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CRM vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRM and VOO is 0.61, 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.


Performance

CRM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in salesforce.com, inc. (CRM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CRM:

0.04

VOO:

0.67

Sortino Ratio

CRM:

0.46

VOO:

1.19

Omega Ratio

CRM:

1.07

VOO:

1.17

Calmar Ratio

CRM:

0.15

VOO:

0.80

Martin Ratio

CRM:

0.36

VOO:

3.05

Ulcer Index

CRM:

15.15%

VOO:

4.88%

Daily Std Dev

CRM:

39.06%

VOO:

19.40%

Max Drawdown

CRM:

-70.50%

VOO:

-33.99%

Current Drawdown

CRM:

-20.75%

VOO:

-3.38%

Returns By Period

In the year-to-date period, CRM achieves a -12.90% return, which is significantly lower than VOO's 1.08% return. Over the past 10 years, CRM has outperformed VOO with an annualized return of 14.97%, while VOO has yielded a comparatively lower 12.77% annualized return.


CRM

YTD

-12.90%

1M

14.05%

6M

-12.09%

1Y

1.71%

5Y*

11.35%

10Y*

14.97%

VOO

YTD

1.08%

1M

9.85%

6M

0.15%

1Y

12.97%

5Y*

17.43%

10Y*

12.77%

*Annualized

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Risk-Adjusted Performance

CRM vs. VOO — Risk-Adjusted Performance Rank

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

CRM
The Risk-Adjusted Performance Rank of CRM is 5454
Overall Rank
The Sharpe Ratio Rank of CRM is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of CRM is 5050
Sortino Ratio Rank
The Omega Ratio Rank of CRM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of CRM is 5858
Calmar Ratio Rank
The Martin Ratio Rank of CRM is 5656
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7272
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRM vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for salesforce.com, inc. (CRM) and Vanguard S&P 500 ETF (VOO). 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 0.04, which is lower than the VOO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of CRM and VOO, 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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Dividends

CRM vs. VOO - Dividend Comparison

CRM's dividend yield for the trailing twelve months is around 0.56%, less than VOO's 1.28% yield.


TTM20242023202220212020201920182017201620152014
CRM
salesforce.com, inc.
0.56%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

CRM vs. VOO - Drawdown Comparison

The maximum CRM drawdown since its inception was -70.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CRM and VOO. For additional features, visit the drawdowns tool.


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Volatility

CRM vs. VOO - Volatility Comparison

salesforce.com, inc. (CRM) has a higher volatility of 10.36% compared to Vanguard S&P 500 ETF (VOO) at 6.16%. This indicates that CRM's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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