CFRUY vs. SWGAY
Compare and contrast key facts about Compagnie Financiere Richemont (CFRUY) and Swatch Group AG ADR (SWGAY).
Performance
CFRUY vs. SWGAY - Performance Comparison
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CFRUY vs. SWGAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | -17.93% | 44.64% | 12.76% | 10.15% | -10.95% | 70.67% | 15.96% | 23.07% | -27.42% | 39.00% |
SWGAY Swatch Group AG ADR | 4.26% | 20.07% | -30.90% | -2.48% | -5.59% | 14.76% | -0.19% | -3.37% | -27.72% | 32.79% |
Fundamentals
CFRUY:
$42.33B
SWGAY:
$13.02B
CFRUY:
$28.56B
SWGAY:
$9.03B
CFRUY:
$11.82B
SWGAY:
$1.27B
Returns By Period
In the year-to-date period, CFRUY achieves a -17.93% return, which is significantly lower than SWGAY's 4.26% return. Over the past 10 years, CFRUY has outperformed SWGAY with an annualized return of 13.17%, while SWGAY has yielded a comparatively lower -2.40% annualized return.
CFRUY
- 1D
- 3.94%
- 1M
- -12.96%
- YTD
- -17.93%
- 6M
- -7.54%
- 1Y
- 3.86%
- 3Y*
- 6.00%
- 5Y*
- 15.49%
- 10Y*
- 13.17%
SWGAY
- 1D
- 3.87%
- 1M
- -13.10%
- YTD
- 4.26%
- 6M
- 17.13%
- 1Y
- 32.66%
- 3Y*
- -11.27%
- 5Y*
- -3.30%
- 10Y*
- -2.40%
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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.
| CFRUY | SWGAY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | 0.90 | -0.78 |
Sortino ratioReturn per unit of downside risk | 0.40 | 1.55 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.19 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 1.40 | -1.38 |
Martin ratioReturn relative to average drawdown | 0.06 | 3.75 | -3.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CFRUY | SWGAY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 0.90 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | -0.10 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | -0.08 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.11 | +0.30 |
Correlation
The correlation between CFRUY and SWGAY is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CFRUY vs. SWGAY - Dividend Comparison
CFRUY's dividend yield for the trailing twelve months is around 2.10%, less than SWGAY's 2.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 2.10% | 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 | 2.39% | 2.49% | 3.94% | 2.44% | 1.94% | 1.27% | 1.19% | 1.64% | 1.57% | 0.97% | 1.41% | 1.32% |
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% | -20.57% | -4.93% |
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 | -19.68% | -59.37% | +39.69% |
Average DrawdownAverage peak-to-trough decline | -14.80% | -39.86% | +25.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 7.66% | +1.83% |
Volatility
CFRUY vs. SWGAY - Volatility Comparison
Compagnie Financiere Richemont (CFRUY) and Swatch Group AG ADR (SWGAY) have volatilities of 11.02% and 10.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 11.02% | 10.96% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 21.46% | 25.42% | -3.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.71% | 36.65% | -4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.63% | 33.01% | +2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.98% | 31.22% | +1.76% |
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