CFRUY vs. SWGAY
CFRUY (Compagnie Financiere Richemont) and SWGAY (Swatch Group AG ADR) are both stocks. Both operate in the Luxury Goods industry within the Consumer Cyclical sector. Over the past 10 years, CFRUY returned 17.74%/yr vs 0.51%/yr for SWGAY. Their 0.69 correlation means they have sometimes moved together and sometimes differently.
Performance
CFRUY vs. SWGAY - 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 SWGAY's 7.68% return. Over the past 10 years, CFRUY has outperformed SWGAY with an annualized return of 17.74%, while SWGAY has yielded a comparatively lower 0.51% 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%
SWGAY
- 1D
- 1.18%
- 1M
- -7.95%
- 6M
- -3.23%
- YTD
- 7.68%
- 1Y
- 30.40%
- 3Y*
- -8.57%
- 5Y*
- -5.32%
- 10Y*
- 0.51%
- ALL TIME*
- 10.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.29M | $11.57M | $10.93M | |
SWGAY Swatch Group AG ADR | $1.26M | $966.60K | $1.06M |
CFRUY vs. SWGAY - 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% |
SWGAY Swatch Group AG ADR | 7.68% | 20.07% | -30.90% | -2.48% | -5.59% | 14.76% | -0.19% | -3.37% | -27.72% | 32.79% |
Correlation
The correlation between CFRUY and SWGAY is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2010 | 0.69 |
The correlation between CFRUY and SWGAY shifts across timeframes, from 0.60 (3 years) to 0.70 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CFRUY:
$138.99B
SWGAY:
$11.56B
CFRUY:
€1.06
SWGAY:
CHF 0.07
CFRUY:
19.41
SWGAY:
134.71
CFRUY:
2.76
SWGAY:
0.73
CFRUY:
5.02
SWGAY:
0.82
CFRUY:
€43.80B
SWGAY:
CHF 12.76B
CFRUY:
€28.72B
SWGAY:
CHF 8.66B
CFRUY:
€10.63B
SWGAY:
CHF 897.79M
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Return for Risk
CFRUY vs. SWGAY — Risk / Return Rank
CFRUY
SWGAY
CFRUY vs. SWGAY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compagnie Financiere Richemont (CFRUY) and Swatch Group AG ADR (SWGAY). 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 | SWGAY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.16 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.09 | +0.82 |
| Martin ratioReturn relative to average drawdown | 5.79 | 3.29 | +2.50 |
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Drawdowns
CFRUY vs. SWGAY - Drawdown Comparison
The maximum CFRUY drawdown since its inception was -48.02%, smaller than the maximum SWGAY drawdown of -73.66%. Use the drawdown chart below to compare losses from any high point for CFRUY and SWGAY.
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Drawdown Indicators
| CFRUY | SWGAY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.02% | -73.66% | +25.64% |
Max Drawdown (1Y)Largest decline over 1 year | -25.50% | -26.50% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -26.87% | -50.98% | +24.11% |
Max Drawdown (5Y)Largest decline over 5 years | -39.18% | -57.33% | +18.15% |
Max Drawdown (10Y)Largest decline over 10 years | -48.02% | -67.01% | +18.99% |
Current DrawdownCurrent decline from peak | -2.84% | -58.03% | +55.19% |
Average DrawdownAverage peak-to-trough decline | -14.64% | -40.15% | +25.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.36% | 8.74% | -0.38% |
Volatility
CFRUY vs. SWGAY - Volatility Comparison
The current volatility for Compagnie Financiere Richemont (CFRUY) is 10.14%, while Swatch Group AG ADR (SWGAY) has a volatility of 13.57%. This indicates that CFRUY experiences smaller price fluctuations and is considered to be less risky than SWGAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFRUY | SWGAY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.14% | 13.57% | -3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 26.03% | 29.74% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.37% | 36.90% | -4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.32% | 33.97% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.06% | 31.46% | +1.60% |
Dividends
CFRUY vs. SWGAY - Dividend Comparison
CFRUY's dividend yield for the trailing twelve months is around 1.57%, less than SWGAY's 2.58% 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% |
SWGAY Swatch Group AG ADR | 2.58% | 2.49% | 3.94% | 2.44% | 1.94% | 1.27% | 1.19% | 1.64% | 1.57% | 0.97% | 1.41% | 1.32% |
Financials
CFRUY vs. SWGAY - Financials Comparison
This section allows you to compare key financial metrics between Compagnie Financiere Richemont and Swatch Group AG ADR. 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. SWGAY - Profitability Comparison
CFRUY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
SWGAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Swatch Group AG ADR reported a gross profit of 1.17B and revenue of 3.19B. Therefore, the gross margin over that period was 36.6%.
CFRUY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Compagnie Financiere Richemont reported an operating income of 2.36B and revenue of 11.96B, resulting in an operating margin of 19.7%.
SWGAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Swatch Group AG ADR reported an operating income of 53.12M and revenue of 3.19B, resulting in an operating margin of 1.7%.
CFRUY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Compagnie Financiere Richemont reported a net income of 1.69B and revenue of 11.96B, resulting in a net margin of 14.2%.
SWGAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Swatch Group AG ADR reported a net income of 9.19M and revenue of 3.19B, resulting in a net margin of 0.3%.
Frequently Asked Questions
CFRUY and SWGAY have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWGAY has higher volatility (13.57%) compared to CFRUY (10.14%). In terms of maximum drawdown, CFRUY dropped -48.02% vs SWGAY's -73.66%.
CFRUY currently has the higher Sharpe Ratio (1.51 vs 0.78), 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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