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

Correlation

The correlation between SHOP and CRM is 0.53, 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

SHOP vs. CRM - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
51.77%
17.67%
SHOP
CRM

Key characteristics

Sharpe Ratio

SHOP:

0.91

CRM:

0.24

Sortino Ratio

SHOP:

1.59

CRM:

0.56

Omega Ratio

SHOP:

1.22

CRM:

1.09

Calmar Ratio

SHOP:

0.68

CRM:

0.28

Martin Ratio

SHOP:

3.39

CRM:

0.63

Ulcer Index

SHOP:

13.88%

CRM:

13.86%

Daily Std Dev

SHOP:

51.50%

CRM:

36.45%

Max Drawdown

SHOP:

-84.82%

CRM:

-70.50%

Current Drawdown

SHOP:

-31.65%

CRM:

-15.69%

Fundamentals

Market Cap

SHOP:

$141.30B

CRM:

$296.48B

EPS

SHOP:

$0.99

CRM:

$6.08

PE Ratio

SHOP:

110.02

CRM:

50.95

PEG Ratio

SHOP:

1.12

CRM:

1.39

Total Revenue (TTM)

SHOP:

$8.88B

CRM:

$27.90B

Gross Profit (TTM)

SHOP:

$4.47B

CRM:

$21.48B

EBITDA (TTM)

SHOP:

$1.38B

CRM:

$5.11B

Returns By Period

In the year-to-date period, SHOP achieves a 8.68% return, which is significantly higher than CRM's -7.34% return.


SHOP

YTD

8.68%

1M

8.64%

6M

51.77%

1Y

54.02%

5Y*

17.33%

10Y*

N/A

CRM

YTD

-7.34%

1M

-6.86%

6M

17.67%

1Y

6.09%

5Y*

10.48%

10Y*

17.58%

*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

SHOP vs. CRM — Risk-Adjusted Performance Rank

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

SHOP
The Risk-Adjusted Performance Rank of SHOP is 7474
Overall Rank
The Sharpe Ratio Rank of SHOP is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of SHOP is 7373
Sortino Ratio Rank
The Omega Ratio Rank of SHOP is 7474
Omega Ratio Rank
The Calmar Ratio Rank of SHOP is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SHOP is 7575
Martin Ratio Rank

CRM
The Risk-Adjusted Performance Rank of CRM is 5353
Overall Rank
The Sharpe Ratio Rank of CRM is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of CRM is 4848
Sortino Ratio Rank
The Omega Ratio Rank of CRM is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CRM is 6060
Calmar Ratio Rank
The Martin Ratio Rank of CRM is 5454
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.

SHOP vs. CRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Shopify Inc. (SHOP) 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 SHOP, currently valued at 0.91, compared to the broader market-2.000.002.000.910.24
The chart of Sortino ratio for SHOP, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.006.001.590.56
The chart of Omega ratio for SHOP, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.09
The chart of Calmar ratio for SHOP, currently valued at 0.68, compared to the broader market0.002.004.006.000.680.28
The chart of Martin ratio for SHOP, currently valued at 3.39, compared to the broader market-10.000.0010.0020.0030.003.390.63
SHOP
CRM

The current SHOP Sharpe Ratio is 0.91, which is higher than the CRM Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of SHOP 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.91
0.24
SHOP
CRM

Dividends

SHOP vs. CRM - Dividend Comparison

SHOP has not paid dividends to shareholders, while CRM's dividend yield for the trailing twelve months is around 0.52%.


TTM2024
SHOP
Shopify Inc.
0.00%0.00%
CRM
salesforce.com, inc.
0.52%0.48%

Drawdowns

SHOP vs. CRM - Drawdown Comparison

The maximum SHOP drawdown since its inception was -84.82%, which is greater than CRM's maximum drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for SHOP and CRM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-31.65%
-15.69%
SHOP
CRM

Volatility

SHOP vs. CRM - Volatility Comparison

Shopify Inc. (SHOP) has a higher volatility of 15.65% compared to salesforce.com, inc. (CRM) at 9.55%. This indicates that SHOP'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%SeptemberOctoberNovemberDecember2025February
15.65%
9.55%
SHOP
CRM

Financials

SHOP vs. CRM - Financials Comparison

This section allows you to compare key financial metrics between Shopify 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
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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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