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

Performance

CRWD vs. SNOW - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
156.77%
-50.40%
CRWD
SNOW

Returns By Period

In the year-to-date period, CRWD achieves a 31.89% return, which is significantly higher than SNOW's -36.70% return.


CRWD

YTD

31.89%

1M

8.58%

6M

-2.65%

1Y

62.61%

5Y (annualized)

43.32%

10Y (annualized)

N/A

SNOW

YTD

-36.70%

1M

5.94%

6M

-22.18%

1Y

-21.75%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


CRWDSNOW
Market Cap$84.20B$42.05B
EPS$0.68-$3.06
PEG Ratio0.202.14
Total Revenue (TTM)$2.73B$2.47B
Gross Profit (TTM)$2.06B$1.65B
EBITDA (TTM)$195.83M-$903.78M

Key characteristics


CRWDSNOW
Sharpe Ratio1.41-0.52
Sortino Ratio1.92-0.47
Omega Ratio1.270.94
Calmar Ratio1.46-0.31
Martin Ratio3.67-0.62
Ulcer Index17.67%36.87%
Daily Std Dev46.07%43.61%
Max Drawdown-67.69%-72.99%
Current Drawdown-14.13%-68.66%

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Correlation

-0.50.00.51.00.6

The correlation between CRWD and SNOW is 0.60, 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. SNOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CrowdStrike Holdings, Inc. (CRWD) and Snowflake Inc. (SNOW). 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-4.00-2.000.002.001.41-0.52
The chart of Sortino ratio for CRWD, currently valued at 1.92, compared to the broader market-4.00-2.000.002.004.001.92-0.47
The chart of Omega ratio for CRWD, currently valued at 1.27, compared to the broader market0.501.001.502.001.270.94
The chart of Calmar ratio for CRWD, currently valued at 1.46, compared to the broader market0.002.004.006.001.46-0.31
The chart of Martin ratio for CRWD, currently valued at 3.67, compared to the broader market0.0010.0020.0030.003.67-0.62
CRWD
SNOW

The current CRWD Sharpe Ratio is 1.41, which is higher than the SNOW Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of CRWD and SNOW, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.41
-0.52
CRWD
SNOW

Dividends

CRWD vs. SNOW - Dividend Comparison

Neither CRWD nor SNOW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRWD vs. SNOW - Drawdown Comparison

The maximum CRWD drawdown since its inception was -67.69%, smaller than the maximum SNOW drawdown of -72.99%. Use the drawdown chart below to compare losses from any high point for CRWD and SNOW. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.13%
-68.66%
CRWD
SNOW

Volatility

CRWD vs. SNOW - Volatility Comparison

CrowdStrike Holdings, Inc. (CRWD) and Snowflake Inc. (SNOW) have volatilities of 10.08% and 10.03%, 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%JuneJulyAugustSeptemberOctoberNovember
10.08%
10.03%
CRWD
SNOW

Financials

CRWD vs. SNOW - Financials Comparison

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