PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NET vs. CRWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NET and CRWD is 0.63, 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

NET vs. CRWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cloudflare, Inc. (NET) 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%SeptemberOctoberNovemberDecember2025February
84.44%
49.77%
NET
CRWD

Key characteristics

Sharpe Ratio

NET:

1.18

CRWD:

0.54

Sortino Ratio

NET:

1.82

CRWD:

1.01

Omega Ratio

NET:

1.24

CRWD:

1.14

Calmar Ratio

NET:

0.80

CRWD:

0.58

Martin Ratio

NET:

3.45

CRWD:

1.43

Ulcer Index

NET:

15.96%

CRWD:

17.97%

Daily Std Dev

NET:

46.80%

CRWD:

46.89%

Max Drawdown

NET:

-82.58%

CRWD:

-67.69%

Current Drawdown

NET:

-30.05%

CRWD:

-10.69%

Fundamentals

Market Cap

NET:

$52.44B

CRWD:

$100.17B

EPS

NET:

-$0.23

CRWD:

$0.53

PEG Ratio

NET:

2.35

CRWD:

1.96

Total Revenue (TTM)

NET:

$1.67B

CRWD:

$2.90B

Gross Profit (TTM)

NET:

$1.29B

CRWD:

$2.18B

EBITDA (TTM)

NET:

$35.40M

CRWD:

$223.65M

Returns By Period

In the year-to-date period, NET achieves a 41.12% return, which is significantly higher than CRWD's 18.86% return.


NET

YTD

41.12%

1M

23.45%

6M

84.44%

1Y

52.77%

5Y*

48.67%

10Y*

N/A

CRWD

YTD

18.86%

1M

7.59%

6M

49.77%

1Y

30.80%

5Y*

46.31%

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

NET vs. CRWD — Risk-Adjusted Performance Rank

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

NET
The Risk-Adjusted Performance Rank of NET is 7777
Overall Rank
The Sharpe Ratio Rank of NET is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of NET is 7777
Sortino Ratio Rank
The Omega Ratio Rank of NET is 7777
Omega Ratio Rank
The Calmar Ratio Rank of NET is 7575
Calmar Ratio Rank
The Martin Ratio Rank of NET is 7575
Martin Ratio Rank

CRWD
The Risk-Adjusted Performance Rank of CRWD is 6363
Overall Rank
The Sharpe Ratio Rank of CRWD is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of CRWD is 5959
Sortino Ratio Rank
The Omega Ratio Rank of CRWD is 5959
Omega Ratio Rank
The Calmar Ratio Rank of CRWD is 7070
Calmar Ratio Rank
The Martin Ratio Rank of CRWD is 6262
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.

NET vs. CRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cloudflare, Inc. (NET) 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 NET, currently valued at 1.18, compared to the broader market-2.000.002.001.180.54
The chart of Sortino ratio for NET, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.006.001.821.01
The chart of Omega ratio for NET, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.14
The chart of Calmar ratio for NET, currently valued at 0.80, compared to the broader market0.002.004.006.000.800.58
The chart of Martin ratio for NET, currently valued at 3.45, compared to the broader market-10.000.0010.0020.0030.003.451.43
NET
CRWD

The current NET Sharpe Ratio is 1.18, which is higher than the CRWD Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of NET 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
1.18
0.54
NET
CRWD

Dividends

NET vs. CRWD - Dividend Comparison

Neither NET nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NET vs. CRWD - Drawdown Comparison

The maximum NET drawdown since its inception was -82.58%, which is greater than CRWD's maximum drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for NET and CRWD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-30.05%
-10.69%
NET
CRWD

Volatility

NET vs. CRWD - Volatility Comparison

Cloudflare, Inc. (NET) has a higher volatility of 21.65% compared to CrowdStrike Holdings, Inc. (CRWD) at 13.83%. This indicates that NET'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.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%22.00%SeptemberOctoberNovemberDecember2025February
21.65%
13.83%
NET
CRWD

Financials

NET vs. CRWD - Financials Comparison

This section allows you to compare key financial metrics between Cloudflare, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab