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

Correlation

The correlation between CRM and SHOP is 0.53, 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.


-0.50.00.51.00.5

Performance

CRM vs. SHOP - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
365.11%
4,171.81%
CRM
SHOP

Key characteristics

Sharpe Ratio

CRM:

0.80

SHOP:

0.80

Sortino Ratio

CRM:

1.20

SHOP:

1.42

Omega Ratio

CRM:

1.20

SHOP:

1.20

Calmar Ratio

CRM:

0.92

SHOP:

0.61

Martin Ratio

CRM:

2.16

SHOP:

2.12

Ulcer Index

CRM:

13.29%

SHOP:

19.93%

Daily Std Dev

CRM:

35.98%

SHOP:

53.00%

Max Drawdown

CRM:

-70.50%

SHOP:

-84.82%

Current Drawdown

CRM:

-8.22%

SHOP:

-35.11%

Fundamentals

Market Cap

CRM:

$335.88B

SHOP:

$141.30B

EPS

CRM:

$6.07

SHOP:

$0.99

PE Ratio

CRM:

57.82

SHOP:

110.02

PEG Ratio

CRM:

1.58

SHOP:

1.12

Total Revenue (TTM)

CRM:

$37.19B

SHOP:

$8.21B

Gross Profit (TTM)

CRM:

$28.62B

SHOP:

$4.18B

EBITDA (TTM)

CRM:

$7.86B

SHOP:

$1.22B

Returns By Period

In the year-to-date period, CRM achieves a 28.87% return, which is significantly lower than SHOP's 40.82% return.


CRM

YTD

28.87%

1M

4.77%

6M

46.10%

1Y

28.29%

5Y*

15.61%

10Y*

18.98%

SHOP

YTD

40.82%

1M

3.61%

6M

70.74%

1Y

40.01%

5Y*

23.05%

10Y*

N/A

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. SHOP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for salesforce.com, inc. (CRM) and Shopify Inc. (SHOP). 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 0.80, compared to the broader market-4.00-2.000.002.000.800.80
The chart of Sortino ratio for CRM, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.201.42
The chart of Omega ratio for CRM, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.20
The chart of Calmar ratio for CRM, currently valued at 0.92, compared to the broader market0.002.004.006.000.920.61
The chart of Martin ratio for CRM, currently valued at 2.16, compared to the broader market0.0010.0020.002.162.12
CRM
SHOP

The current CRM Sharpe Ratio is 0.80, which is comparable to the SHOP Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of CRM and SHOP, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.80
0.80
CRM
SHOP

Dividends

CRM vs. SHOP - Dividend Comparison

CRM's dividend yield for the trailing twelve months is around 0.47%, while SHOP has not paid dividends to shareholders.


TTM
CRM
salesforce.com, inc.
0.47%
SHOP
Shopify Inc.
0.00%

Drawdowns

CRM vs. SHOP - Drawdown Comparison

The maximum CRM drawdown since its inception was -70.50%, smaller than the maximum SHOP drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for CRM and SHOP. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.22%
-35.11%
CRM
SHOP

Volatility

CRM vs. SHOP - Volatility Comparison

salesforce.com, inc. (CRM) and Shopify Inc. (SHOP) have volatilities of 13.54% and 12.94%, 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
13.54%
12.94%
CRM
SHOP

Financials

CRM vs. SHOP - Financials Comparison

This section allows you to compare key financial metrics between salesforce.com, inc. and Shopify 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
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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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