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

Key characteristics


ADTCRM
YTD Return4.35%11.19%
1Y Return14.49%43.61%
3Y Return (Ann)-4.03%0.00%
5Y Return (Ann)1.68%15.10%
Sharpe Ratio0.331.17
Sortino Ratio0.761.55
Omega Ratio1.101.27
Calmar Ratio0.231.10
Martin Ratio1.613.07
Ulcer Index8.08%13.16%
Daily Std Dev39.98%34.45%
Max Drawdown-67.41%-70.50%
Current Drawdown-43.73%-7.67%

Fundamentals


ADTCRM
Market Cap$6.46B$278.47B
EPS$0.00$5.74
PE Ratio0.0050.75
Total Revenue (TTM)$3.64B$36.47B
Gross Profit (TTM)$1.82B$26.16B
EBITDA (TTM)$1.97B$11.69B

Correlation

-0.50.00.51.00.3

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.

Performance

ADT vs. CRM - Performance Comparison

In the year-to-date period, ADT achieves a 4.35% return, which is significantly lower than CRM's 11.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%MayJuneJulyAugustSeptemberOctober
12.38%
6.72%
ADT
CRM

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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.


ADT
Sharpe ratio
The chart of Sharpe ratio for ADT, currently valued at 0.33, compared to the broader market-4.00-2.000.002.004.000.33
Sortino ratio
The chart of Sortino ratio for ADT, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.006.000.76
Omega ratio
The chart of Omega ratio for ADT, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for ADT, currently valued at 0.23, compared to the broader market0.002.004.006.000.23
Martin ratio
The chart of Martin ratio for ADT, currently valued at 1.61, compared to the broader market-10.000.0010.0020.0030.001.61
CRM
Sharpe ratio
The chart of Sharpe ratio for CRM, currently valued at 1.17, compared to the broader market-4.00-2.000.002.004.001.17
Sortino ratio
The chart of Sortino ratio for CRM, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.006.001.55
Omega ratio
The chart of Omega ratio for CRM, currently valued at 1.27, compared to the broader market0.501.001.502.001.27
Calmar ratio
The chart of Calmar ratio for CRM, currently valued at 1.10, compared to the broader market0.002.004.006.001.10
Martin ratio
The chart of Martin ratio for CRM, currently valued at 3.07, compared to the broader market-10.000.0010.0020.0030.003.07

ADT vs. CRM - Sharpe Ratio Comparison

The current ADT Sharpe Ratio is 0.33, which is lower than the CRM Sharpe Ratio of 1.17. 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 Ratio0.000.501.001.50MayJuneJulyAugustSeptemberOctober
0.33
1.17
ADT
CRM

Dividends

ADT vs. CRM - Dividend Comparison

ADT's dividend yield for the trailing twelve months is around 2.88%, more than CRM's 0.41% yield.


TTM202320222021202020192018
ADT
ADT Inc.
2.88%2.05%1.54%1.66%1.78%10.05%2.15%
CRM
salesforce.com, inc.
0.41%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 -67.41%, 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%MayJuneJulyAugustSeptemberOctober
-43.73%
-7.67%
ADT
CRM

Volatility

ADT vs. CRM - Volatility Comparison

ADT Inc. (ADT) has a higher volatility of 8.05% compared to salesforce.com, inc. (CRM) at 6.24%. This indicates that ADT's price experiences larger fluctuations and is considered to be riskier 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%MayJuneJulyAugustSeptemberOctober
8.05%
6.24%
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