SWGAY vs. CFRUY
Compare and contrast key facts about Swatch Group AG ADR (SWGAY) and Compagnie Financiere Richemont (CFRUY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWGAY or CFRUY.
Key characteristics
| SWGAY | CFRUY | |
|---|---|---|
| YTD Return | -30.40% | 1.58% |
| 1Y Return | -29.40% | 9.90% |
| 3Y Return (Ann) | -10.92% | 12.47% |
| 5Y Return (Ann) | -4.97% | 15.49% |
| 10Y Return (Ann) | -7.55% | 7.16% |
| Sharpe Ratio | -1.17 | 0.27 |
| Daily Std Dev | 25.67% | 29.06% |
| Max Drawdown | -71.36% | -46.37% |
| Current Drawdown | -65.12% | -19.51% |
Fundamentals
| SWGAY | CFRUY | |
|---|---|---|
| Market Cap | $20.73B | $83.05B |
| EPS | $0.12 | $0.73 |
| PE Ratio | 75.17 | 19.27 |
| PEG Ratio | 1.25 | 1.75 |
| Total Revenue (TTM) | $10.97B | $20.93B |
| Gross Profit (TTM) | $6.29B | $14.21B |
| EBITDA (TTM) | $1.64B | $6.39B |
Correlation
The correlation between SWGAY and CFRUY is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SWGAY vs. CFRUY - Performance Comparison
In the year-to-date period, SWGAY achieves a -30.40% return, which is significantly lower than CFRUY's 1.58% return. Over the past 10 years, SWGAY has underperformed CFRUY with an annualized return of -7.55%, while CFRUY has yielded a comparatively higher 7.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SWGAY vs. CFRUY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swatch Group AG ADR (SWGAY) 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.
Dividends
SWGAY vs. CFRUY - Dividend Comparison
SWGAY's dividend yield for the trailing twelve months is around 3.92%, more than CFRUY's 2.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWGAY Swatch Group AG ADR | 3.92% | 2.47% | 1.93% | 1.27% | 2.08% | 2.85% | 2.76% | 1.69% | 2.45% | 2.28% | 1.87% | 1.07% |
CFRUY Compagnie Financiere Richemont | 2.81% | 2.86% | 2.54% | 1.41% | 1.54% | 2.52% | 3.05% | 2.01% | 2.58% | 2.24% | 1.63% | 1.08% |
Drawdowns
SWGAY vs. CFRUY - Drawdown Comparison
The maximum SWGAY drawdown since its inception was -71.36%, which is greater than CFRUY's maximum drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for SWGAY and CFRUY. For additional features, visit the drawdowns tool.
Volatility
SWGAY vs. CFRUY - Volatility Comparison
Swatch Group AG ADR (SWGAY) and Compagnie Financiere Richemont (CFRUY) have volatilities of 6.22% and 6.40%, 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.
Financials
SWGAY vs. CFRUY - Financials Comparison
This section allows you to compare key financial metrics between Swatch Group AG ADR 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.
Total Revenue: Total amount of money received from sales and other business activities