SWGAY vs. CFRUY
SWGAY (Swatch Group AG ADR) and CFRUY (Compagnie Financiere Richemont) are both stocks. Both operate in the Luxury Goods industry within the Consumer Cyclical sector. Over the past 10 years, SWGAY returned 0.81%/yr vs 15.79%/yr for CFRUY. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
SWGAY vs. CFRUY - Performance Comparison
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Returns By Period
In the year-to-date period, SWGAY achieves a 28.88% return, which is significantly higher than CFRUY's -3.67% return. Over the past 10 years, SWGAY has underperformed CFRUY with an annualized return of 0.81%, while CFRUY has yielded a comparatively higher 15.79% annualized return.
SWGAY
- 1D
- -3.76%
- 1M
- 20.55%
- YTD
- 28.88%
- 6M
- 32.14%
- 1Y
- 61.64%
- 3Y*
- -0.48%
- 5Y*
- -3.36%
- 10Y*
- 0.81%
CFRUY
- 1D
- -2.29%
- 1M
- 12.11%
- YTD
- -3.67%
- 6M
- -4.40%
- 1Y
- 13.59%
- 3Y*
- 11.69%
- 5Y*
- 13.30%
- 10Y*
- 15.79%
SWGAY vs. CFRUY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWGAY Swatch Group AG ADR | 28.88% | 20.07% | -30.90% | -2.48% | -5.59% | 14.76% | -0.19% | -3.37% | -27.72% | 32.79% |
CFRUY Compagnie Financiere Richemont | -3.67% | 44.64% | 12.76% | 10.15% | -10.95% | 70.67% | 15.96% | 23.07% | -27.42% | 39.00% |
Correlation
The correlation between SWGAY and CFRUY is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2010 | 0.69 |
The correlation between SWGAY and CFRUY has been stable across timeframes, ranging from 0.61 to 0.71 - a consistent structural relationship.
Fundamentals
SWGAY:
$0.38
CFRUY:
$1.06
SWGAY:
35.04
CFRUY:
19.64
SWGAY:
0.53
CFRUY:
2.79
SWGAY:
$13.02B
CFRUY:
$43.80B
SWGAY:
$9.03B
CFRUY:
$28.72B
SWGAY:
$1.27B
CFRUY:
$10.63B
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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 | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.10 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 0.54 | +2.48 |
| Martin ratioReturn relative to average drawdown | 7.59 | 1.44 | +6.15 |
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 | 1.71 | 0.44 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.37 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 0.48 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.43 | -0.30 |
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 (3Y)Largest decline over 3 years | -54.78% | -33.55% | -21.23% |
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 | -49.77% | -5.73% | -44.04% |
Average DrawdownAverage peak-to-trough decline | -40.02% | -14.76% | -25.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.14% | 9.47% | -1.33% |
Volatility
SWGAY vs. CFRUY - Volatility Comparison
Swatch Group AG ADR (SWGAY) has a higher volatility of 12.83% compared to Compagnie Financiere Richemont (CFRUY) at 10.69%. This indicates that SWGAY's price experiences larger fluctuations and is considered to be riskier than CFRUY based on this measure. 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 | 12.83% | 10.69% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 26.68% | 24.21% | +2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.29% | 31.08% | +5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.58% | 36.01% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.46% | 33.17% | -1.71% |
Dividends
SWGAY vs. CFRUY - Dividend Comparison
SWGAY's dividend yield for the trailing twelve months is around 2.15%, more than CFRUY's 1.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFRUY Compagnie Financiere Richemont | 1.79% | 1.72% | 2.13% | 2.86% | 2.57% | 1.45% | 1.17% | 1.49% | 1.76% | 1.19% | 4.42% | 2.53% |
SWGAY Swatch Group AG ADR | 2.15% | 2.49% | 3.94% | 2.44% | 1.94% | 1.27% | 1.19% | 1.64% | 1.57% | 0.97% | 1.41% | 1.32% |
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
SWGAY vs. CFRUY - Profitability Comparison
SWGAY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Swatch Group AG ADR reported a gross profit of 1.23B and revenue of 3.22B. Therefore, the gross margin over that period was 38.2%.
CFRUY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Compagnie Financiere Richemont reported a gross profit of 7.60B and revenue of 11.96B. Therefore, the gross margin over that period was 63.6%.
SWGAY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Swatch Group AG ADR reported an operating income of 66.45M and revenue of 3.22B, resulting in an operating margin of 2.1%.
CFRUY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Compagnie Financiere Richemont reported an operating income of 2.36B and revenue of 11.96B, resulting in an operating margin of 19.7%.
SWGAY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Swatch Group AG ADR reported a net income of 0.00 and revenue of 3.22B, resulting in a net margin of 0.0%.
CFRUY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Compagnie Financiere Richemont reported a net income of 1.69B and revenue of 11.96B, resulting in a net margin of 14.2%.
Frequently Asked Questions
SWGAY and CFRUY have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SWGAY has higher volatility (12.83%) compared to CFRUY (10.69%). In terms of maximum drawdown, SWGAY dropped -73.66% vs CFRUY's -48.02%.
SWGAY currently has the higher Sharpe Ratio (1.71 vs 0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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