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

Correlation

The correlation between CRM and VOOG 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. VOOG - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%December2025FebruaryMarchAprilMay
857.91%
728.03%
CRM
VOOG

Key characteristics

Sharpe Ratio

CRM:

0.02

VOOG:

0.64

Sortino Ratio

CRM:

0.34

VOOG:

1.02

Omega Ratio

CRM:

1.05

VOOG:

1.14

Calmar Ratio

CRM:

0.06

VOOG:

0.71

Martin Ratio

CRM:

0.14

VOOG:

2.38

Ulcer Index

CRM:

14.84%

VOOG:

6.58%

Daily Std Dev

CRM:

38.76%

VOOG:

24.78%

Max Drawdown

CRM:

-70.50%

VOOG:

-32.73%

Current Drawdown

CRM:

-23.75%

VOOG:

-8.78%

Returns By Period

In the year-to-date period, CRM achieves a -16.20% return, which is significantly lower than VOOG's -4.07% return. Both investments have delivered pretty close results over the past 10 years, with CRM having a 14.78% annualized return and VOOG not far behind at 14.24%.


CRM

YTD

-16.20%

1M

14.83%

6M

-9.74%

1Y

0.86%

5Y*

9.91%

10Y*

14.78%

VOOG

YTD

-4.07%

1M

17.21%

6M

-3.28%

1Y

15.76%

5Y*

16.17%

10Y*

14.24%

*Annualized

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Risk-Adjusted Performance

CRM vs. VOOG — 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 5151
Overall Rank
The Sharpe Ratio Rank of CRM is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of CRM is 4747
Sortino Ratio Rank
The Omega Ratio Rank of CRM is 4848
Omega Ratio Rank
The Calmar Ratio Rank of CRM is 5555
Calmar Ratio Rank
The Martin Ratio Rank of CRM is 5353
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 6868
Overall Rank
The Sharpe Ratio Rank of VOOG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 6767
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. 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.


The current CRM Sharpe Ratio is 0.02, which is lower than the VOOG Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of CRM and VOOG, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.02
0.64
CRM
VOOG

Dividends

CRM vs. VOOG - Dividend Comparison

CRM's dividend yield for the trailing twelve months is around 0.58%, which matches VOOG's 0.58% yield.


TTM20242023202220212020201920182017201620152014
CRM
salesforce.com, inc.
0.58%0.48%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
0.58%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

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.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-23.75%
-8.78%
CRM
VOOG

Volatility

CRM vs. VOOG - Volatility Comparison

salesforce.com, inc. (CRM) and Vanguard S&P 500 Growth ETF (VOOG) have volatilities of 12.92% and 13.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
12.92%
13.31%
CRM
VOOG