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

Key characteristics


FSLYCRM
YTD Return-60.11%26.60%
1Y Return-58.91%51.82%
3Y Return (Ann)-47.78%2.94%
5Y Return (Ann)-19.27%15.38%
Sharpe Ratio-0.831.44
Sortino Ratio-1.051.83
Omega Ratio0.841.32
Calmar Ratio-0.611.63
Martin Ratio-1.033.82
Ulcer Index56.41%13.25%
Daily Std Dev70.05%35.04%
Max Drawdown-95.63%-70.50%
Current Drawdown-94.49%-2.95%

Fundamentals


FSLYCRM
Market Cap$990.52M$326.69B
EPS-$1.08$5.73
Total Revenue (TTM)$540.87M$27.75B
Gross Profit (TTM)$294.35M$21.28B
EBITDA (TTM)-$149.40M$8.13B

Correlation

-0.50.00.51.00.4

The correlation between FSLY and CRM is 0.45, 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.

Performance

FSLY vs. CRM - Performance Comparison

In the year-to-date period, FSLY achieves a -60.11% return, which is significantly lower than CRM's 26.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-20.14%
16.87%
FSLY
CRM

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Risk-Adjusted Performance

FSLY vs. CRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fastly, Inc. (FSLY) 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.


FSLY
Sharpe ratio
The chart of Sharpe ratio for FSLY, currently valued at -0.83, compared to the broader market-4.00-2.000.002.004.00-0.83
Sortino ratio
The chart of Sortino ratio for FSLY, currently valued at -1.05, compared to the broader market-4.00-2.000.002.004.006.00-1.05
Omega ratio
The chart of Omega ratio for FSLY, currently valued at 0.84, compared to the broader market0.501.001.502.000.84
Calmar ratio
The chart of Calmar ratio for FSLY, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.61
Martin ratio
The chart of Martin ratio for FSLY, currently valued at -1.03, compared to the broader market0.0010.0020.0030.00-1.03
CRM
Sharpe ratio
The chart of Sharpe ratio for CRM, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.44
Sortino ratio
The chart of Sortino ratio for CRM, currently valued at 1.83, compared to the broader market-4.00-2.000.002.004.006.001.83
Omega ratio
The chart of Omega ratio for CRM, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for CRM, currently valued at 1.63, compared to the broader market0.002.004.006.001.63
Martin ratio
The chart of Martin ratio for CRM, currently valued at 3.82, compared to the broader market0.0010.0020.0030.003.82

FSLY vs. CRM - Sharpe Ratio Comparison

The current FSLY Sharpe Ratio is -0.83, which is lower than the CRM Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of FSLY 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 Ratio-1.50-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.83
1.44
FSLY
CRM

Dividends

FSLY vs. CRM - Dividend Comparison

FSLY has not paid dividends to shareholders, while CRM's dividend yield for the trailing twelve months is around 0.36%.


TTM
FSLY
Fastly, Inc.
0.00%
CRM
salesforce.com, inc.
0.36%

Drawdowns

FSLY vs. CRM - Drawdown Comparison

The maximum FSLY drawdown since its inception was -95.63%, which is greater than CRM's maximum drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for FSLY and CRM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-94.49%
-2.95%
FSLY
CRM

Volatility

FSLY vs. CRM - Volatility Comparison

Fastly, Inc. (FSLY) has a higher volatility of 15.48% compared to salesforce.com, inc. (CRM) at 8.96%. This indicates that FSLY's price experiences larger fluctuations and is considered to be riskier than CRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
15.48%
8.96%
FSLY
CRM

Financials

FSLY vs. CRM - Financials Comparison

This section allows you to compare key financial metrics between Fastly, 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