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COLL vs. CRWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between COLL and CRWD is 0.15, 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.


-0.50.00.51.00.2

Performance

COLL vs. CRWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Collegium Pharmaceutical, Inc. (COLL) and CrowdStrike Holdings, Inc. (CRWD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-16.03%
64.76%
COLL
CRWD

Key characteristics

Sharpe Ratio

COLL:

-0.28

CRWD:

0.76

Sortino Ratio

COLL:

-0.11

CRWD:

1.27

Omega Ratio

COLL:

0.99

CRWD:

1.17

Calmar Ratio

COLL:

-0.38

CRWD:

0.81

Martin Ratio

COLL:

-0.66

CRWD:

1.99

Ulcer Index

COLL:

18.09%

CRWD:

17.99%

Daily Std Dev

COLL:

42.98%

CRWD:

47.33%

Max Drawdown

COLL:

-73.59%

CRWD:

-67.69%

Current Drawdown

COLL:

-28.55%

CRWD:

-1.15%

Fundamentals

Market Cap

COLL:

$964.60M

CRWD:

$110.87B

EPS

COLL:

$2.34

CRWD:

$0.50

PE Ratio

COLL:

12.78

CRWD:

900.28

PEG Ratio

COLL:

0.00

CRWD:

2.05

Total Revenue (TTM)

COLL:

$449.50M

CRWD:

$2.90B

Gross Profit (TTM)

COLL:

$279.06M

CRWD:

$2.18B

EBITDA (TTM)

COLL:

$245.27M

CRWD:

$223.65M

Returns By Period

In the year-to-date period, COLL achieves a 4.40% return, which is significantly lower than CRWD's 31.56% return.


COLL

YTD

4.40%

1M

-10.31%

6M

-16.03%

1Y

-6.76%

5Y*

4.58%

10Y*

N/A

CRWD

YTD

31.56%

1M

26.09%

6M

64.76%

1Y

39.06%

5Y*

49.42%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

COLL vs. CRWD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COLL
The Risk-Adjusted Performance Rank of COLL is 2929
Overall Rank
The Sharpe Ratio Rank of COLL is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of COLL is 2929
Sortino Ratio Rank
The Omega Ratio Rank of COLL is 2929
Omega Ratio Rank
The Calmar Ratio Rank of COLL is 2323
Calmar Ratio Rank
The Martin Ratio Rank of COLL is 3232
Martin Ratio Rank

CRWD
The Risk-Adjusted Performance Rank of CRWD is 6868
Overall Rank
The Sharpe Ratio Rank of CRWD is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of CRWD is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CRWD is 6565
Omega Ratio Rank
The Calmar Ratio Rank of CRWD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of CRWD is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COLL vs. CRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Collegium Pharmaceutical, Inc. (COLL) and CrowdStrike Holdings, Inc. (CRWD). 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 COLL, currently valued at -0.28, compared to the broader market-2.000.002.00-0.280.76
The chart of Sortino ratio for COLL, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.006.00-0.111.27
The chart of Omega ratio for COLL, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.17
The chart of Calmar ratio for COLL, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.380.81
The chart of Martin ratio for COLL, currently valued at -0.66, compared to the broader market0.0010.0020.0030.00-0.661.99
COLL
CRWD

The current COLL Sharpe Ratio is -0.28, which is lower than the CRWD Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of COLL and CRWD, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.28
0.76
COLL
CRWD

Dividends

COLL vs. CRWD - Dividend Comparison

Neither COLL nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

COLL vs. CRWD - Drawdown Comparison

The maximum COLL drawdown since its inception was -73.59%, which is greater than CRWD's maximum drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for COLL and CRWD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-28.55%
-1.15%
COLL
CRWD

Volatility

COLL vs. CRWD - Volatility Comparison

The current volatility for Collegium Pharmaceutical, Inc. (COLL) is 9.99%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 11.07%. This indicates that COLL experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
9.99%
11.07%
COLL
CRWD

Financials

COLL vs. CRWD - Financials Comparison

This section allows you to compare key financial metrics between Collegium Pharmaceutical, Inc. and CrowdStrike Holdings, 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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