SFER.MI vs. MONC.MI

Last updated Jun 4, 2026

SFER.MI (Salvatore Ferragamo S.p.A.) and MONC.MI (Moncler SpA) are both stocks. Both are in the Consumer Cyclical sector — SFER.MI in Luxury Goods, MONC.MI in Apparel Manufacturing. Over the past 10 years, SFER.MI returned -6.19%/yr vs 15.50%/yr for MONC.MI. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

SFER.MI vs. MONC.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Salvatore Ferragamo S.p.A. (SFER.MI) and Moncler SpA (MONC.MI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFER.MI achieves a 12.09% return, which is significantly higher than MONC.MI's 0.95% return. Over the past 10 years, SFER.MI has underperformed MONC.MI with an annualized return of -6.19%, while MONC.MI has yielded a comparatively higher 15.50% annualized return.

SFER.MI

• 1D: -0.49%
• 1M: 25.51%
• YTD: 12.09%
• 6M: 15.17%
• 1Y: 65.32%
• 3Y*: -14.59%
• 5Y*: -12.85%
• 10Y*: -6.19%

MONC.MI

• 1D: -1.97%
• 1M: 8.54%
• YTD: 0.95%
• 6M: -4.48%
• 1Y: 1.24%
• 3Y*: -3.56%
• 5Y*: 0.44%
• 10Y*: 15.50%

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

SFER.MI vs. MONC.MI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SFER.MI Salvatore Ferragamo S.p.A.	12.09%	21.57%	-43.97%	-24.56%	-25.14%	42.06%	-15.41%	7.92%	-19.06%	0.37%
MONC.MI Moncler SpA	0.95%	10.17%	-6.80%	14.52%	-21.57%	28.76%	27.39%	40.08%	11.72%	59.09%

Correlation

The correlation between SFER.MI and MONC.MI is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (10Y) Calculated over the trailing 10-year period	0.52
Correlation (All Time) Calculated using the full available price history since Dec 17, 2013	0.53

The correlation between SFER.MI and MONC.MI has been stable across timeframes, ranging from 0.52 to 0.59 - a consistent structural relationship.

Return for Risk

SFER.MI vs. MONC.MI — Risk / Return Rank

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

SFER.MI

SFER.MI Risk / Return Rank: 75
SFER.MI Sharpe Ratio Rank: 78
SFER.MI Sortino Ratio Rank: 74
SFER.MI Omega Ratio Rank: 75
SFER.MI Calmar Ratio Rank: 75
SFER.MI Martin Ratio Rank: 74

MONC.MI

MONC.MI Risk / Return Rank: 40
MONC.MI Sharpe Ratio Rank: 42
MONC.MI Sortino Ratio Rank: 37
MONC.MI Omega Ratio Rank: 36
MONC.MI Calmar Ratio Rank: 42
MONC.MI Martin Ratio Rank: 41

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.

SFER.MI vs. MONC.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Salvatore Ferragamo S.p.A. (SFER.MI) and Moncler SpA (MONC.MI). 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.

	SFER.MI	MONC.MI	Difference
Sharpe ratio: Return per unit of total volatility	1.30	0.04	+1.27
Sortino ratio: Return per unit of downside risk	1.96	0.31	+1.65
Omega ratio: Gain probability vs. loss probability	1.26	1.04	+0.22
Calmar ratio: Return relative to maximum drawdown	2.05	0.07	+1.98
Martin ratio: Return relative to average drawdown	4.70	0.13	+4.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SFER.MI vs. MONC.MI - Sharpe Ratio Comparison

The current SFER.MI Sharpe Ratio is 1.30, which is higher than the MONC.MI Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of SFER.MI and MONC.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SFER.MI	MONC.MI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	0.04	+1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.32	0.01	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.17	0.48	-0.64
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.38	-0.34

Drawdowns

SFER.MI vs. MONC.MI - Drawdown Comparison

The maximum SFER.MI drawdown since its inception was -83.99%, which is greater than MONC.MI's maximum drawdown of -45.80%. Use the drawdown chart below to compare losses from any high point for SFER.MI and MONC.MI.

Drawdown Indicators

	SFER.MI	MONC.MI	Difference
Max Drawdown Largest peak-to-trough decline	-83.99%	-45.80%	-38.19%
Max Drawdown (1Y) Largest decline over 1 year	-31.81%	-17.65%	-14.16%
Max Drawdown (3Y) Largest decline over 3 years	-71.21%	-32.97%	-38.24%
Max Drawdown (5Y) Largest decline over 5 years	-79.88%	-45.80%	-34.08%
Max Drawdown (10Y) Largest decline over 10 years	-83.49%	-45.80%	-37.69%
Current Drawdown Current decline from peak	-66.76%	-17.92%	-48.84%
Average Drawdown Average peak-to-trough decline	-35.97%	-15.96%	-20.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.90%	9.56%	+4.34%

Volatility

SFER.MI vs. MONC.MI - Volatility Comparison

Salvatore Ferragamo S.p.A. (SFER.MI) has a higher volatility of 29.00% compared to Moncler SpA (MONC.MI) at 10.84%. This indicates that SFER.MI's price experiences larger fluctuations and is considered to be riskier than MONC.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFER.MI	MONC.MI	Difference
Volatility (1M) Calculated over the trailing 1-month period	29.00%	10.84%	+18.16%
Volatility (6M) Calculated over the trailing 6-month period	40.17%	24.38%	+15.79%
Volatility (1Y) Calculated over the trailing 1-year period	50.10%	32.68%	+17.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.88%	32.47%	+7.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.87%	32.30%	+4.57%

Dividends

SFER.MI vs. MONC.MI - Dividend Comparison

SFER.MI has not paid dividends to shareholders, while MONC.MI's dividend yield for the trailing twelve months is around 2.60%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MONC.MI Moncler SpA	2.60%	2.37%	2.26%	2.01%	1.21%	0.70%	1.10%	1.00%	0.97%	0.69%	0.85%	0.93%
SFER.MI Salvatore Ferragamo S.p.A.	0.00%	0.00%	1.48%	2.29%	2.06%	0.00%	0.00%	1.81%	2.15%	2.08%	2.05%	1.93%

Financials

Frequently Asked Questions

Can I hold both SFER.MI and MONC.MI in my portfolio?

SFER.MI and MONC.MI have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.