CHLSY vs. FKURF

Last updated Jun 23, 2026

CHLSY (Chocoladefabriken Lindt & Sprüngli AG) and FKURF (Fujikura Ltd) are both stocks. CHLSY operates in Confectioners (Consumer Defensive), while FKURF operates in Conglomerates (Industrials). Over the past 3 years, CHLSY returned -0.77%/yr vs 75.88%/yr for FKURF. At a correlation of -0.00, they often move in opposite directions.

Performance

CHLSY vs. FKURF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chocoladefabriken Lindt & Sprüngli AG (CHLSY) and Fujikura Ltd (FKURF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CHLSY achieves a -19.51% return, which is significantly higher than FKURF's -58.41% return.

CHLSY

• 1D: -0.16%
• 1M: -4.35%
• YTD: -19.51%
• 6M: -23.07%
• 1Y: -28.32%
• 3Y*: -0.77%
• 5Y*: —
• 10Y*: —

FKURF

• 1D: 22.76%
• 1M: 42.99%
• YTD: -58.41%
• 6M: -58.68%
• 1Y: -8.38%
• 3Y*: 75.88%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CHLSY vs. FKURF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CHLSY Chocoladefabriken Lindt & Sprüngli AG	-19.51%	27.88%	-7.36%	1.38%
FKURF Fujikura Ltd	-58.41%	147.24%	480.56%	-8.86%

Correlation

The correlation between CHLSY and FKURF is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.00
Correlation (All Time) Calculated using the full available price history since Jun 8, 2023	-0.00

Return for Risk

CHLSY vs. FKURF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHLSY

CHLSY Risk / Return Rank: 12
CHLSY Sharpe Ratio Rank: 13
CHLSY Sortino Ratio Rank: 15
CHLSY Omega Ratio Rank: 16
CHLSY Calmar Ratio Rank: 9
CHLSY Martin Ratio Rank: 4

FKURF

FKURF Risk / Return Rank: 53
FKURF Sharpe Ratio Rank: 40
FKURF Sortino Ratio Rank: 63
FKURF Omega Ratio Rank: 84
FKURF Calmar Ratio Rank: 39
FKURF Martin Ratio Rank: 39

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHLSY vs. FKURF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chocoladefabriken Lindt & Sprüngli AG (CHLSY) and Fujikura Ltd (FKURF). 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.

	CHLSY	FKURF	Difference
Sharpe ratio: Return per unit of total volatility	-0.68	-0.07	-0.61
Sortino ratio: Return per unit of downside risk	-0.77	1.34	-2.11
Omega ratio: Gain probability vs. loss probability	0.91	1.34	-0.43
Calmar ratio: Return relative to maximum drawdown	-0.84	-0.10	-0.75
Martin ratio: Return relative to average drawdown	-1.60	-0.20	-1.40

CHLSY vs. FKURF - Sharpe Ratio Comparison

The current CHLSY Sharpe Ratio is -0.68, which is lower than the FKURF Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of CHLSY and FKURF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CHLSY vs. FKURF - Drawdown Comparison

The maximum CHLSY drawdown since its inception was -89.62%, roughly equal to the maximum FKURF drawdown of -87.49%. Use the drawdown chart below to compare losses from any high point for CHLSY and FKURF.

Drawdown Indicators

	CHLSY	FKURF	Difference
Max Drawdown Largest peak-to-trough decline	-89.62%	-87.49%	-2.13%
Max Drawdown (1Y) Largest decline over 1 year	-33.74%	-87.49%	+53.75%
Max Drawdown (3Y) Largest decline over 3 years	-33.74%	-87.49%	+53.75%
Current Drawdown Current decline from peak	-87.89%	-78.37%	-9.52%
Average Drawdown Average peak-to-trough decline	-77.92%	-13.25%	-64.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.71%	41.00%	-23.29%

Volatility

CHLSY vs. FKURF - Volatility Comparison

The current volatility for Chocoladefabriken Lindt & Sprüngli AG (CHLSY) is 8.80%, while Fujikura Ltd (FKURF) has a volatility of 39.96%. This indicates that CHLSY experiences smaller price fluctuations and is considered to be less risky than FKURF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHLSY	FKURF	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.80%	39.96%	-31.16%
Volatility (6M) Calculated over the trailing 6-month period	32.82%	199.64%	-166.82%
Volatility (1Y) Calculated over the trailing 1-year period	42.00%	129.81%	-87.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	62.75%	94.85%	-32.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	62.75%	94.85%	-32.10%

Dividends

CHLSY vs. FKURF - Dividend Comparison

CHLSY's dividend yield for the trailing twelve months is around 2.02%, while FKURF has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
CHLSY Chocoladefabriken Lindt & Sprüngli AG	2.02%	1.17%	1.39%	1.11%
FKURF Fujikura Ltd	0.00%	0.29%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both CHLSY and FKURF in my portfolio?

CHLSY and FKURF have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CHLSY or FKURF?

FKURF has higher volatility (39.96%) compared to CHLSY (8.80%). In terms of maximum drawdown, CHLSY dropped -89.62% vs FKURF's -87.49%.

Which has better risk-adjusted returns?

FKURF currently has the higher Sharpe Ratio (-0.07 vs -0.68), 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.