETF (SPY). 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.
Dividends
CFRUY vs. SPY - Dividend Comparison
CFRUY's dividend yield for the trailing twelve months is around 1.62%, more than SPY's 1.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 1.62% | 2.12% | 2.86% | 2.55% | 1.45% | 1.57% | 2.60% | 2.99% | 2.07% | 2.64% | 2.26% | 1.68% |
SPY SPDR S&P 500 ETF | 1.16% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
CFRUY vs. SPY - Drawdown Comparison
The maximum CFRUY drawdown since its inception was -46.33%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CFRUY and SPY. For additional features, visit the drawdowns tool.
Volatility
CFRUY vs. SPY - Volatility Comparison
Compagnie Financiere Richemont (CFRUY) has a higher volatility of 5.95% compared to SPDR S&P 500 ETF (SPY) at 3.13%. This indicates that CFRUY's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.