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CRWD vs. CYBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CRWD and CYBR is 0.59, 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.


-0.50.00.51.00.6

Performance

CRWD vs. CYBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CrowdStrike Holdings, Inc. (CRWD) and CyberArk Software Ltd. (CYBR). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
502.03%
130.27%
CRWD
CYBR

Key characteristics

Sharpe Ratio

CRWD:

0.73

CYBR:

1.53

Sortino Ratio

CRWD:

1.23

CYBR:

2.27

Omega Ratio

CRWD:

1.17

CYBR:

1.28

Calmar Ratio

CRWD:

0.77

CYBR:

2.28

Martin Ratio

CRWD:

1.93

CYBR:

5.68

Ulcer Index

CRWD:

17.86%

CYBR:

7.96%

Daily Std Dev

CRWD:

46.98%

CYBR:

29.50%

Max Drawdown

CRWD:

-67.69%

CYBR:

-55.64%

Current Drawdown

CRWD:

-10.96%

CYBR:

-7.47%

Fundamentals

Market Cap

CRWD:

$88.03B

CYBR:

$15.67B

EPS

CRWD:

$0.53

CYBR:

$0.29

PE Ratio

CRWD:

710.23

CYBR:

1.10K

PEG Ratio

CRWD:

1.75

CYBR:

4.39

Total Revenue (TTM)

CRWD:

$3.74B

CYBR:

$911.06M

Gross Profit (TTM)

CRWD:

$2.81B

CYBR:

$731.19M

EBITDA (TTM)

CRWD:

$297.12M

CYBR:

-$29.46M

Returns By Period

In the year-to-date period, CRWD achieves a 36.76% return, which is significantly lower than CYBR's 39.27% return.


CRWD

YTD

36.76%

1M

1.81%

6M

-10.35%

1Y

35.17%

5Y*

47.99%

10Y*

N/A

CYBR

YTD

39.27%

1M

-0.22%

6M

19.62%

1Y

42.43%

5Y*

21.32%

10Y*

21.99%

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Risk-Adjusted Performance

CRWD vs. CYBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CrowdStrike Holdings, Inc. (CRWD) and CyberArk Software Ltd. (CYBR). 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 CRWD, currently valued at 0.73, compared to the broader market-4.00-2.000.002.000.731.53
The chart of Sortino ratio for CRWD, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.001.232.27
The chart of Omega ratio for CRWD, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.28
The chart of Calmar ratio for CRWD, currently valued at 0.77, compared to the broader market0.002.004.006.000.772.28
The chart of Martin ratio for CRWD, currently valued at 1.93, compared to the broader market0.0010.0020.001.935.68
CRWD
CYBR

The current CRWD Sharpe Ratio is 0.73, which is lower than the CYBR Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of CRWD and CYBR, 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.73
1.53
CRWD
CYBR

Dividends

CRWD vs. CYBR - Dividend Comparison

Neither CRWD nor CYBR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRWD vs. CYBR - Drawdown Comparison

The maximum CRWD drawdown since its inception was -67.69%, which is greater than CYBR's maximum drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for CRWD and CYBR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.96%
-7.47%
CRWD
CYBR

Volatility

CRWD vs. CYBR - Volatility Comparison

CrowdStrike Holdings, Inc. (CRWD) has a higher volatility of 14.70% compared to CyberArk Software Ltd. (CYBR) at 10.46%. This indicates that CRWD's price experiences larger fluctuations and is considered to be riskier than CYBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.70%
10.46%
CRWD
CYBR

Financials

CRWD vs. CYBR - Financials Comparison

This section allows you to compare key financial metrics between CrowdStrike Holdings, Inc. and CyberArk Software Ltd.. 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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