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

Correlation

The correlation between MNDY and CRM is 0.54, 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

MNDY vs. CRM - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-0.12%
37.79%
MNDY
CRM

Key characteristics

Sharpe Ratio

MNDY:

0.30

CRM:

0.78

Sortino Ratio

MNDY:

0.81

CRM:

1.18

Omega Ratio

MNDY:

1.11

CRM:

1.19

Calmar Ratio

MNDY:

0.25

CRM:

0.90

Martin Ratio

MNDY:

1.54

CRM:

2.10

Ulcer Index

MNDY:

10.16%

CRM:

13.30%

Daily Std Dev

MNDY:

51.34%

CRM:

35.98%

Max Drawdown

MNDY:

-82.81%

CRM:

-70.50%

Current Drawdown

MNDY:

-49.47%

CRM:

-8.50%

Fundamentals

Market Cap

MNDY:

$12.55B

CRM:

$335.88B

EPS

MNDY:

$0.43

CRM:

$6.07

PE Ratio

MNDY:

585.58

CRM:

57.82

PEG Ratio

MNDY:

2.41

CRM:

1.58

Total Revenue (TTM)

MNDY:

$940.13M

CRM:

$37.19B

Gross Profit (TTM)

MNDY:

$843.17M

CRM:

$28.62B

EBITDA (TTM)

MNDY:

-$17.26M

CRM:

$7.86B

Returns By Period

In the year-to-date period, MNDY achieves a 19.64% return, which is significantly lower than CRM's 28.49% return.


MNDY

YTD

19.64%

1M

-12.58%

6M

3.21%

1Y

18.44%

5Y*

N/A

10Y*

N/A

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

MNDY vs. CRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for monday.com Ltd. (MNDY) 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 MNDY, currently valued at 0.30, compared to the broader market-4.00-2.000.002.000.300.78
The chart of Sortino ratio for MNDY, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.000.811.18
The chart of Omega ratio for MNDY, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.19
The chart of Calmar ratio for MNDY, currently valued at 0.25, compared to the broader market0.002.004.006.000.250.90
The chart of Martin ratio for MNDY, currently valued at 1.54, compared to the broader market0.0010.0020.001.542.10
MNDY
CRM

The current MNDY Sharpe Ratio is 0.30, which is lower than the CRM Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of MNDY 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.30
0.78
MNDY
CRM

Dividends

MNDY vs. CRM - Dividend Comparison

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


TTM
MNDY
monday.com Ltd.
0.00%
CRM
salesforce.com, inc.
0.48%

Drawdowns

MNDY vs. CRM - Drawdown Comparison

The maximum MNDY drawdown since its inception was -82.81%, which is greater than CRM's maximum drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for MNDY and CRM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.47%
-8.50%
MNDY
CRM

Volatility

MNDY vs. CRM - Volatility Comparison

monday.com Ltd. (MNDY) has a higher volatility of 17.96% compared to salesforce.com, inc. (CRM) at 13.55%. This indicates that MNDY'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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
17.96%
13.55%
MNDY
CRM

Financials

MNDY vs. CRM - Financials Comparison

This section allows you to compare key financial metrics between monday.com Ltd. 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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