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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%SeptemberOctoberNovemberDecember2025February
33.75%
62.96%
IOT
CRWD

Key characteristics

Sharpe Ratio

IOT:

1.19

CRWD:

0.69

Sortino Ratio

IOT:

1.77

CRWD:

1.19

Omega Ratio

IOT:

1.23

CRWD:

1.16

Calmar Ratio

IOT:

1.76

CRWD:

0.73

Martin Ratio

IOT:

4.64

CRWD:

1.81

Ulcer Index

IOT:

12.66%

CRWD:

17.97%

Daily Std Dev

IOT:

49.33%

CRWD:

47.41%

Max Drawdown

IOT:

-70.38%

CRWD:

-67.69%

Current Drawdown

IOT:

-10.35%

CRWD:

-4.22%

Fundamentals

Market Cap

IOT:

$33.02B

CRWD:

$110.87B

EPS

IOT:

-$0.47

CRWD:

$0.50

PEG Ratio

IOT:

0.00

CRWD:

2.05

Total Revenue (TTM)

IOT:

$902.91M

CRWD:

$2.90B

Gross Profit (TTM)

IOT:

$684.89M

CRWD:

$2.18B

EBITDA (TTM)

IOT:

-$114.37M

CRWD:

$223.65M

Returns By Period

In the year-to-date period, IOT achieves a 25.09% return, which is significantly lower than CRWD's 27.47% return.


IOT

YTD

25.09%

1M

15.73%

6M

33.75%

1Y

73.11%

5Y*

N/A

10Y*

N/A

CRWD

YTD

27.47%

1M

19.03%

6M

62.96%

1Y

49.18%

5Y*

48.42%

10Y*

N/A

*Annualized

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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IOT
The Risk-Adjusted Performance Rank of IOT is 8080
Overall Rank
The Sharpe Ratio Rank of IOT is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of IOT is 7676
Sortino Ratio Rank
The Omega Ratio Rank of IOT is 7474
Omega Ratio Rank
The Calmar Ratio Rank of IOT is 8888
Calmar Ratio Rank
The Martin Ratio Rank of IOT is 8080
Martin Ratio Rank

CRWD
The Risk-Adjusted Performance Rank of CRWD is 6767
Overall Rank
The Sharpe Ratio Rank of CRWD is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of CRWD is 6363
Sortino Ratio Rank
The Omega Ratio Rank of CRWD is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CRWD is 7474
Calmar Ratio Rank
The Martin Ratio Rank of CRWD is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.19, compared to the broader market-2.000.002.001.190.69
The chart of Sortino ratio for IOT, currently valued at 1.77, compared to the broader market-4.00-2.000.002.004.006.001.771.19
The chart of Omega ratio for IOT, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.16
The chart of Calmar ratio for IOT, currently valued at 1.76, compared to the broader market0.002.004.006.001.760.73
The chart of Martin ratio for IOT, currently valued at 4.64, compared to the broader market-10.000.0010.0020.0030.004.641.81
IOT
CRWD

The current IOT Sharpe Ratio is 1.19, which is higher than the CRWD Sharpe Ratio of 0.69. 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.19
0.69
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%SeptemberOctoberNovemberDecember2025February
-10.35%
-4.22%
IOT
CRWD

Volatility

IOT vs. CRWD - Volatility Comparison

Samsara Inc. (IOT) and CrowdStrike Holdings, Inc. (CRWD) have volatilities of 12.27% and 11.73%, 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.


6.00%8.00%10.00%12.00%14.00%16.00%SeptemberOctoberNovemberDecember2025February
12.27%
11.73%
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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