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FMX vs. CFR.SW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FMX and CFR.SW is 0.26, 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.


-0.50.00.51.00.3

Performance

FMX vs. CFR.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fomento Económico Mexicano, S.A.B. de C.V. (FMX) and Compagnie Financière Richemont SA (CFR.SW). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-16.24%
31.93%
FMX
CFR.SW

Key characteristics

Sharpe Ratio

FMX:

-1.22

CFR.SW:

1.35

Sortino Ratio

FMX:

-1.68

CFR.SW:

2.22

Omega Ratio

FMX:

0.78

CFR.SW:

1.28

Calmar Ratio

FMX:

-0.82

CFR.SW:

1.86

Martin Ratio

FMX:

-1.29

CFR.SW:

4.07

Ulcer Index

FMX:

26.22%

CFR.SW:

10.01%

Daily Std Dev

FMX:

27.18%

CFR.SW:

30.30%

Max Drawdown

FMX:

-61.02%

CFR.SW:

-73.71%

Current Drawdown

FMX:

-33.88%

CFR.SW:

-1.85%

Fundamentals

Market Cap

FMX:

$162.46B

CFR.SW:

CHF 68.16B

EPS

FMX:

$2.01

CFR.SW:

CHF 5.45

PE Ratio

FMX:

45.49

CFR.SW:

21.64

PEG Ratio

FMX:

0.38

CFR.SW:

0.60

Total Revenue (TTM)

FMX:

$573.72B

CFR.SW:

CHF 10.40B

Gross Profit (TTM)

FMX:

$232.03B

CFR.SW:

CHF 7.06B

EBITDA (TTM)

FMX:

$61.48B

CFR.SW:

CHF 2.51B

Returns By Period

In the year-to-date period, FMX achieves a 6.95% return, which is significantly lower than CFR.SW's 30.86% return. Over the past 10 years, FMX has underperformed CFR.SW with an annualized return of 2.12%, while CFR.SW has yielded a comparatively higher 10.81% annualized return.


FMX

YTD

6.95%

1M

10.82%

6M

-16.24%

1Y

-29.54%

5Y*

1.59%

10Y*

2.12%

CFR.SW

YTD

30.86%

1M

10.20%

6M

39.62%

1Y

39.00%

5Y*

23.74%

10Y*

10.81%

*Annualized

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Risk-Adjusted Performance

FMX vs. CFR.SW — Risk-Adjusted Performance Rank

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

FMX
The Risk-Adjusted Performance Rank of FMX is 55
Overall Rank
The Sharpe Ratio Rank of FMX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of FMX is 33
Sortino Ratio Rank
The Omega Ratio Rank of FMX is 44
Omega Ratio Rank
The Calmar Ratio Rank of FMX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FMX is 1010
Martin Ratio Rank

CFR.SW
The Risk-Adjusted Performance Rank of CFR.SW is 8282
Overall Rank
The Sharpe Ratio Rank of CFR.SW is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of CFR.SW is 8282
Sortino Ratio Rank
The Omega Ratio Rank of CFR.SW is 8080
Omega Ratio Rank
The Calmar Ratio Rank of CFR.SW is 8888
Calmar Ratio Rank
The Martin Ratio Rank of CFR.SW is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FMX vs. CFR.SW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fomento Económico Mexicano, S.A.B. de C.V. (FMX) and Compagnie Financière Richemont SA (CFR.SW). 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.


Sharpe ratio
The chart of Sharpe ratio for FMX, currently valued at -0.93, compared to the broader market-2.000.002.004.00-0.931.11
The chart of Sortino ratio for FMX, currently valued at -1.25, compared to the broader market-6.00-4.00-2.000.002.004.006.00-1.251.94
The chart of Omega ratio for FMX, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.24
The chart of Calmar ratio for FMX, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.551.68
The chart of Martin ratio for FMX, currently valued at -1.09, compared to the broader market0.0010.0020.0030.00-1.093.61
FMX
CFR.SW

The current FMX Sharpe Ratio is -1.22, which is lower than the CFR.SW Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of FMX and CFR.SW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.93
1.11
FMX
CFR.SW

Dividends

FMX vs. CFR.SW - Dividend Comparison

FMX's dividend yield for the trailing twelve months is around 3.40%, more than CFR.SW's 2.96% yield.


TTM20242023202220212020201920182017201620152014
FMX
Fomento Económico Mexicano, S.A.B. de C.V.
3.40%3.64%1.60%2.17%1.47%1.88%1.62%1.73%1.45%1.84%1.53%0.00%
CFR.SW
Compagnie Financière Richemont SA
2.96%3.88%3.02%2.71%1.38%1.67%2.48%2.84%1.92%2.38%2.09%1.49%

Drawdowns

FMX vs. CFR.SW - Drawdown Comparison

The maximum FMX drawdown since its inception was -61.02%, smaller than the maximum CFR.SW drawdown of -73.71%. Use the drawdown chart below to compare losses from any high point for FMX and CFR.SW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-33.88%
-1.94%
FMX
CFR.SW

Volatility

FMX vs. CFR.SW - Volatility Comparison

Fomento Económico Mexicano, S.A.B. de C.V. (FMX) has a higher volatility of 7.68% compared to Compagnie Financière Richemont SA (CFR.SW) at 5.11%. This indicates that FMX's price experiences larger fluctuations and is considered to be riskier than CFR.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
7.68%
5.11%
FMX
CFR.SW

Financials

FMX vs. CFR.SW - Financials Comparison

This section allows you to compare key financial metrics between Fomento Económico Mexicano, S.A.B. de C.V. and Compagnie Financière Richemont SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. FMX values in USD, CFR.SW values in CHF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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