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ADT vs. CRM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADT and CRM is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

ADT vs. CRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ADT Inc. (ADT) and salesforce.com, inc. (CRM). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-3.96%
39.65%
ADT
CRM

Key characteristics

Sharpe Ratio

ADT:

0.09

CRM:

0.78

Sortino Ratio

ADT:

0.43

CRM:

1.18

Omega Ratio

ADT:

1.06

CRM:

1.19

Calmar Ratio

ADT:

0.07

CRM:

0.90

Martin Ratio

ADT:

0.43

CRM:

2.10

Ulcer Index

ADT:

8.38%

CRM:

13.30%

Daily Std Dev

ADT:

38.45%

CRM:

35.98%

Max Drawdown

ADT:

-67.33%

CRM:

-70.50%

Current Drawdown

ADT:

-44.61%

CRM:

-8.50%

Fundamentals

Market Cap

ADT:

$6.38B

CRM:

$335.88B

EPS

ADT:

$0.01

CRM:

$6.07

PE Ratio

ADT:

716.00

CRM:

57.82

Total Revenue (TTM)

ADT:

$4.88B

CRM:

$37.19B

Gross Profit (TTM)

ADT:

$2.84B

CRM:

$28.62B

EBITDA (TTM)

ADT:

$2.42B

CRM:

$7.86B

Returns By Period

In the year-to-date period, ADT achieves a 2.72% return, which is significantly lower than CRM's 28.49% return.


ADT

YTD

2.72%

1M

-9.39%

6M

-3.96%

1Y

6.95%

5Y*

-0.70%

10Y*

N/A

CRM

YTD

28.49%

1M

4.08%

6M

39.65%

1Y

29.92%

5Y*

15.53%

10Y*

18.94%

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Risk-Adjusted Performance

ADT vs. CRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ADT Inc. (ADT) and salesforce.com, inc. (CRM). 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.


Sharpe ratio
The chart of Sharpe ratio for ADT, currently valued at 0.09, compared to the broader market-4.00-2.000.002.000.090.78
The chart of Sortino ratio for ADT, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.431.18
The chart of Omega ratio for ADT, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.19
The chart of Calmar ratio for ADT, currently valued at 0.07, compared to the broader market0.002.004.006.000.070.90
The chart of Martin ratio for ADT, currently valued at 0.43, compared to the broader market0.0010.0020.000.432.10
ADT
CRM

The current ADT Sharpe Ratio is 0.09, which is lower than the CRM Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of ADT and CRM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.09
0.78
ADT
CRM

Dividends

ADT vs. CRM - Dividend Comparison

ADT's dividend yield for the trailing twelve months is around 3.24%, more than CRM's 0.48% yield.


TTM202320222021202020192018
ADT
ADT Inc.
3.24%2.05%1.54%1.66%1.78%10.15%2.33%
CRM
salesforce.com, inc.
0.48%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ADT vs. CRM - Drawdown Comparison

The maximum ADT drawdown since its inception was -67.33%, roughly equal to the maximum CRM drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for ADT and CRM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.61%
-8.50%
ADT
CRM

Volatility

ADT vs. CRM - Volatility Comparison

The current volatility for ADT Inc. (ADT) is 5.07%, while salesforce.com, inc. (CRM) has a volatility of 13.55%. This indicates that ADT experiences smaller price fluctuations and is considered to be less risky than CRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
5.07%
13.55%
ADT
CRM

Financials

ADT vs. CRM - Financials Comparison

This section allows you to compare key financial metrics between ADT Inc. and salesforce.com, inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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