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

Correlation

The correlation between CRWD and NVDA is 0.49, 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.


-0.50.00.51.00.5

Performance

CRWD vs. NVDA - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
502.03%
3,447.62%
CRWD
NVDA

Key characteristics

Sharpe Ratio

CRWD:

0.73

NVDA:

3.01

Sortino Ratio

CRWD:

1.23

NVDA:

3.36

Omega Ratio

CRWD:

1.17

NVDA:

1.42

Calmar Ratio

CRWD:

0.77

NVDA:

5.82

Martin Ratio

CRWD:

1.93

NVDA:

18.12

Ulcer Index

CRWD:

17.86%

NVDA:

8.69%

Daily Std Dev

CRWD:

46.98%

NVDA:

52.35%

Max Drawdown

CRWD:

-67.69%

NVDA:

-89.73%

Current Drawdown

CRWD:

-10.96%

NVDA:

-13.41%

Fundamentals

Market Cap

CRWD:

$88.03B

NVDA:

$3.19T

EPS

CRWD:

$0.53

NVDA:

$2.53

PE Ratio

CRWD:

710.23

NVDA:

51.54

PEG Ratio

CRWD:

1.75

NVDA:

0.81

Total Revenue (TTM)

CRWD:

$3.74B

NVDA:

$113.27B

Gross Profit (TTM)

CRWD:

$2.81B

NVDA:

$85.93B

EBITDA (TTM)

CRWD:

$297.12M

NVDA:

$74.87B

Returns By Period

In the year-to-date period, CRWD achieves a 36.76% return, which is significantly lower than NVDA's 160.36% return.


CRWD

YTD

36.76%

1M

1.81%

6M

-10.35%

1Y

35.17%

5Y*

47.99%

10Y*

N/A

NVDA

YTD

160.36%

1M

-8.01%

6M

-4.90%

1Y

159.93%

5Y*

85.29%

10Y*

74.78%

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Risk-Adjusted Performance

CRWD vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CrowdStrike Holdings, Inc. (CRWD) and NVIDIA Corporation (NVDA). 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-4.00-2.000.002.000.733.01
The chart of Sortino ratio for CRWD, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.001.233.36
The chart of Omega ratio for CRWD, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.42
The chart of Calmar ratio for CRWD, currently valued at 0.77, compared to the broader market0.002.004.006.000.775.82
The chart of Martin ratio for CRWD, currently valued at 1.93, compared to the broader market0.0010.0020.001.9318.12
CRWD
NVDA

The current CRWD Sharpe Ratio is 0.73, which is lower than the NVDA Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of CRWD and NVDA, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.73
3.01
CRWD
NVDA

Dividends

CRWD vs. NVDA - Dividend Comparison

CRWD has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.02%.


TTM20232022202120202019201820172016201520142013
CRWD
CrowdStrike Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

Drawdowns

CRWD vs. NVDA - Drawdown Comparison

The maximum CRWD drawdown since its inception was -67.69%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for CRWD and NVDA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.96%
-13.41%
CRWD
NVDA

Volatility

CRWD vs. NVDA - Volatility Comparison

CrowdStrike Holdings, Inc. (CRWD) has a higher volatility of 14.70% compared to NVIDIA Corporation (NVDA) at 10.68%. This indicates that CRWD's price experiences larger fluctuations and is considered to be riskier than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
14.70%
10.68%
CRWD
NVDA

Financials

CRWD vs. NVDA - Financials Comparison

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