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.
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.
Performance
CFRUY vs. SPY - Performance Comparison
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Key characteristics
CFRUY:
0.64
SPY:
0.70
CFRUY:
1.21
SPY:
1.02
CFRUY:
1.16
SPY:
1.15
CFRUY:
0.82
SPY:
0.68
CFRUY:
2.04
SPY:
2.57
CFRUY:
10.78%
SPY:
4.93%
CFRUY:
34.96%
SPY:
20.42%
CFRUY:
-46.33%
SPY:
-55.19%
CFRUY:
-9.17%
SPY:
-3.55%
Returns By Period
In the year-to-date period, CFRUY achieves a 23.74% return, which is significantly higher than SPY's 0.87% return. Over the past 10 years, CFRUY has underperformed SPY with an annualized return of 10.81%, while SPY has yielded a comparatively higher 12.73% annualized return.
CFRUY
23.74%
7.11%
35.20%
22.05%
22.76%
29.71%
10.81%
SPY
0.87%
6.28%
-1.56%
14.21%
14.25%
15.81%
12.73%
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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.
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Dividends
CFRUY vs. SPY - Dividend Comparison
CFRUY's dividend yield for the trailing twelve months is around 1.72%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 1.72% | 2.12% | 2.86% | 2.55% | 1.45% | 1.58% | 2.60% | 2.99% | 2.07% | 2.64% | 2.26% | 1.68% |
SPY SPDR S&P 500 ETF | 1.22% | 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.
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Volatility
CFRUY vs. SPY - Volatility Comparison
Compagnie Financiere Richemont (CFRUY) has a higher volatility of 9.44% compared to SPDR S&P 500 ETF (SPY) at 4.86%. 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.
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