CFRUY vs. SWGAY
Compare and contrast key facts about Compagnie Financiere Richemont (CFRUY) and Swatch Group AG ADR (SWGAY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFRUY or SWGAY.
Key characteristics
| CFRUY | SWGAY | |
|---|---|---|
| YTD Return | 2.81% | -30.55% |
| 1Y Return | 10.27% | -30.63% |
| 3Y Return (Ann) | 11.00% | -11.34% |
| 5Y Return (Ann) | 14.46% | -6.51% |
| 10Y Return (Ann) | 6.72% | -7.91% |
| Sharpe Ratio | 0.41 | -1.21 |
| Daily Std Dev | 29.24% | 25.73% |
| Max Drawdown | -46.37% | -71.36% |
| Current Drawdown | -18.53% | -65.20% |
Fundamentals
| CFRUY | SWGAY | |
|---|---|---|
| Market Cap | $81.93B | $20.96B |
| EPS | $0.73 | $0.12 |
| PE Ratio | 19.37 | 76.00 |
| PEG Ratio | 1.77 | 1.25 |
| Total Revenue (TTM) | $20.93B | $10.97B |
| Gross Profit (TTM) | $14.21B | $6.29B |
| EBITDA (TTM) | $6.39B | $1.64B |
Correlation
The correlation between CFRUY and SWGAY is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CFRUY vs. SWGAY - Performance Comparison
In the year-to-date period, CFRUY achieves a 2.81% return, which is significantly higher than SWGAY's -30.55% return. Over the past 10 years, CFRUY has outperformed SWGAY with an annualized return of 6.72%, while SWGAY has yielded a comparatively lower -7.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CFRUY vs. SWGAY - Risk-Adjusted Performance 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.
Dividends
CFRUY vs. SWGAY - Dividend Comparison
CFRUY's dividend yield for the trailing twelve months is around 2.78%, less than SWGAY's 3.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 2.78% | 2.86% | 2.54% | 1.41% | 1.54% | 2.52% | 3.05% | 2.01% | 2.58% | 2.24% | 1.63% | 1.08% |
SWGAY Swatch Group AG ADR | 3.93% | 2.47% | 1.93% | 1.27% | 2.08% | 2.85% | 2.76% | 1.69% | 2.45% | 2.28% | 1.87% | 1.07% |
Drawdowns
CFRUY vs. SWGAY - Drawdown Comparison
The maximum CFRUY drawdown since its inception was -46.37%, smaller than the maximum SWGAY drawdown of -71.36%. Use the drawdown chart below to compare losses from any high point for CFRUY and SWGAY. For additional features, visit the drawdowns tool.
Volatility
CFRUY vs. SWGAY - Volatility Comparison
Compagnie Financiere Richemont (CFRUY) has a higher volatility of 7.47% compared to Swatch Group AG ADR (SWGAY) at 6.04%. This indicates that CFRUY's price experiences larger fluctuations and is considered to be riskier than SWGAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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