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

Key characteristics


CRMVOOG
YTD Return4.13%11.13%
1Y Return42.44%32.87%
3Y Return (Ann)8.07%7.75%
5Y Return (Ann)10.91%14.49%
10Y Return (Ann)18.16%14.31%
Sharpe Ratio1.572.29
Daily Std Dev26.91%14.01%
Max Drawdown-70.50%-32.73%
Current Drawdown-13.53%-2.02%

Correlation

-0.50.00.51.00.7

The correlation between CRM and VOOG is 0.66, 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. VOOG - Performance Comparison

In the year-to-date period, CRM achieves a 4.13% return, which is significantly lower than VOOG's 11.13% return. Over the past 10 years, CRM has outperformed VOOG with an annualized return of 18.16%, while VOOG has yielded a comparatively lower 14.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%600.00%700.00%800.00%900.00%1,000.00%December2024FebruaryMarchAprilMay
831.64%
605.82%
CRM
VOOG

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


salesforce.com, inc.

Vanguard S&P 500 Growth ETF

Risk-Adjusted Performance

CRM vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for salesforce.com, inc. (CRM) and Vanguard S&P 500 Growth ETF (VOOG). 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.


CRM
Sharpe ratio
The chart of Sharpe ratio for CRM, currently valued at 1.57, compared to the broader market-2.00-1.000.001.002.003.004.001.57
Sortino ratio
The chart of Sortino ratio for CRM, currently valued at 2.19, compared to the broader market-4.00-2.000.002.004.006.002.19
Omega ratio
The chart of Omega ratio for CRM, currently valued at 1.29, compared to the broader market0.501.001.501.29
Calmar ratio
The chart of Calmar ratio for CRM, currently valued at 1.11, compared to the broader market0.002.004.006.001.11
Martin ratio
The chart of Martin ratio for CRM, currently valued at 5.73, compared to the broader market-10.000.0010.0020.0030.005.73
VOOG
Sharpe ratio
The chart of Sharpe ratio for VOOG, currently valued at 2.29, compared to the broader market-2.00-1.000.001.002.003.004.002.29
Sortino ratio
The chart of Sortino ratio for VOOG, currently valued at 3.26, compared to the broader market-4.00-2.000.002.004.006.003.26
Omega ratio
The chart of Omega ratio for VOOG, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for VOOG, currently valued at 1.31, compared to the broader market0.002.004.006.001.31
Martin ratio
The chart of Martin ratio for VOOG, currently valued at 12.34, compared to the broader market-10.000.0010.0020.0030.0012.34

CRM vs. VOOG - Sharpe Ratio Comparison

The current CRM Sharpe Ratio is 1.57, which is lower than the VOOG Sharpe Ratio of 2.29. The chart below compares the 12-month rolling Sharpe Ratio of CRM and VOOG.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50December2024FebruaryMarchAprilMay
1.57
2.29
CRM
VOOG

Dividends

CRM vs. VOOG - Dividend Comparison

CRM's dividend yield for the trailing twelve months is around 0.15%, less than VOOG's 0.89% yield.


TTM20232022202120202019201820172016201520142013
CRM
salesforce.com, inc.
0.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.89%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

CRM vs. VOOG - Drawdown Comparison

The maximum CRM drawdown since its inception was -70.50%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for CRM and VOOG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-13.53%
-2.02%
CRM
VOOG

Volatility

CRM vs. VOOG - Volatility Comparison

salesforce.com, inc. (CRM) has a higher volatility of 9.35% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.83%. This indicates that CRM's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
9.35%
5.83%
CRM
VOOG