CFRUY vs. VOO
Compare and contrast key facts about Compagnie Financiere Richemont (CFRUY) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFRUY or VOO.
Key characteristics
| CFRUY | VOO | |
|---|---|---|
| YTD Return | 2.81% | 19.06% |
| 1Y Return | 10.27% | 26.65% |
| 3Y Return (Ann) | 11.00% | 9.85% |
| 5Y Return (Ann) | 14.46% | 15.18% |
| 10Y Return (Ann) | 6.72% | 12.95% |
| Sharpe Ratio | 0.41 | 2.18 |
| Daily Std Dev | 29.24% | 12.72% |
| Max Drawdown | -46.37% | -33.99% |
| Current Drawdown | -18.53% | -0.48% |
Correlation
The correlation between CFRUY and VOO is 0.38, 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.
Performance
CFRUY vs. VOO - Performance Comparison
In the year-to-date period, CFRUY achieves a 2.81% return, which is significantly lower than VOO's 19.06% return. Over the past 10 years, CFRUY has underperformed VOO with an annualized return of 6.72%, while VOO has yielded a comparatively higher 12.95% 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Compagnie Financiere Richemont (CFRUY) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
CFRUY's dividend yield for the trailing twelve months is around 2.78%, more than VOO's 1.28% 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% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CFRUY vs. VOO - Drawdown Comparison
The maximum CFRUY drawdown since its inception was -46.37%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CFRUY and VOO. For additional features, visit the drawdowns tool.
Volatility
CFRUY vs. VOO - Volatility Comparison
Compagnie Financiere Richemont (CFRUY) has a higher volatility of 7.47% compared to Vanguard S&P 500 ETF (VOO) at 4.25%. This indicates that CFRUY's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.