CRM vs. CHPY
CRM (Salesforce, Inc.) is a stock, while CHPY (YieldMax Semiconductor Portfolio Option Income ETF) is Derivative Income fund actively managed by YieldMax. Over the past year, CRM returned -34.62% vs 106.74% for CHPY. At a 0.03 correlation, their price movements are largely independent.
Performance
CRM vs. CHPY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CRM achieves a -36.64% return, which is significantly lower than CHPY's 70.62% 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%
CHPY
- 1D
- -2.27%
- 1M
- -9.62%
- 6M
- 58.16%
- YTD
- 70.62%
- 1Y
- 106.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRM vs. CHPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CRM Salesforce, Inc. | -36.64% | -1.80% |
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 70.62% | 56.76% |
Correlation
The correlation between CRM and CHPY 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 (All Time) Calculated using the full available price history since Apr 3, 2025 | 0.03 |
The correlation between CRM and CHPY shifts across timeframes, from -0.11 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CRM vs. CHPY — Risk / Return Rank
CRM
CHPY
CRM vs. CHPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Salesforce, Inc. (CRM) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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 | CHPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.92 | ||
| Sortino ratioReturn per unit of downside risk | -4.51 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.47 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 8.00 | -8.79 |
| Martin ratioReturn relative to average drawdown | -1.49 | 25.90 | -27.39 |
Loading charts...
Drawdowns
CRM vs. CHPY - Drawdown Comparison
The maximum CRM drawdown since its inception was -70.50%, which is greater than CHPY's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for CRM and CHPY.
Loading charts...
Drawdown Indicators
| CRM | CHPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.50% | -13.41% | -57.09% |
Max Drawdown (1Y)Largest decline over 1 year | -43.98% | -13.41% | -30.57% |
Max Drawdown (3Y)Largest decline over 3 years | -58.67% | — | — |
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% | -13.11% | -40.91% |
Average DrawdownAverage peak-to-trough decline | -16.30% | -2.44% | -13.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.25% | 4.14% | +19.11% |
Volatility
CRM vs. CHPY - Volatility Comparison
The current volatility for Salesforce, Inc. (CRM) is 11.49%, while YieldMax Semiconductor Portfolio Option Income ETF (CHPY) has a volatility of 18.64%. This indicates that CRM experiences smaller price fluctuations and is considered to be less risky than CHPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CRM | CHPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.49% | 18.64% | -7.15% |
Volatility (6M)Calculated over the trailing 6-month period | 32.83% | 31.03% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.15% | 35.45% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.38% | 37.71% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.49% | 37.71% | -2.22% |
Dividends
CRM vs. CHPY - Dividend Comparison
CRM's dividend yield for the trailing twelve months is around 1.03%, less than CHPY's 34.81% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CHPY YieldMax Semiconductor Portfolio Option Income ETF | 34.81% | 28.19% | 0.00% |
CRM Salesforce, Inc. | 1.03% | 0.63% | 0.48% |
Frequently Asked Questions
CRM and CHPY 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.
CHPY has higher volatility (18.64%) compared to CRM (11.49%). In terms of maximum drawdown, CRM dropped -70.50% vs CHPY's -13.41%.
CHPY currently has the higher Sharpe Ratio (3.03 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.
Find the right allocation for CRM and CHPY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer