CRM vs. TXN

In the year-to-date period, CRM achieves a 24.16% return, which is significantly higher than TXN's 21.35% return. Over the past 10 years, CRM has outperformed TXN with an annualized return of 18.87%, while TXN has yielded a comparatively lower 17.69% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for salesforce.com, inc. (CRM) and Texas Instruments Incorporated (TXN). 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 1.39, which is comparable to the TXN Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of CRM and TXN, 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 0.37%, less than TXN's 2.62% yield.

The maximum CRM drawdown since its inception was -70.50%, smaller than the maximum TXN drawdown of -85.81%. Use the drawdown chart below to compare losses from any high point for CRM and TXN. For additional features, visit the drawdowns tool.

The current volatility for salesforce.com, inc. (CRM) is 9.31%, while Texas Instruments Incorporated (TXN) has a volatility of 10.25%. This indicates that CRM experiences smaller price fluctuations and is considered to be less risky than TXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between salesforce.com, inc. and Texas Instruments Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.