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

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%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%JuneJulyAugustSeptemberOctoberNovember
7,497.76%
44,226.24%
CRM
AAPL

Returns By Period

In the year-to-date period, CRM achieves a 24.16% return, which is significantly higher than AAPL's 17.44% return. Over the past 10 years, CRM has underperformed AAPL with an annualized return of 18.87%, while AAPL has yielded a comparatively higher 24.21% annualized return.


CRM

YTD

24.16%

1M

11.03%

6M

14.24%

1Y

47.68%

5Y (annualized)

14.83%

10Y (annualized)

18.87%

AAPL

YTD

17.44%

1M

-4.15%

6M

18.77%

1Y

19.20%

5Y (annualized)

28.47%

10Y (annualized)

24.21%

Fundamentals


CRMAAPL
Market Cap$326.69B$3.39T
EPS$5.73$6.08
PE Ratio59.5436.88
PEG Ratio2.222.32
Total Revenue (TTM)$27.75B$391.04B
Gross Profit (TTM)$21.28B$180.68B
EBITDA (TTM)$8.13B$134.66B

Key characteristics


CRMAAPL
Sharpe Ratio1.390.90
Sortino Ratio1.781.44
Omega Ratio1.311.18
Calmar Ratio1.571.22
Martin Ratio3.692.86
Ulcer Index13.25%7.08%
Daily Std Dev35.09%22.50%
Max Drawdown-70.50%-81.80%
Current Drawdown-4.82%-4.75%

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Correlation

-0.50.00.51.00.4

The correlation between CRM and AAPL is 0.42, 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.

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 1.39, compared to the broader market-4.00-2.000.002.001.390.90
The chart of Sortino ratio for CRM, currently valued at 1.78, compared to the broader market-4.00-2.000.002.004.001.781.44
The chart of Omega ratio for CRM, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.18
The chart of Calmar ratio for CRM, currently valued at 1.57, compared to the broader market0.002.004.006.001.571.22
The chart of Martin ratio for CRM, currently valued at 3.69, compared to the broader market0.0010.0020.0030.003.692.86
CRM
AAPL

The current CRM Sharpe Ratio is 1.39, which is higher than the AAPL Sharpe Ratio of 0.90. 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.39
0.90
CRM
AAPL

Dividends

CRM vs. AAPL - Dividend Comparison

CRM's dividend yield for the trailing twelve months is around 0.37%, less than AAPL's 0.44% yield.


TTM20232022202120202019201820172016201520142013
CRM
salesforce.com, inc.
0.37%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
0.44%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.82%
-4.75%
CRM
AAPL

Volatility

CRM vs. AAPL - Volatility Comparison

salesforce.com, inc. (CRM) has a higher volatility of 9.31% compared to Apple Inc (AAPL) at 5.16%. 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%JuneJulyAugustSeptemberOctoberNovember
9.31%
5.16%
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