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

Correlation

The correlation between IOT and CRWD is 0.55, 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

IOT vs. CRWD - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
79.43%
71.94%
IOT
CRWD

Key characteristics

Sharpe Ratio

IOT:

0.67

CRWD:

0.91

Sortino Ratio

IOT:

1.24

CRWD:

1.41

Omega Ratio

IOT:

1.15

CRWD:

1.19

Calmar Ratio

IOT:

1.02

CRWD:

0.96

Martin Ratio

IOT:

2.92

CRWD:

2.39

Ulcer Index

IOT:

11.58%

CRWD:

17.88%

Daily Std Dev

IOT:

50.41%

CRWD:

47.04%

Max Drawdown

IOT:

-70.38%

CRWD:

-67.69%

Current Drawdown

IOT:

-21.35%

CRWD:

-7.61%

Fundamentals

Market Cap

IOT:

$26.25B

CRWD:

$88.03B

EPS

IOT:

-$0.47

CRWD:

$0.53

PEG Ratio

IOT:

0.00

CRWD:

1.75

Total Revenue (TTM)

IOT:

$1.18B

CRWD:

$3.74B

Gross Profit (TTM)

IOT:

$892.14M

CRWD:

$2.81B

EBITDA (TTM)

IOT:

-$164.02M

CRWD:

$297.12M

Returns By Period

In the year-to-date period, IOT achieves a 32.77% return, which is significantly lower than CRWD's 41.90% return.


IOT

YTD

32.77%

1M

-15.79%

6M

51.16%

1Y

31.16%

5Y*

N/A

10Y*

N/A

CRWD

YTD

41.90%

1M

3.47%

6M

-4.82%

1Y

40.79%

5Y*

49.00%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IOT vs. CRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Samsara Inc. (IOT) 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 IOT, currently valued at 0.67, compared to the broader market-4.00-2.000.002.000.670.91
The chart of Sortino ratio for IOT, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.241.41
The chart of Omega ratio for IOT, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.19
The chart of Calmar ratio for IOT, currently valued at 1.02, compared to the broader market0.002.004.006.001.020.96
The chart of Martin ratio for IOT, currently valued at 2.92, compared to the broader market-5.000.005.0010.0015.0020.0025.002.922.39
IOT
CRWD

The current IOT Sharpe Ratio is 0.67, which is comparable to the CRWD Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of IOT 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
0.67
0.91
IOT
CRWD

Dividends

IOT vs. CRWD - Dividend Comparison

Neither IOT nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IOT vs. CRWD - Drawdown Comparison

The maximum IOT drawdown since its inception was -70.38%, roughly equal to the maximum CRWD drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for IOT and CRWD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.35%
-7.61%
IOT
CRWD

Volatility

IOT vs. CRWD - Volatility Comparison

Samsara Inc. (IOT) has a higher volatility of 16.32% compared to CrowdStrike Holdings, Inc. (CRWD) at 14.71%. This indicates that IOT'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%JulyAugustSeptemberOctoberNovemberDecember
16.32%
14.71%
IOT
CRWD

Financials

IOT vs. CRWD - Financials Comparison

This section allows you to compare key financial metrics between Samsara Inc. 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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