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

Performance

CRWD vs. NET - Performance Comparison

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

250.00%300.00%350.00%400.00%450.00%500.00%JuneJulyAugustSeptemberOctoberNovember
419.20%
398.72%
CRWD
NET

Returns By Period

In the year-to-date period, CRWD achieves a 31.89% return, which is significantly higher than NET's 7.82% return.


CRWD

YTD

31.89%

1M

8.58%

6M

-2.65%

1Y

62.61%

5Y (annualized)

43.32%

10Y (annualized)

N/A

NET

YTD

7.82%

1M

-1.72%

6M

19.33%

1Y

26.97%

5Y (annualized)

39.99%

10Y (annualized)

N/A

Fundamentals


CRWDNET
Market Cap$84.20B$31.20B
EPS$0.68-$0.27
PEG Ratio0.202.35
Total Revenue (TTM)$2.73B$1.57B
Gross Profit (TTM)$2.06B$1.22B
EBITDA (TTM)$195.83M-$17.77M

Key characteristics


CRWDNET
Sharpe Ratio1.410.57
Sortino Ratio1.921.14
Omega Ratio1.271.15
Calmar Ratio1.460.39
Martin Ratio3.671.33
Ulcer Index17.67%20.14%
Daily Std Dev46.07%46.67%
Max Drawdown-67.69%-82.58%
Current Drawdown-14.13%-58.68%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.6

The correlation between CRWD and NET is 0.63, 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.

Risk-Adjusted Performance

CRWD vs. NET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CrowdStrike Holdings, Inc. (CRWD) and Cloudflare, Inc. (NET). 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 1.41, compared to the broader market-4.00-2.000.002.001.410.57
The chart of Sortino ratio for CRWD, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.921.14
The chart of Omega ratio for CRWD, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.15
The chart of Calmar ratio for CRWD, currently valued at 1.46, compared to the broader market0.002.004.006.001.460.39
The chart of Martin ratio for CRWD, currently valued at 3.67, compared to the broader market0.0010.0020.0030.003.671.33
CRWD
NET

The current CRWD Sharpe Ratio is 1.41, which is higher than the NET Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of CRWD and NET, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.41
0.57
CRWD
NET

Dividends

CRWD vs. NET - Dividend Comparison

Neither CRWD nor NET has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRWD vs. NET - Drawdown Comparison

The maximum CRWD drawdown since its inception was -67.69%, smaller than the maximum NET drawdown of -82.58%. Use the drawdown chart below to compare losses from any high point for CRWD and NET. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.13%
-58.68%
CRWD
NET

Volatility

CRWD vs. NET - Volatility Comparison

The current volatility for CrowdStrike Holdings, Inc. (CRWD) is 10.08%, while Cloudflare, Inc. (NET) has a volatility of 11.37%. This indicates that CRWD experiences smaller price fluctuations and is considered to be less risky than NET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.08%
11.37%
CRWD
NET

Financials

CRWD vs. NET - Financials Comparison

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