CRM vs. SCHD

In the year-to-date period, CRM achieves a -16.20% return, which is significantly lower than SCHD's -4.79% return. Over the past 10 years, CRM has outperformed SCHD with an annualized return of 14.78%, while SCHD has yielded a comparatively lower 10.38% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for salesforce.com, inc. (CRM) and Schwab US Dividend Equity ETF (SCHD). 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.

The current CRM Sharpe Ratio is 0.02, which is lower than the SCHD Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of CRM and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CRM's dividend yield for the trailing twelve months is around 0.58%, less than SCHD's 4.03% yield.

The maximum CRM drawdown since its inception was -70.50%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CRM and SCHD. For additional features, visit the drawdowns tool.

salesforce.com, inc. (CRM) has a higher volatility of 12.92% compared to Schwab US Dividend Equity ETF (SCHD) at 8.36%. This indicates that CRM's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.