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 17.46%/yr vs 0.97%/yr for SWGAY. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
CFRUY vs. SWGAY - Performance Comparison
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Returns By Period
In the year-to-date period, CFRUY achieves a 4.09% return, which is significantly lower than SWGAY's 23.65% return. Over the past 10 years, CFRUY has outperformed SWGAY with an annualized return of 17.46%, while SWGAY has yielded a comparatively lower 0.97% annualized return.
CFRUY
- 1D
- -2.69%
- 1M
- 13.58%
- YTD
- 4.09%
- 6M
- 5.86%
- 1Y
- 27.46%
- 3Y*
- 14.07%
- 5Y*
- 15.73%
- 10Y*
- 17.46%
SWGAY
- 1D
- -2.59%
- 1M
- 0.63%
- YTD
- 23.65%
- 6M
- 22.96%
- 1Y
- 65.35%
- 3Y*
- -1.01%
- 5Y*
- -3.45%
- 10Y*
- 0.97%
CFRUY vs. SWGAY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 4.09% | 44.64% | 12.76% | 10.15% | -10.95% | 70.67% | 15.96% | 23.07% | -27.42% | 39.00% |
SWGAY Swatch Group AG ADR | 23.65% | 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 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2010 | 0.69 |
The correlation between CFRUY and SWGAY has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
Fundamentals
CFRUY:
€1.06
SWGAY:
CHF 0.38
CFRUY:
18.57
SWGAY:
27.19
CFRUY:
2.64
SWGAY:
0.41
CFRUY:
€43.80B
SWGAY:
CHF 13.02B
CFRUY:
€28.72B
SWGAY:
CHF 9.03B
CFRUY:
€10.63B
SWGAY:
CHF 1.27B
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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 | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.31 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 3.19 | -2.11 |
| Martin ratioReturn relative to average drawdown | 2.91 | 8.00 | -5.09 |
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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% | -20.57% | -4.93% |
Max Drawdown (3Y)Largest decline over 3 years | -33.55% | -54.78% | +21.23% |
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 | -2.69% | -51.81% | +49.12% |
Average DrawdownAverage peak-to-trough decline | -14.72% | -40.04% | +25.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.48% | 8.20% | +1.28% |
Volatility
CFRUY vs. SWGAY - Volatility Comparison
Compagnie Financiere Richemont (CFRUY) and Swatch Group AG ADR (SWGAY) have volatilities of 10.24% and 10.44%, 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 | 10.24% | 10.44% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 25.25% | 27.60% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.67% | 36.68% | -5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.17% | 33.71% | +2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.21% | 31.49% | +1.72% |
Dividends
CFRUY vs. SWGAY - Dividend Comparison
CFRUY's dividend yield for the trailing twelve months is around 1.66%, less than SWGAY's 2.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 1.66% | 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 | 2.25% | 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 Jun 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 Jun 2026, Swatch Group AG ADR reported a gross profit of 1.23B and revenue of 3.22B. Therefore, the gross margin over that period was 38.2%.
CFRUY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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 Jun 2026, Swatch Group AG ADR reported an operating income of 66.45M and revenue of 3.22B, resulting in an operating margin of 2.1%.
CFRUY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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 Jun 2026, Swatch Group AG ADR reported a net income of 0.00 and revenue of 3.22B, resulting in a net margin of 0.0%.
Frequently Asked Questions
CFRUY and SWGAY have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWGAY has higher volatility (10.44%) compared to CFRUY (10.24%). In terms of maximum drawdown, CFRUY dropped -48.02% vs SWGAY's -73.66%.
SWGAY currently has the higher Sharpe Ratio (1.79 vs 0.87), 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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