SWGAY vs. CFRUY
Compare and contrast key facts about Swatch Group AG ADR (SWGAY) and Compagnie Financiere Richemont (CFRUY).
Performance
SWGAY vs. CFRUY - Performance Comparison
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SWGAY vs. CFRUY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWGAY Swatch Group AG ADR | 5.40% | 20.07% | -30.90% | -2.48% | -5.59% | 14.76% | -0.19% | -3.37% | -27.72% | 32.79% |
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
SWGAY:
$13.02B
CFRUY:
$42.33B
SWGAY:
$9.03B
CFRUY:
$28.56B
SWGAY:
$1.27B
CFRUY:
$11.82B
Returns By Period
In the year-to-date period, SWGAY achieves a 5.40% return, which is significantly higher than CFRUY's -16.49% return. Over the past 10 years, SWGAY has underperformed CFRUY with an annualized return of -2.29%, while CFRUY has yielded a comparatively higher 13.37% annualized return.
SWGAY
- 1D
- 1.09%
- 1M
- -5.20%
- YTD
- 5.40%
- 6M
- 16.91%
- 1Y
- 36.99%
- 3Y*
- -10.95%
- 5Y*
- -3.09%
- 10Y*
- -2.29%
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%
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Return for Risk
SWGAY vs. CFRUY — Risk / Return Rank
SWGAY
CFRUY
SWGAY vs. CFRUY - Risk-Adjusted Trends 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.
| SWGAY | CFRUY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.18 | +0.84 |
Sortino ratioReturn per unit of downside risk | 1.70 | 0.48 | +1.22 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.06 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 0.22 | +1.44 |
Martin ratioReturn relative to average drawdown | 4.46 | 0.59 | +3.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SWGAY | CFRUY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.18 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.45 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.41 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.41 | -0.30 |
Correlation
The correlation between SWGAY and CFRUY is 0.69, 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
SWGAY vs. CFRUY - Dividend Comparison
SWGAY's dividend yield for the trailing twelve months is around 2.37%, more than CFRUY's 2.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWGAY Swatch Group AG ADR | 2.37% | 2.49% | 3.94% | 2.44% | 1.94% | 1.27% | 1.19% | 1.64% | 1.57% | 0.97% | 1.41% | 1.32% |
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
SWGAY vs. CFRUY - Drawdown Comparison
The maximum SWGAY drawdown since its inception was -73.66%, which is greater than CFRUY's maximum drawdown of -48.02%. Use the drawdown chart below to compare losses from any high point for SWGAY and CFRUY.
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Drawdown Indicators
| SWGAY | CFRUY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.66% | -48.02% | -25.64% |
Max Drawdown (1Y)Largest decline over 1 year | -20.57% | -25.50% | +4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -57.33% | -39.18% | -18.15% |
Max Drawdown (10Y)Largest decline over 10 years | -67.01% | -48.02% | -18.99% |
Current DrawdownCurrent decline from peak | -58.92% | -18.27% | -40.65% |
Average DrawdownAverage peak-to-trough decline | -39.87% | -14.80% | -25.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.64% | 9.56% | -1.92% |
Volatility
SWGAY vs. CFRUY - Volatility Comparison
Swatch Group AG ADR (SWGAY) and Compagnie Financiere Richemont (CFRUY) have volatilities of 10.91% 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
| SWGAY | CFRUY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.91% | 10.78% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 25.44% | 21.49% | +3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.53% | 31.60% | +4.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.99% | 35.63% | -2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.22% | 32.98% | -1.76% |
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