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

Key characteristics


CRMAAPL
YTD Return2.34%-11.42%
1Y Return36.15%0.97%
3Y Return (Ann)5.36%9.68%
5Y Return (Ann)10.75%27.68%
10Y Return (Ann)17.81%24.82%
Sharpe Ratio1.330.05
Daily Std Dev26.98%19.68%
Max Drawdown-70.50%-81.80%
Current Drawdown-15.02%-13.91%

Fundamentals


CRMAAPL
Market Cap$266.06B$2.61T
EPS$4.20$6.43
PE Ratio65.3126.33
PEG Ratio1.582.09
Revenue (TTM)$34.86B$385.71B
Gross Profit (TTM)$22.99B$170.78B
EBITDA (TTM)$9.22B$130.11B

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.

Performance

CRM vs. AAPL - Performance Comparison

In the year-to-date period, CRM achieves a 2.34% return, which is significantly higher than AAPL's -11.42% return. Over the past 10 years, CRM has underperformed AAPL with an annualized return of 17.81%, while AAPL has yielded a comparatively higher 24.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10,000.00%20,000.00%30,000.00%40,000.00%December2024FebruaryMarchApril
6,162.57%
33,330.81%
CRM
AAPL

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salesforce.com, inc.

Apple Inc.

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.


CRM
Sharpe ratio
The chart of Sharpe ratio for CRM, currently valued at 1.33, compared to the broader market-2.00-1.000.001.002.003.004.001.33
Sortino ratio
The chart of Sortino ratio for CRM, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.006.001.91
Omega ratio
The chart of Omega ratio for CRM, currently valued at 1.25, compared to the broader market0.501.001.501.25
Calmar ratio
The chart of Calmar ratio for CRM, currently valued at 0.94, compared to the broader market0.002.004.006.000.94
Martin ratio
The chart of Martin ratio for CRM, currently valued at 4.95, compared to the broader market-10.000.0010.0020.0030.004.95
AAPL
Sharpe ratio
The chart of Sharpe ratio for AAPL, currently valued at 0.05, compared to the broader market-2.00-1.000.001.002.003.004.000.05
Sortino ratio
The chart of Sortino ratio for AAPL, currently valued at 0.20, compared to the broader market-4.00-2.000.002.004.006.000.20
Omega ratio
The chart of Omega ratio for AAPL, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for AAPL, currently valued at 0.06, compared to the broader market0.002.004.006.000.06
Martin ratio
The chart of Martin ratio for AAPL, currently valued at 0.11, compared to the broader market-10.000.0010.0020.0030.000.11

CRM vs. AAPL - Sharpe Ratio Comparison

The current CRM Sharpe Ratio is 1.33, which is higher than the AAPL Sharpe Ratio of 0.05. The chart below compares the 12-month rolling Sharpe Ratio of CRM and AAPL.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchApril
1.33
0.05
CRM
AAPL

Dividends

CRM vs. AAPL - Dividend Comparison

CRM's dividend yield for the trailing twelve months is around 0.15%, less than AAPL's 0.56% yield.


TTM20232022202120202019201820172016201520142013
CRM
salesforce.com, inc.
0.15%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.
0.56%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%December2024FebruaryMarchApril
-15.02%
-13.91%
CRM
AAPL

Volatility

CRM vs. AAPL - Volatility Comparison

salesforce.com, inc. (CRM) has a higher volatility of 9.74% compared to Apple Inc. (AAPL) at 6.89%. 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.


4.00%6.00%8.00%10.00%December2024FebruaryMarchApril
9.74%
6.89%
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