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

Correlation

The correlation between CRM and AAPL is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

CRM vs. AAPL - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
39.65%
19.40%
CRM
AAPL

Key characteristics

Sharpe Ratio

CRM:

0.78

AAPL:

1.22

Sortino Ratio

CRM:

1.18

AAPL:

1.83

Omega Ratio

CRM:

1.19

AAPL:

1.23

Calmar Ratio

CRM:

0.90

AAPL:

1.65

Martin Ratio

CRM:

2.10

AAPL:

4.30

Ulcer Index

CRM:

13.30%

AAPL:

6.39%

Daily Std Dev

CRM:

35.98%

AAPL:

22.53%

Max Drawdown

CRM:

-70.50%

AAPL:

-81.80%

Current Drawdown

CRM:

-8.50%

AAPL:

-1.46%

Fundamentals

Market Cap

CRM:

$335.88B

AAPL:

$3.83T

EPS

CRM:

$6.07

AAPL:

$6.08

PE Ratio

CRM:

57.82

AAPL:

41.69

PEG Ratio

CRM:

1.58

AAPL:

2.62

Total Revenue (TTM)

CRM:

$37.19B

AAPL:

$391.04B

Gross Profit (TTM)

CRM:

$28.62B

AAPL:

$180.68B

EBITDA (TTM)

CRM:

$7.86B

AAPL:

$134.66B

Returns By Period

In the year-to-date period, CRM achieves a 28.49% return, which is significantly lower than AAPL's 30.38% return. Over the past 10 years, CRM has underperformed AAPL with an annualized return of 18.94%, while AAPL has yielded a comparatively higher 25.86% annualized return.


CRM

YTD

28.49%

1M

4.08%

6M

39.65%

1Y

29.92%

5Y*

15.53%

10Y*

18.94%

AAPL

YTD

30.38%

1M

9.42%

6M

19.40%

1Y

28.84%

5Y*

29.91%

10Y*

25.86%

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Risk-Adjusted Performance

CRM vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for salesforce.com, inc. (CRM) and Apple Inc (AAPL). 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 CRM, currently valued at 0.78, compared to the broader market-4.00-2.000.002.000.781.22
The chart of Sortino ratio for CRM, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.181.83
The chart of Omega ratio for CRM, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.23
The chart of Calmar ratio for CRM, currently valued at 0.90, compared to the broader market0.002.004.006.000.901.65
The chart of Martin ratio for CRM, currently valued at 2.10, compared to the broader market0.0010.0020.002.104.30
CRM
AAPL

The current CRM Sharpe Ratio is 0.78, which is lower than the AAPL Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of CRM and AAPL, 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
0.78
1.22
CRM
AAPL

Dividends

CRM vs. AAPL - Dividend Comparison

CRM's dividend yield for the trailing twelve months is around 0.48%, more than AAPL's 0.40% yield.


TTM20232022202120202019201820172016201520142013
CRM
salesforce.com, inc.
0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc
0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

CRM vs. AAPL - Drawdown Comparison

The maximum CRM drawdown since its inception was -70.50%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for CRM and AAPL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.50%
-1.46%
CRM
AAPL

Volatility

CRM vs. AAPL - Volatility Comparison

salesforce.com, inc. (CRM) has a higher volatility of 13.55% compared to Apple Inc (AAPL) at 3.78%. This indicates that CRM's price experiences larger fluctuations and is considered to be riskier than AAPL 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
13.55%
3.78%
CRM
AAPL

Financials

CRM vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between salesforce.com, inc. and Apple 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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