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

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%JuneJulyAugustSeptemberOctoberNovember
480.60%
3,807.31%
CRWD
NVDA

Returns By Period

In the year-to-date period, CRWD achieves a 31.89% return, which is significantly lower than NVDA's 186.76% return.


CRWD

YTD

31.89%

1M

8.58%

6M

-2.65%

1Y

62.61%

5Y (annualized)

43.32%

10Y (annualized)

N/A

NVDA

YTD

186.76%

1M

4.61%

6M

53.55%

1Y

187.03%

5Y (annualized)

94.86%

10Y (annualized)

76.77%

Fundamentals


CRWDNVDA
Market Cap$84.20B$3.64T
EPS$0.68$2.18
PE Ratio505.1568.02
PEG Ratio0.201.14
Total Revenue (TTM)$2.73B$78.19B
Gross Profit (TTM)$2.06B$59.77B
EBITDA (TTM)$195.83M$52.02B

Key characteristics


CRWDNVDA
Sharpe Ratio1.413.68
Sortino Ratio1.923.78
Omega Ratio1.271.49
Calmar Ratio1.467.04
Martin Ratio3.6722.20
Ulcer Index17.67%8.58%
Daily Std Dev46.07%51.84%
Max Drawdown-67.69%-89.73%
Current Drawdown-14.13%-4.63%

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Correlation

-0.50.00.51.00.5

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.

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 1.41, compared to the broader market-4.00-2.000.002.001.413.68
The chart of Sortino ratio for CRWD, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.923.78
The chart of Omega ratio for CRWD, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.49
The chart of Calmar ratio for CRWD, currently valued at 1.46, compared to the broader market0.002.004.006.001.467.04
The chart of Martin ratio for CRWD, currently valued at 3.67, compared to the broader market0.0010.0020.0030.003.6722.20
CRWD
NVDA

The current CRWD Sharpe Ratio is 1.41, which is lower than the NVDA Sharpe Ratio of 3.68. 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.41
3.68
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%JuneJulyAugustSeptemberOctoberNovember
-14.13%
-4.63%
CRWD
NVDA

Volatility

CRWD vs. NVDA - Volatility Comparison

CrowdStrike Holdings, Inc. (CRWD) and NVIDIA Corporation (NVDA) have volatilities of 10.08% and 10.50%, 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.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
10.08%
10.50%
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