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PNGAY vs. CFRUY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

PNGAY vs. CFRUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ping An Insurance Company of China (PNGAY) and Compagnie Financiere Richemont (CFRUY). The values are adjusted to include any dividend payments, if applicable.

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PNGAY vs. CFRUY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PNGAY
Ping An Insurance Company of China
-8.10%52.29%38.53%-27.60%-2.17%-39.34%5.51%39.67%-15.03%113.23%
CFRUY
Compagnie Financiere Richemont
-16.49%44.64%12.76%10.15%-10.95%70.67%15.96%23.07%-27.42%39.00%

Fundamentals

Total Revenue (TTM)

PNGAY:

$1.00T

CFRUY:

$42.33B

Gross Profit (TTM)

PNGAY:

$999.77B

CFRUY:

$28.56B

EBITDA (TTM)

PNGAY:

$122.48B

CFRUY:

$11.82B

Returns By Period

In the year-to-date period, PNGAY achieves a -8.10% return, which is significantly higher than CFRUY's -16.49% return. Over the past 10 years, PNGAY has underperformed CFRUY with an annualized return of 9.37%, while CFRUY has yielded a comparatively higher 13.37% annualized return.


PNGAY

1D
-0.50%
1M
-9.72%
YTD
-8.10%
6M
12.97%
1Y
34.07%
3Y*
12.59%
5Y*
-3.38%
10Y*
9.37%

CFRUY

1D
1.75%
1M
-5.47%
YTD
-16.49%
6M
-5.91%
1Y
5.63%
3Y*
6.61%
5Y*
15.89%
10Y*
13.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PNGAY vs. CFRUY — Risk / Return Rank

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

PNGAY
PNGAY Risk / Return Rank: 7373
Overall Rank
PNGAY Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PNGAY Sortino Ratio Rank: 7171
Sortino Ratio Rank
PNGAY Omega Ratio Rank: 7171
Omega Ratio Rank
PNGAY Calmar Ratio Rank: 7070
Calmar Ratio Rank
PNGAY Martin Ratio Rank: 7777
Martin Ratio Rank

CFRUY
CFRUY Risk / Return Rank: 4545
Overall Rank
CFRUY Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CFRUY Sortino Ratio Rank: 4141
Sortino Ratio Rank
CFRUY Omega Ratio Rank: 4040
Omega Ratio Rank
CFRUY Calmar Ratio Rank: 4646
Calmar Ratio Rank
CFRUY Martin Ratio Rank: 4848
Martin Ratio Rank
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.

PNGAY vs. CFRUY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ping An Insurance Company of China (PNGAY) 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.


PNGAYCFRUYDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.18

+0.96

Sortino ratio

Return per unit of downside risk

1.70

0.48

+1.22

Omega ratio

Gain probability vs. loss probability

1.22

1.06

+0.16

Calmar ratio

Return relative to maximum drawdown

1.51

0.22

+1.29

Martin ratio

Return relative to average drawdown

5.56

0.59

+4.96

PNGAY vs. CFRUY - Sharpe Ratio Comparison

The current PNGAY Sharpe Ratio is 1.14, which is higher than the CFRUY Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of PNGAY 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.


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Sharpe Ratios by Period


PNGAYCFRUYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.18

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.45

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.41

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.41

-0.40

Correlation

The correlation between PNGAY and CFRUY is 0.32, 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

PNGAY vs. CFRUY - Dividend Comparison

PNGAY's dividend yield for the trailing twelve months is around 4.60%, more than CFRUY's 2.07% yield.


TTM20252024202320222021202020192018201720162015
PNGAY
Ping An Insurance Company of China
4.60%4.23%5.81%7.66%5.81%4.47%2.05%1.88%2.35%1.17%3.03%1.99%
CFRUY
Compagnie Financiere Richemont
2.07%1.72%2.13%2.86%2.57%1.45%1.17%1.49%1.76%1.19%4.42%2.53%

Drawdowns

PNGAY vs. CFRUY - Drawdown Comparison

The maximum PNGAY drawdown since its inception was -91.80%, which is greater than CFRUY's maximum drawdown of -48.02%. Use the drawdown chart below to compare losses from any high point for PNGAY and CFRUY.


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Drawdown Indicators


PNGAYCFRUYDifference

Max Drawdown

Largest peak-to-trough decline

-91.80%

-48.02%

-43.78%

Max Drawdown (1Y)

Largest decline over 1 year

-23.83%

-25.50%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-63.87%

-39.18%

-24.69%

Max Drawdown (10Y)

Largest decline over 10 years

-66.83%

-48.02%

-18.81%

Current Drawdown

Current decline from peak

-26.64%

-18.27%

-8.37%

Average Drawdown

Average peak-to-trough decline

-43.00%

-14.80%

-28.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.49%

9.56%

-3.07%

Volatility

PNGAY vs. CFRUY - Volatility Comparison

Ping An Insurance Company of China (PNGAY) and Compagnie Financiere Richemont (CFRUY) have volatilities of 10.92% and 10.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PNGAYCFRUYDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.92%

10.78%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

20.49%

21.49%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

29.98%

31.60%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.81%

35.63%

+5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.76%

32.98%

+1.78%

Financials

PNGAY vs. CFRUY - Financials Comparison

This section allows you to compare key financial metrics between Ping An Insurance Company of China and Compagnie Financiere Richemont. 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


0.00100.00B200.00B300.00B400.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
234.96B
11.32B
(PNGAY) Total Revenue
(CFRUY) Total Revenue
Values in USD except per share items