LRLCY vs. CFR.SW

Last updated Apr 2, 2026

Compare and contrast key facts about L'Oréal S.A. (LRLCY) and Compagnie Financière Richemont SA (CFR.SW).

Performance

LRLCY vs. CFR.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L'Oréal S.A. (LRLCY) and Compagnie Financière Richemont SA (CFR.SW). The values are adjusted to include any dividend payments, if applicable.

LRLCY vs. CFR.SW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LRLCY L'Oréal S.A.	-3.55%	23.82%	-28.09%	41.40%	-24.25%	26.75%	31.11%	31.01%	5.07%	26.15%
CFR.SW Compagnie Financière Richemont SA	-17.15%	45.32%	13.56%	9.28%	-10.62%	68.49%	18.18%	25.84%	-27.70%	39.76%

Different Trading Currencies

LRLCY is traded in USD, while CFR.SW is traded in CHF. To make them comparable, the CFR.SW values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LRLCY achieves a -3.55% return, which is significantly higher than CFR.SW's -17.15% return. Over the past 10 years, LRLCY has underperformed CFR.SW with an annualized return of 11.02%, while CFR.SW has yielded a comparatively higher 13.50% annualized return.

LRLCY

• 1D: 0.83%
• 1M: -6.95%
• YTD: -3.55%
• 6M: -4.22%
• 1Y: 10.44%
• 3Y*: -0.99%
• 5Y*: 3.03%
• 10Y*: 11.02%

CFR.SW

• 1D: 3.79%
• 1M: -5.37%
• YTD: -17.15%
• 6M: -5.23%
• 1Y: 4.98%
• 3Y*: 6.72%
• 5Y*: 15.90%
• 10Y*: 13.50%

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

Return for Risk

LRLCY vs. CFR.SW — Risk / Return Rank

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

LRLCY

LRLCY Risk / Return Rank: 53
LRLCY Sharpe Ratio Rank: 54
LRLCY Sortino Ratio Rank: 47
LRLCY Omega Ratio Rank: 46
LRLCY Calmar Ratio Rank: 58
LRLCY Martin Ratio Rank: 59

CFR.SW

CFR.SW Risk / Return Rank: 29
CFR.SW Sharpe Ratio Rank: 32
CFR.SW Sortino Ratio Rank: 28
CFR.SW Omega Ratio Rank: 28
CFR.SW Calmar Ratio Rank: 30
CFR.SW Martin Ratio Rank: 28

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.

LRLCY vs. CFR.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L'Oréal S.A. (LRLCY) 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.

	LRLCY	CFR.SW	Difference
Sharpe ratio Return per unit of total volatility	0.38	0.16	+0.22
Sortino ratio Return per unit of downside risk	0.75	0.46	+0.29
Omega ratio Gain probability vs. loss probability	1.09	1.06	+0.03
Calmar ratio Return relative to maximum drawdown	0.78	0.05	+0.72
Martin ratio Return relative to average drawdown	1.84	0.14	+1.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LRLCY vs. CFR.SW - Sharpe Ratio Comparison

The current LRLCY Sharpe Ratio is 0.38, which is higher than the CFR.SW Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of LRLCY 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.

Sharpe Ratios by Period

	LRLCY	CFR.SW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.38	0.16	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	0.44	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.42	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.32	0.00

Correlation

The correlation between LRLCY and CFR.SW is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LRLCY vs. CFR.SW - Dividend Comparison

LRLCY's dividend yield for the trailing twelve months is around 1.85%, less than CFR.SW's 2.10% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LRLCY L'Oréal S.A.	1.85%	1.79%	2.02%	1.29%	1.53%	1.00%	1.14%	1.48%	1.91%	3.34%	3.87%	1.87%
CFR.SW Compagnie Financière Richemont SA	2.10%	1.74%	1.99%	3.02%	2.71%	1.46%	1.67%	2.63%	3.02%	2.04%	2.52%	2.22%

Drawdowns

LRLCY vs. CFR.SW - Drawdown Comparison

The maximum LRLCY drawdown since its inception was -59.55%, smaller than the maximum CFR.SW drawdown of -74.06%. Use the drawdown chart below to compare losses from any high point for LRLCY and CFR.SW.

Drawdown Indicators

	LRLCY	CFR.SW	Difference
Max Drawdown Largest peak-to-trough decline	-59.55%	-73.71%	+14.16%
Max Drawdown (1Y) Largest decline over 1 year	-16.83%	-26.10%	+9.27%
Max Drawdown (5Y) Largest decline over 5 years	-39.05%	-36.61%	-2.44%
Max Drawdown (10Y) Largest decline over 10 years	-39.05%	-47.58%	+8.53%
Current Drawdown Current decline from peak	-15.33%	-21.02%	+5.69%
Average Drawdown Average peak-to-trough decline	-12.16%	-18.13%	+5.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.09%	11.58%	-4.49%

Volatility

LRLCY vs. CFR.SW - Volatility Comparison

The current volatility for L'Oréal S.A. (LRLCY) is 6.25%, while Compagnie Financière Richemont SA (CFR.SW) has a volatility of 10.56%. This indicates that LRLCY experiences smaller price fluctuations and is considered to be less risky than CFR.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LRLCY	CFR.SW	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.25%	10.56%	-4.31%
Volatility (6M) Calculated over the trailing 6-month period	19.33%	22.62%	-3.29%
Volatility (1Y) Calculated over the trailing 1-year period	27.97%	32.25%	-4.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.42%	35.96%	-9.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.83%	31.89%	-7.06%

Financials