FOSL vs. CFRUY

Last updated Apr 1, 2026

Compare and contrast key facts about Fossil Group, Inc. (FOSL) and Compagnie Financiere Richemont (CFRUY).

Performance

FOSL vs. CFRUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fossil Group, Inc. (FOSL) and Compagnie Financiere Richemont (CFRUY). The values are adjusted to include any dividend payments, if applicable.

FOSL vs. CFRUY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FOSL Fossil Group, Inc.	14.63%	125.15%	14.38%	-66.13%	-58.11%	18.69%	10.03%	-49.90%	102.45%	-69.95%
CFRUY Compagnie Financiere Richemont	-17.93%	44.64%	12.76%	10.15%	-10.95%	70.67%	15.96%	23.07%	-27.42%	39.00%

Fundamentals

Total Revenue (TTM) FOSL : $1.00B CFRUY : $42.33B
Gross Profit (TTM) FOSL : $563.10M CFRUY : $28.56B
EBITDA (TTM) FOSL : $18.68M CFRUY : $11.82B

Returns By Period

In the year-to-date period, FOSL achieves a 14.63% return, which is significantly higher than CFRUY's -17.93% return. Over the past 10 years, FOSL has underperformed CFRUY with an annualized return of -20.45%, while CFRUY has yielded a comparatively higher 13.17% annualized return.

FOSL

• 1D: 6.68%
• 1M: -7.91%
• YTD: 14.63%
• 6M: 67.70%
• 1Y: 274.78%
• 3Y*: 10.44%
• 5Y*: -19.16%
• 10Y*: -20.45%

CFRUY

• 1D: 3.94%
• 1M: -12.96%
• YTD: -17.93%
• 6M: -7.54%
• 1Y: 3.86%
• 3Y*: 6.00%
• 5Y*: 15.49%
• 10Y*: 13.17%

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

Return for Risk

FOSL vs. CFRUY — Risk / Return Rank

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

FOSL

FOSL Risk / Return Rank: 93
FOSL Sharpe Ratio Rank: 95
FOSL Sortino Ratio Rank: 93
FOSL Omega Ratio Rank: 91
FOSL Calmar Ratio Rank: 94
FOSL Martin Ratio Rank: 94

CFRUY

CFRUY Risk / Return Rank: 42
CFRUY Sharpe Ratio Rank: 46
CFRUY Sortino Ratio Rank: 40
CFRUY Omega Ratio Rank: 40
CFRUY Calmar Ratio Rank: 42
CFRUY Martin Ratio Rank: 42

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.

FOSL vs. CFRUY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fossil Group, Inc. (FOSL) and Compagnie Financiere Richemont (CFRUY). 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.

	FOSL	CFRUY	Difference
Sharpe ratio Return per unit of total volatility	2.64	0.12	+2.52
Sortino ratio Return per unit of downside risk	3.21	0.40	+2.81
Omega ratio Gain probability vs. loss probability	1.41	1.05	+0.36
Calmar ratio Return relative to maximum drawdown	5.45	0.02	+5.43
Martin ratio Return relative to average drawdown	15.07	0.06	+15.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FOSL vs. CFRUY - Sharpe Ratio Comparison

The current FOSL Sharpe Ratio is 2.64, which is higher than the CFRUY Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of FOSL and CFRUY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FOSL	CFRUY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.64	0.12	+2.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	0.44	-0.65
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.21	0.40	-0.61
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	0.41	-0.38

Correlation

The correlation between FOSL and CFRUY is 0.29, 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.

Dividends

FOSL vs. CFRUY - Dividend Comparison

FOSL has not paid dividends to shareholders, while CFRUY's dividend yield for the trailing twelve months is around 2.10%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FOSL Fossil Group, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CFRUY Compagnie Financiere Richemont	2.10%	1.72%	2.13%	2.86%	2.57%	1.45%	1.17%	1.49%	1.76%	1.19%	4.42%	2.53%

Drawdowns

FOSL vs. CFRUY - Drawdown Comparison

The maximum FOSL drawdown since its inception was -99.44%, which is greater than CFRUY's maximum drawdown of -48.02%. Use the drawdown chart below to compare losses from any high point for FOSL and CFRUY.

Drawdown Indicators

	FOSL	CFRUY	Difference
Max Drawdown Largest peak-to-trough decline	-99.44%	-48.02%	-51.42%
Max Drawdown (1Y) Largest decline over 1 year	-52.27%	-25.50%	-26.77%
Max Drawdown (5Y) Largest decline over 5 years	-95.42%	-39.18%	-56.24%
Max Drawdown (10Y) Largest decline over 10 years	-98.18%	-48.02%	-50.16%
Current Drawdown Current decline from peak	-96.88%	-19.68%	-77.20%
Average Drawdown Average peak-to-trough decline	-48.70%	-14.80%	-33.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.91%	9.49%	+9.42%

Volatility

FOSL vs. CFRUY - Volatility Comparison

Fossil Group, Inc. (FOSL) has a higher volatility of 24.51% compared to Compagnie Financiere Richemont (CFRUY) at 11.02%. This indicates that FOSL's price experiences larger fluctuations and is considered to be riskier than CFRUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FOSL	CFRUY	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.51%	11.02%	+13.49%
Volatility (6M) Calculated over the trailing 6-month period	78.04%	21.46%	+56.58%
Volatility (1Y) Calculated over the trailing 1-year period	104.89%	31.71%	+73.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	89.87%	35.63%	+54.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	95.92%	32.98%	+62.94%

Financials