Compagnie Financiere Richemont

10-Year Study

CFRUY.US · Consumer Cyclical · US · Common Stock

Executive Summary: Compagnie Financiere Richemont has compounded at 15.7% annually over the last 10 years, with a maximum drawdown of 40.1% and an annualized volatility of 58.5%.

1Y CAGR
+6.0%
3Y CAGR
+10.2%
5Y CAGR
+13.0%
10Y CAGR
+15.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
40.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +69.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -27.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.25.0-13.010.4————————-9.4%
202528.24.3-15.02.36.6-0.4-12.56.511.53.27.51.644.3%
20249.36.2-4.4-8.714.5-2.2-2.53.62.9-8.6-3.99.313.3%
202317.9-1.05.63.4-4.27.2-4.5-12.1-11.2-4.16.99.59.5%
2022-5.0-4.5-6.0-7.2-6.8-4.312.7-5.9-12.12.233.0-0.5-11.0%
20212.83.8-0.36.518.3-0.35.7-13.9-3.318.519.31.869.5%
2020-6.8-7.7-18.83.62.49.7-2.66.92.7-6.632.99.117.6%
20197.911.3-5.10.40.315.91.5-10.0-2.97.1-3.13.126.1%
20186.0-8.31.76.7-3.8-7.83.70.8-5.4-10.5-11.3-1.6-27.8%
201717.1-5.07.15.6-0.0-1.23.24.84.70.9-6.55.039.4%
2016———0.3-11.5-1.14.7-5.59.25.41.41.73.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 58.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 45.0% of variance. Idiosyncratic stock-specific factors contribute 9.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110030.307125069978
2016-05-018874.389514120803
2016-06-018777.870007528521
2016-07-019192.32476883578
2016-08-018689.072061463621
2016-09-019487.867498021351
2016-10-019999.03480493408
2016-11-0110134.162114163271
2016-12-0110311.178889253519
2017-01-0112077.678898905468
2017-02-0111479.450997046502
2017-03-0112293.689554658997
2017-04-0112977.240700345541
2017-05-0112974.152076134586
2017-06-0112815.66704631006
2017-07-0113227.226222419553
2017-08-0113862.710653823138
2017-09-0114510.163504044169
2017-10-0114643.360423141517
2017-11-0113685.114761693338
2017-12-0114375.422272841342
2018-01-0115243.132637105959
2018-02-0113977.182788641585
2018-03-0114208.829604463062
2018-04-0115155.879003146538
2018-05-0114578.306275698318
2018-06-0113440.920410014864
2018-07-0113942.242727255178
2018-08-0114059.610447271394
2018-09-0113296.141150126441
2018-10-0111895.06399243287
2018-11-0110546.107368299134
2018-12-0110375.653919657165
2019-01-0111197.034920757485
2019-02-0112456.807520799955
2019-03-0111825.376908673243
2019-04-0111869.19676466614
2019-05-0111901.627318881145
2019-06-0113793.02357006351
2019-07-0114004.01521147424
2019-08-0112601.393741675192
2019-09-0112235.39177267726
2019-10-0113103.488214968247
2019-11-0112698.685404320213
2019-12-0113088.624210953034
2020-01-0112203.733374514992
2020-02-0111259.000443989731
2020-03-019137.887767117734
2020-04-019464.316738412834
2020-05-019692.681891010174
2020-06-0110629.114143968496
2020-07-0110349.207574850878
2020-08-0111059.012026330522
2020-09-0111362.469355056657
2020-10-0110614.636217979654
2020-11-0114106.711966488429
2020-12-0115395.633457521764
2021-01-0115834.025056463912
2021-02-0116440.746674903
2021-03-0116384.765361079473
2021-04-0117448.60336273961
2021-05-0120638.57305561454
2021-06-0120582.39870277783
2021-07-0121751.636005636745
2021-08-0118738.49004883887
2021-09-0118128.486767175647
2021-10-0121487.558635600257
2021-11-0125643.302511437563
2021-12-0126092.89037314441
2022-01-0124789.29791710905
2022-02-0123671.21595274405
2022-03-0122259.9077273517
2022-04-0120655.94656680115
2022-05-0119260.27450147675
2022-06-0118432.330173928152
2022-07-0120770.61174063278
2022-08-0119539.794992567997
2022-09-0117167.152481516518
2022-10-0117539.91081597591
2022-11-0123333.976796710613
2022-12-0123224.716715248156
2023-01-0127387.98911259966
2023-02-0127104.800880257902
2023-03-0128622.66664092813
2023-04-0129588.826901916877
2023-05-0128339.671447599558
2023-06-0130379.12862189448
2023-07-0129006.23516012586
2023-08-0125484.624442599852
2023-09-0122630.156554639696
2023-10-0121713.221242013013
2023-11-0123212.362218404338
2023-12-0125421.11460726213
2024-01-0127796.459664498198
2024-02-0129513.541686774897
2024-03-0128217.863830280097
2024-04-0125776.113352508542
2024-05-0129513.541686774897
2024-06-0128849.873559446365
2024-07-0128138.331756848056
2024-08-0129160.473331660327
2024-09-0130016.02223809432
2024-10-0127431.229851553002
2024-11-0126354.4582360095
2024-12-0128795.629596741503
2025-01-0136905.9706966778
2025-02-0138486.18805860665
2025-03-0132712.584213269507
2025-04-0133448.835009555434
2025-05-0135668.397583151556
2025-06-0135528.444298592745
2025-07-0131087.195722255467
2025-08-0133096.73184950678
2025-09-0136889.7554195703
2025-10-0138086.5973013146
2025-11-0140924.2707951277
2025-12-0141561.29953863676
2026-01-0137314.44124857633
2026-02-0139186.91967646661
2026-03-0134109.99362971257
2026-04-0137642.6075709901
Annual Return Matrix
YearAnnual Return
20170.3941589441168212
2018-0.2782365816648539
20190.26147463208617827
20200.1762606374349216
20210.6948240840584798
2022-0.1099216536335994
20230.09457156868449279
20240.13274457243961146
20250.4433197023530202
2026-0.09428704133766841
Total Factor Risk
0.5846385393807942
VTI.US Exposure
0.3766924100231647
VEA.US Exposure
0.1562263506419177
VWO.US Exposure
-0.01931545261066732
QQQ.US Exposure
-0.08439260583588191
VTV.US Exposure
-0.05031062401337759
IJR.US Exposure
-0.015634091979849035
QUAL.US Exposure
0.05504784685521371
SHV.US Exposure
0.450262138396812
TLT.US Exposure
0.0544762566653468
LQD.US Exposure
-0.015290281917667741
HYG.US Exposure
0.0012789414540212624
GLD.US Exposure
-0.008267318973935378
USO.US Exposure
0.0014265807794029424
VNQ.US Exposure
-0.02756486662486533
BTC-USD.CC Exposure
-0.003238686601461874
CPER.US Exposure
0.047419961558519214
VIX.INDX Exposure
-0.016570515316790713
UUP.US Exposure
0.007736118257890124
TIP.US Exposure
-0.0019524481833502185
Idiosyncratic Exposure
0.09197028742555842
Value Score
40.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
58.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →23.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →17.77%
Market Cap$105.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
11.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Compagnie Financiere Richemont a high-risk investment?

Compagnie Financiere Richemont (CFRUY.US) has an annualized volatility of 58.5% and experienced a maximum drawdown of 40.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CFRUY.US?

Over the past 10 years, CFRUY.US has generated a Compound Annual Growth Rate (CAGR) of 15.7%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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