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

Correlation

The correlation between CRM and UNH is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

CRM vs. UNH - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
40.83%
3.59%
CRM
UNH

Key characteristics

Sharpe Ratio

CRM:

0.91

UNH:

-0.08

Sortino Ratio

CRM:

1.32

UNH:

0.07

Omega Ratio

CRM:

1.22

UNH:

1.01

Calmar Ratio

CRM:

1.05

UNH:

-0.10

Martin Ratio

CRM:

2.46

UNH:

-0.29

Ulcer Index

CRM:

13.30%

UNH:

7.88%

Daily Std Dev

CRM:

36.00%

UNH:

27.21%

Max Drawdown

CRM:

-70.50%

UNH:

-82.68%

Current Drawdown

CRM:

-6.48%

UNH:

-20.33%

Fundamentals

Market Cap

CRM:

$335.88B

UNH:

$446.82B

EPS

CRM:

$6.07

UNH:

$15.39

PE Ratio

CRM:

57.82

UNH:

31.55

PEG Ratio

CRM:

1.58

UNH:

1.34

Total Revenue (TTM)

CRM:

$37.19B

UNH:

$390.71B

Gross Profit (TTM)

CRM:

$28.62B

UNH:

$86.91B

EBITDA (TTM)

CRM:

$7.86B

UNH:

$26.73B

Returns By Period

In the year-to-date period, CRM achieves a 31.33% return, which is significantly higher than UNH's -4.26% return. Both investments have delivered pretty close results over the past 10 years, with CRM having a 19.08% annualized return and UNH not far behind at 18.85%.


CRM

YTD

31.33%

1M

5.63%

6M

40.83%

1Y

29.31%

5Y*

16.02%

10Y*

19.08%

UNH

YTD

-4.26%

1M

-13.66%

6M

3.18%

1Y

-2.31%

5Y*

12.81%

10Y*

18.85%

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Risk-Adjusted Performance

CRM vs. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for salesforce.com, inc. (CRM) and UnitedHealth Group Incorporated (UNH). 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 0.91, compared to the broader market-4.00-2.000.002.000.91-0.08
The chart of Sortino ratio for CRM, currently valued at 1.32, compared to the broader market-4.00-2.000.002.004.001.320.07
The chart of Omega ratio for CRM, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.01
The chart of Calmar ratio for CRM, currently valued at 1.05, compared to the broader market0.002.004.006.001.05-0.10
The chart of Martin ratio for CRM, currently valued at 2.46, compared to the broader market-5.000.005.0010.0015.0020.0025.002.46-0.29
CRM
UNH

The current CRM Sharpe Ratio is 0.91, which is higher than the UNH Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of CRM and UNH, 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
0.91
-0.08
CRM
UNH

Dividends

CRM vs. UNH - Dividend Comparison

CRM's dividend yield for the trailing twelve months is around 0.47%, less than UNH's 1.65% yield.


TTM20232022202120202019201820172016201520142013
CRM
salesforce.com, inc.
0.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNH
UnitedHealth Group Incorporated
1.65%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

Drawdowns

CRM vs. UNH - Drawdown Comparison

The maximum CRM drawdown since its inception was -70.50%, smaller than the maximum UNH drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for CRM and UNH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.48%
-20.33%
CRM
UNH

Volatility

CRM vs. UNH - Volatility Comparison

salesforce.com, inc. (CRM) has a higher volatility of 13.69% compared to UnitedHealth Group Incorporated (UNH) at 12.14%. This indicates that CRM's price experiences larger fluctuations and is considered to be riskier than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
13.69%
12.14%
CRM
UNH

Financials

CRM vs. UNH - Financials Comparison

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


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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