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FI vs. CRM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FI and CRM is 0.46, 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

FI vs. CRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fiserv Inc. (FI) and salesforce.com, inc. (CRM). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
34.89%
39.65%
FI
CRM

Key characteristics

Sharpe Ratio

FI:

2.85

CRM:

0.78

Sortino Ratio

FI:

3.64

CRM:

1.18

Omega Ratio

FI:

1.50

CRM:

1.19

Calmar Ratio

FI:

5.40

CRM:

0.90

Martin Ratio

FI:

13.94

CRM:

2.10

Ulcer Index

FI:

3.64%

CRM:

13.30%

Daily Std Dev

FI:

17.79%

CRM:

35.98%

Max Drawdown

FI:

-37.85%

CRM:

-70.50%

Current Drawdown

FI:

-9.08%

CRM:

-8.50%

Fundamentals

Market Cap

FI:

$116.14B

CRM:

$335.88B

EPS

FI:

$5.19

CRM:

$6.07

PE Ratio

FI:

39.34

CRM:

57.82

PEG Ratio

FI:

1.38

CRM:

1.58

Total Revenue (TTM)

FI:

$20.12B

CRM:

$37.19B

Gross Profit (TTM)

FI:

$12.86B

CRM:

$28.62B

EBITDA (TTM)

FI:

$8.76B

CRM:

$7.86B

Returns By Period

In the year-to-date period, FI achieves a 52.26% return, which is significantly higher than CRM's 28.49% return. Over the past 10 years, FI has outperformed CRM with an annualized return of 20.76%, while CRM has yielded a comparatively lower 18.94% annualized return.


FI

YTD

52.26%

1M

-5.98%

6M

34.89%

1Y

52.37%

5Y*

11.66%

10Y*

20.76%

CRM

YTD

28.49%

1M

4.08%

6M

39.65%

1Y

29.92%

5Y*

15.53%

10Y*

18.94%

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Risk-Adjusted Performance

FI vs. CRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fiserv Inc. (FI) and salesforce.com, inc. (CRM). 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 FI, currently valued at 2.85, compared to the broader market-4.00-2.000.002.002.850.78
The chart of Sortino ratio for FI, currently valued at 3.64, compared to the broader market-4.00-2.000.002.004.003.641.18
The chart of Omega ratio for FI, currently valued at 1.50, compared to the broader market0.501.001.502.001.501.19
The chart of Calmar ratio for FI, currently valued at 5.40, compared to the broader market0.002.004.006.005.400.90
The chart of Martin ratio for FI, currently valued at 13.94, compared to the broader market0.0010.0020.0013.942.10
FI
CRM

The current FI Sharpe Ratio is 2.85, which is higher than the CRM Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of FI and CRM, 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 Ratio0.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
2.85
0.78
FI
CRM

Dividends

FI vs. CRM - Dividend Comparison

FI has not paid dividends to shareholders, while CRM's dividend yield for the trailing twelve months is around 0.48%.


TTM20232022202120202019201820172016201520142013
FI
Fiserv Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.06%5.08%7.87%7.61%1.52%
CRM
salesforce.com, inc.
0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FI vs. CRM - Drawdown Comparison

The maximum FI drawdown since its inception was -37.85%, smaller than the maximum CRM drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for FI and CRM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.08%
-8.50%
FI
CRM

Volatility

FI vs. CRM - Volatility Comparison

The current volatility for Fiserv Inc. (FI) is 7.30%, while salesforce.com, inc. (CRM) has a volatility of 13.55%. This indicates that FI experiences smaller price fluctuations and is considered to be less risky than CRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
7.30%
13.55%
FI
CRM

Financials

FI vs. CRM - Financials Comparison

This section allows you to compare key financial metrics between Fiserv Inc. and salesforce.com, 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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