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CRM vs. SHOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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CRM vs. SHOP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRM
salesforce.com, inc.
-29.53%-20.25%27.76%98.46%-47.83%14.20%36.82%18.74%33.98%49.33%
SHOP
Shopify Inc.
-26.31%51.39%36.50%124.43%-74.80%21.68%184.71%187.17%37.08%135.60%

Fundamentals

EPS

CRM:

$7.78

SHOP:

$1.41

PE Ratio

CRM:

23.99

SHOP:

84.21

PEG Ratio

CRM:

0.05

SHOP:

0.16

PS Ratio

CRM:

4.31

SHOP:

13.15

Total Revenue (TTM)

CRM:

$41.53B

SHOP:

$7.88B

Gross Profit (TTM)

CRM:

$32.26B

SHOP:

$5.56B

EBITDA (TTM)

CRM:

$10.85B

SHOP:

$1.61B

Returns By Period

In the year-to-date period, CRM achieves a -29.53% return, which is significantly lower than SHOP's -26.31% return. Over the past 10 years, CRM has underperformed SHOP with an annualized return of 9.57%, while SHOP has yielded a comparatively higher 45.21% annualized return.


CRM

1D
0.89%
1M
-4.17%
YTD
-29.53%
6M
-21.11%
1Y
-29.99%
3Y*
-1.84%
5Y*
-2.89%
10Y*
9.57%

SHOP

1D
6.13%
1M
-1.75%
YTD
-26.31%
6M
-20.18%
1Y
24.24%
3Y*
35.25%
5Y*
0.53%
10Y*
45.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CRM vs. SHOP — Risk / Return Rank

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

CRM
CRM Risk / Return Rank: 1010
Overall Rank
CRM Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CRM Sortino Ratio Rank: 1010
Sortino Ratio Rank
CRM Omega Ratio Rank: 1111
Omega Ratio Rank
CRM Calmar Ratio Rank: 1414
Calmar Ratio Rank
CRM Martin Ratio Rank: 66
Martin Ratio Rank

SHOP
SHOP Risk / Return Rank: 5757
Overall Rank
SHOP Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SHOP Sortino Ratio Rank: 5757
Sortino Ratio Rank
SHOP Omega Ratio Rank: 5656
Omega Ratio Rank
SHOP Calmar Ratio Rank: 5656
Calmar Ratio Rank
SHOP Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRM vs. SHOP - Risk-Adjusted Trends 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.


CRMSHOPDifference

Sharpe ratio

Return per unit of total volatility

-0.85

0.40

-1.25

Sortino ratio

Return per unit of downside risk

-1.10

1.01

-2.11

Omega ratio

Gain probability vs. loss probability

0.87

1.13

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.79

0.59

-1.38

Martin ratio

Return relative to average drawdown

-1.68

1.44

-3.11

CRM vs. SHOP - Sharpe Ratio Comparison

The current CRM Sharpe Ratio is -0.85, which is lower than the SHOP Sharpe Ratio of 0.40. 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.


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Sharpe Ratios by Period


CRMSHOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

0.40

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.01

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.77

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.72

-0.26

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.


Dividends

CRM vs. SHOP - Dividend Comparison

CRM's dividend yield for the trailing twelve months is around 0.89%, while SHOP has not paid dividends to shareholders.


TTM20252024
CRM
salesforce.com, inc.
0.89%0.63%0.48%
SHOP
Shopify Inc.
0.00%0.00%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.


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Drawdown Indicators


CRMSHOPDifference

Max Drawdown

Largest peak-to-trough decline

-70.50%

-84.82%

+14.32%

Max Drawdown (1Y)

Largest decline over 1 year

-38.51%

-38.18%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-58.62%

-84.82%

+26.20%

Max Drawdown (10Y)

Largest decline over 10 years

-58.62%

-84.82%

+26.20%

Current Drawdown

Current decline from peak

-48.87%

-33.74%

-15.13%

Average Drawdown

Average peak-to-trough decline

-15.83%

-28.09%

+12.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.15%

15.78%

+2.37%

Volatility

CRM vs. SHOP - Volatility Comparison

The current volatility for salesforce.com, inc. (CRM) is 11.49%, while Shopify Inc. (SHOP) has a volatility of 15.49%. This indicates that CRM experiences smaller price fluctuations and is considered to be less risky than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRMSHOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.49%

15.49%

-4.00%

Volatility (6M)

Calculated over the trailing 6-month period

27.07%

38.93%

-11.86%

Volatility (1Y)

Calculated over the trailing 1-year period

35.34%

60.86%

-25.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.04%

65.06%

-29.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.72%

58.59%

-23.87%

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


0.002.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
11.20B
0
(CRM) Total Revenue
(SHOP) Total Revenue
Values in USD except per share items