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

Key characteristics


SITECRM
YTD Return-6.50%22.89%
1Y Return22.46%53.98%
3Y Return (Ann)-15.03%1.45%
5Y Return (Ann)10.80%14.98%
Sharpe Ratio0.491.53
Sortino Ratio0.991.90
Omega Ratio1.121.34
Calmar Ratio0.381.64
Martin Ratio1.094.00
Ulcer Index18.66%13.25%
Daily Std Dev41.17%34.53%
Max Drawdown-59.96%-70.50%
Current Drawdown-39.64%0.00%

Fundamentals


SITECRM
Market Cap$6.86B$307.78B
EPS$3.11$5.73
PE Ratio48.8556.19
PEG Ratio2.522.14
Total Revenue (TTM)$4.49B$27.75B
Gross Profit (TTM)$1.55B$21.28B
EBITDA (TTM)$237.60M$8.13B

Correlation

-0.50.00.51.00.4

The correlation between SITE and CRM is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

SITE vs. CRM - Performance Comparison

In the year-to-date period, SITE achieves a -6.50% return, which is significantly lower than CRM's 22.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-2.91%
16.73%
SITE
CRM

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

SITE vs. CRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SiteOne Landscape Supply, Inc. (SITE) 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.


SITE
Sharpe ratio
The chart of Sharpe ratio for SITE, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.49
Sortino ratio
The chart of Sortino ratio for SITE, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.006.000.99
Omega ratio
The chart of Omega ratio for SITE, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for SITE, currently valued at 0.38, compared to the broader market0.002.004.006.000.38
Martin ratio
The chart of Martin ratio for SITE, currently valued at 1.09, compared to the broader market0.0010.0020.0030.001.09
CRM
Sharpe ratio
The chart of Sharpe ratio for CRM, currently valued at 1.53, compared to the broader market-4.00-2.000.002.004.001.53
Sortino ratio
The chart of Sortino ratio for CRM, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.006.001.90
Omega ratio
The chart of Omega ratio for CRM, currently valued at 1.34, compared to the broader market0.501.001.502.001.34
Calmar ratio
The chart of Calmar ratio for CRM, currently valued at 1.64, compared to the broader market0.002.004.006.001.64
Martin ratio
The chart of Martin ratio for CRM, currently valued at 4.00, compared to the broader market0.0010.0020.0030.004.00

SITE vs. CRM - Sharpe Ratio Comparison

The current SITE Sharpe Ratio is 0.49, which is lower than the CRM Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of SITE 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 Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.49
1.53
SITE
CRM

Dividends

SITE vs. CRM - Dividend Comparison

SITE has not paid dividends to shareholders, while CRM's dividend yield for the trailing twelve months is around 0.37%.


TTM
SITE
SiteOne Landscape Supply, Inc.
0.00%
CRM
salesforce.com, inc.
0.37%

Drawdowns

SITE vs. CRM - Drawdown Comparison

The maximum SITE drawdown since its inception was -59.96%, smaller than the maximum CRM drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for SITE and CRM. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-39.64%
0
SITE
CRM

Volatility

SITE vs. CRM - Volatility Comparison

SiteOne Landscape Supply, Inc. (SITE) has a higher volatility of 11.58% compared to salesforce.com, inc. (CRM) at 6.40%. This indicates that SITE'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%JuneJulyAugustSeptemberOctoberNovember
11.58%
6.40%
SITE
CRM

Financials

SITE vs. CRM - Financials Comparison

This section allows you to compare key financial metrics between SiteOne Landscape Supply, 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