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

Correlation

The correlation between ESTC and CRWD is 0.61, 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

ESTC vs. CRWD - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.84%
-8.14%
ESTC
CRWD

Key characteristics

Sharpe Ratio

ESTC:

-0.16

CRWD:

0.76

Sortino Ratio

ESTC:

0.13

CRWD:

1.26

Omega Ratio

ESTC:

1.02

CRWD:

1.17

Calmar Ratio

ESTC:

-0.13

CRWD:

0.81

Martin Ratio

ESTC:

-0.33

CRWD:

2.01

Ulcer Index

ESTC:

25.10%

CRWD:

17.88%

Daily Std Dev

ESTC:

50.78%

CRWD:

46.98%

Max Drawdown

ESTC:

-74.33%

CRWD:

-67.69%

Current Drawdown

ESTC:

-44.47%

CRWD:

-10.49%

Fundamentals

Market Cap

ESTC:

$11.11B

CRWD:

$88.03B

EPS

ESTC:

$0.60

CRWD:

$0.53

PE Ratio

ESTC:

178.75

CRWD:

710.23

PEG Ratio

ESTC:

4.05

CRWD:

1.75

Total Revenue (TTM)

ESTC:

$1.38B

CRWD:

$3.74B

Gross Profit (TTM)

ESTC:

$1.02B

CRWD:

$2.81B

EBITDA (TTM)

ESTC:

-$64.94M

CRWD:

$297.12M

Returns By Period

In the year-to-date period, ESTC achieves a -7.98% return, which is significantly lower than CRWD's 37.49% return.


ESTC

YTD

-7.98%

1M

17.49%

6M

-4.84%

1Y

-5.86%

5Y*

10.46%

10Y*

N/A

CRWD

YTD

37.49%

1M

-0.64%

6M

-8.14%

1Y

38.23%

5Y*

48.11%

10Y*

N/A

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Risk-Adjusted Performance

ESTC vs. CRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Elastic N.V. (ESTC) and CrowdStrike Holdings, Inc. (CRWD). 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 ESTC, currently valued at -0.16, compared to the broader market-4.00-2.000.002.00-0.160.76
The chart of Sortino ratio for ESTC, currently valued at 0.13, compared to the broader market-4.00-2.000.002.004.000.131.26
The chart of Omega ratio for ESTC, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.17
The chart of Calmar ratio for ESTC, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.130.81
The chart of Martin ratio for ESTC, currently valued at -0.33, compared to the broader market0.0010.0020.00-0.332.01
ESTC
CRWD

The current ESTC Sharpe Ratio is -0.16, which is lower than the CRWD Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of ESTC and CRWD, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.16
0.76
ESTC
CRWD

Dividends

ESTC vs. CRWD - Dividend Comparison

Neither ESTC nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESTC vs. CRWD - Drawdown Comparison

The maximum ESTC drawdown since its inception was -74.33%, which is greater than CRWD's maximum drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for ESTC and CRWD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-44.47%
-10.49%
ESTC
CRWD

Volatility

ESTC vs. CRWD - Volatility Comparison

Elastic N.V. (ESTC) has a higher volatility of 18.34% compared to CrowdStrike Holdings, Inc. (CRWD) at 14.40%. This indicates that ESTC's price experiences larger fluctuations and is considered to be riskier than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.34%
14.40%
ESTC
CRWD

Financials

ESTC vs. CRWD - Financials Comparison

This section allows you to compare key financial metrics between Elastic N.V. and CrowdStrike Holdings, 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
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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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