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CRM vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

CRM vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Salesforce, Inc. (CRM) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CRM

1D
0.50%
1M
-1.88%
6M
-36.85%
YTD
-38.04%
1Y
-36.18%
3Y*
-9.10%
5Y*
-7.48%
10Y*
7.33%

USD=X

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRM vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRM
Salesforce, Inc.
-38.04%-20.25%27.76%98.46%-47.83%14.20%36.82%18.74%33.98%49.33%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

CRM vs. USD=X — Risk / Return Rank

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

CRM
CRM Risk / Return Rank: 77
Overall Rank
CRM Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CRM Sortino Ratio Rank: 88
Sortino Ratio Rank
CRM Omega Ratio Rank: 1010
Omega Ratio Rank
CRM Calmar Ratio Rank: 1010
Calmar Ratio Rank
CRM Martin Ratio Rank: 44
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Salesforce, Inc. (CRM) and USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CRMUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.84

Calmar ratioReturn relative to maximum drawdown

-0.86

Martin ratioReturn relative to average drawdown

-1.64

CRM vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

CRM vs. USD=X - Drawdown Comparison

The maximum CRM drawdown since its inception was -70.50%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CRM and USD=X.


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Drawdown Indicators


CRMUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-70.50%

0.00%

-70.50%

Max Drawdown (1Y)

Largest decline over 1 year

-43.98%

0.00%

-43.98%

Max Drawdown (3Y)

Largest decline over 3 years

-58.67%

0.00%

-58.67%

Max Drawdown (5Y)

Largest decline over 5 years

-58.67%

0.00%

-58.67%

Max Drawdown (10Y)

Largest decline over 10 years

-58.67%

0.00%

-58.67%

Current Drawdown

Current decline from peak

-55.04%

0.00%

-55.04%

Average Drawdown

Average peak-to-trough decline

-16.28%

0.00%

-16.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.89%

0.00%

+22.89%

Volatility

CRM vs. USD=X - Volatility Comparison

Salesforce, Inc. (CRM) has a higher volatility of 10.69% compared to USD Cash (USD=X) at 0.00%. This indicates that CRM's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRMUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.69%

0.00%

+10.69%

Volatility (6M)

Calculated over the trailing 6-month period

32.42%

0.00%

+32.42%

Volatility (1Y)

Calculated over the trailing 1-year period

38.91%

0.00%

+38.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.31%

0.00%

+37.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.44%

0.00%

+35.44%

Frequently Asked Questions


CRM has higher volatility (10.69%) compared to USD=X (0.00%). In terms of maximum drawdown, CRM dropped -70.50% vs USD=X's 0.00%.

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