CRM vs. CHPS
CRM (Salesforce, Inc.) is a stock, while CHPS (Xtrackers Semiconductor Select Equity ETF) is Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index. Over the past 3 years, CRM returned -9.52%/yr vs 53.38%/yr for CHPS. At a 0.24 correlation, their price movements are largely independent.
Performance
CRM vs. CHPS - Performance Comparison
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Returns By Period
In the year-to-date period, CRM achieves a -36.64% return, which is significantly lower than CHPS's 88.58% return.
CRM
- 1D
- -0.33%
- 1M
- 1.49%
- 6M
- -29.94%
- YTD
- -36.64%
- 1Y
- -34.62%
- 3Y*
- -9.52%
- 5Y*
- -6.55%
- 10Y*
- 7.64%
CHPS
- 1D
- -1.87%
- 1M
- -12.04%
- 6M
- 70.12%
- YTD
- 88.58%
- 1Y
- 149.46%
- 3Y*
- 53.38%
- 5Y*
- —
- 10Y*
- —
CRM vs. CHPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CRM Salesforce, Inc. | -36.64% | -20.25% | 27.76% | 15.78% |
CHPS Xtrackers Semiconductor Select Equity ETF | 88.58% | 58.47% | 7.75% | 10.88% |
Correlation
The correlation between CRM and CHPS is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023 | 0.24 |
The correlation between CRM and CHPS shifts across timeframes, from -0.11 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CRM vs. CHPS — Risk / Return Rank
CRM
CHPS
CRM vs. CHPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Salesforce, Inc. (CRM) and Xtrackers Semiconductor Select Equity ETF (CHPS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CRM | CHPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.39 | ||
| Sortino ratioReturn per unit of downside risk | -4.77 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.48 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 8.45 | -9.24 |
| Martin ratioReturn relative to average drawdown | -1.49 | 26.51 | -28.00 |
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Drawdowns
CRM vs. CHPS - Drawdown Comparison
The maximum CRM drawdown since its inception was -70.50%, which is greater than CHPS's maximum drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for CRM and CHPS.
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Drawdown Indicators
| CRM | CHPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.50% | -39.44% | -31.06% |
Max Drawdown (1Y)Largest decline over 1 year | -43.98% | -17.80% | -26.18% |
Max Drawdown (3Y)Largest decline over 3 years | -58.67% | -39.44% | -19.23% |
Max Drawdown (5Y)Largest decline over 5 years | -58.67% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -58.67% | — | — |
Current DrawdownCurrent decline from peak | -54.02% | -17.18% | -36.84% |
Average DrawdownAverage peak-to-trough decline | -16.30% | -9.14% | -7.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.25% | 5.68% | +17.57% |
Volatility
CRM vs. CHPS - Volatility Comparison
The current volatility for Salesforce, Inc. (CRM) is 11.49%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 21.93%. This indicates that CRM experiences smaller price fluctuations and is considered to be less risky than CHPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CRM | CHPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.49% | 21.93% | -10.44% |
Volatility (6M)Calculated over the trailing 6-month period | 32.83% | 37.66% | -4.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.15% | 42.87% | -3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.38% | 36.44% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.49% | 36.44% | -0.95% |
Dividends
CRM vs. CHPS - Dividend Comparison
CRM's dividend yield for the trailing twelve months is around 1.03%, more than CHPS's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CHPS Xtrackers Semiconductor Select Equity ETF | 0.34% | 0.68% | 1.75% | 0.36% |
CRM Salesforce, Inc. | 1.03% | 0.63% | 0.48% | 0.00% |
Frequently Asked Questions
CRM and CHPS have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHPS has higher volatility (21.93%) compared to CRM (11.49%). In terms of maximum drawdown, CRM dropped -70.50% vs CHPS's -39.44%.
CHPS currently has the higher Sharpe Ratio (3.51 vs -0.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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