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CRM vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRM and QQQ is 0.63, 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.


-0.50.00.51.00.6

Performance

CRM vs. QQQ - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%AugustSeptemberOctoberNovemberDecember2025
7,490.09%
1,552.89%
CRM
QQQ

Key characteristics

Sharpe Ratio

CRM:

0.57

QQQ:

1.58

Sortino Ratio

CRM:

0.94

QQQ:

2.13

Omega Ratio

CRM:

1.15

QQQ:

1.28

Calmar Ratio

CRM:

0.65

QQQ:

2.13

Martin Ratio

CRM:

1.49

QQQ:

7.44

Ulcer Index

CRM:

13.56%

QQQ:

3.88%

Daily Std Dev

CRM:

35.71%

QQQ:

18.24%

Max Drawdown

CRM:

-70.50%

QQQ:

-82.98%

Current Drawdown

CRM:

-11.67%

QQQ:

-2.90%

Returns By Period

In the year-to-date period, CRM achieves a -2.92% return, which is significantly lower than QQQ's 2.06% return. Both investments have delivered pretty close results over the past 10 years, with CRM having a 18.97% annualized return and QQQ not far behind at 18.75%.


CRM

YTD

-2.92%

1M

-3.47%

6M

31.42%

1Y

16.20%

5Y*

12.39%

10Y*

18.97%

QQQ

YTD

2.06%

1M

1.18%

6M

10.12%

1Y

27.08%

5Y*

19.30%

10Y*

18.75%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CRM vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRM
The Risk-Adjusted Performance Rank of CRM is 6464
Overall Rank
The Sharpe Ratio Rank of CRM is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of CRM is 5757
Sortino Ratio Rank
The Omega Ratio Rank of CRM is 6363
Omega Ratio Rank
The Calmar Ratio Rank of CRM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of CRM is 6262
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6262
Overall Rank
The Sharpe Ratio Rank of QQQ is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6060
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6565
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRM vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for salesforce.com, inc. (CRM) and Invesco QQQ (QQQ). 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 0.57, compared to the broader market-2.000.002.004.000.571.58
The chart of Sortino ratio for CRM, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.000.942.13
The chart of Omega ratio for CRM, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.28
The chart of Calmar ratio for CRM, currently valued at 0.65, compared to the broader market0.002.004.006.000.652.13
The chart of Martin ratio for CRM, currently valued at 1.49, compared to the broader market-10.000.0010.0020.001.497.44
CRM
QQQ

The current CRM Sharpe Ratio is 0.57, which is lower than the QQQ Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of CRM and QQQ, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.57
1.58
CRM
QQQ

Dividends

CRM vs. QQQ - Dividend Comparison

CRM's dividend yield for the trailing twelve months is around 0.49%, less than QQQ's 0.55% yield.


TTM20242023202220212020201920182017201620152014
CRM
salesforce.com, inc.
0.49%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.55%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

CRM vs. QQQ - Drawdown Comparison

The maximum CRM drawdown since its inception was -70.50%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for CRM and QQQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.67%
-2.90%
CRM
QQQ

Volatility

CRM vs. QQQ - Volatility Comparison

salesforce.com, inc. (CRM) and Invesco QQQ (QQQ) have volatilities of 6.44% and 6.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
6.44%
6.45%
CRM
QQQ
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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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