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

Correlation

The correlation between SPSC and CRM is 0.42, 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.


-0.50.00.51.00.4

Performance

SPSC vs. CRM - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-5.79%
34.59%
SPSC
CRM

Key characteristics

Sharpe Ratio

SPSC:

0.10

CRM:

0.73

Sortino Ratio

SPSC:

0.40

CRM:

1.12

Omega Ratio

SPSC:

1.05

CRM:

1.19

Calmar Ratio

SPSC:

0.15

CRM:

0.84

Martin Ratio

SPSC:

0.29

CRM:

1.91

Ulcer Index

SPSC:

12.18%

CRM:

13.62%

Daily Std Dev

SPSC:

34.97%

CRM:

35.99%

Max Drawdown

SPSC:

-49.97%

CRM:

-70.50%

Current Drawdown

SPSC:

-9.99%

CRM:

-5.54%

Fundamentals

Market Cap

SPSC:

$7.20B

CRM:

$332.17B

EPS

SPSC:

$2.07

CRM:

$6.08

PE Ratio

SPSC:

92.54

CRM:

57.09

PEG Ratio

SPSC:

4.71

CRM:

1.50

Total Revenue (TTM)

SPSC:

$466.86M

CRM:

$37.19B

Gross Profit (TTM)

SPSC:

$302.55M

CRM:

$28.62B

EBITDA (TTM)

SPSC:

$93.80M

CRM:

$7.86B

Returns By Period

In the year-to-date period, SPSC achieves a 5.38% return, which is significantly higher than CRM's 3.82% return. Both investments have delivered pretty close results over the past 10 years, with SPSC having a 20.73% annualized return and CRM not far behind at 20.05%.


SPSC

YTD

5.38%

1M

4.51%

6M

-5.79%

1Y

3.91%

5Y*

27.66%

10Y*

20.73%

CRM

YTD

3.82%

1M

2.56%

6M

34.59%

1Y

24.68%

5Y*

14.00%

10Y*

20.05%

*Annualized

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Risk-Adjusted Performance

SPSC vs. CRM — Risk-Adjusted Performance Rank

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

SPSC
The Risk-Adjusted Performance Rank of SPSC is 4747
Overall Rank
The Sharpe Ratio Rank of SPSC is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of SPSC is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SPSC is 4242
Omega Ratio Rank
The Calmar Ratio Rank of SPSC is 5353
Calmar Ratio Rank
The Martin Ratio Rank of SPSC is 4949
Martin Ratio Rank

CRM
The Risk-Adjusted Performance Rank of CRM is 6969
Overall Rank
The Sharpe Ratio Rank of CRM is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of CRM is 6262
Sortino Ratio Rank
The Omega Ratio Rank of CRM is 6969
Omega Ratio Rank
The Calmar Ratio Rank of CRM is 7676
Calmar Ratio Rank
The Martin Ratio Rank of CRM is 6666
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.

SPSC vs. CRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPS Commerce, Inc. (SPSC) 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 SPSC, currently valued at 0.10, compared to the broader market-2.000.002.000.100.73
The chart of Sortino ratio for SPSC, currently valued at 0.40, compared to the broader market-4.00-2.000.002.004.000.401.12
The chart of Omega ratio for SPSC, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.19
The chart of Calmar ratio for SPSC, currently valued at 0.15, compared to the broader market0.002.004.006.000.150.84
The chart of Martin ratio for SPSC, currently valued at 0.29, compared to the broader market-10.000.0010.0020.000.291.91
SPSC
CRM

The current SPSC Sharpe Ratio is 0.10, which is lower than the CRM Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SPSC 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.10
0.73
SPSC
CRM

Dividends

SPSC vs. CRM - Dividend Comparison

SPSC has not paid dividends to shareholders, while CRM's dividend yield for the trailing twelve months is around 0.46%.


TTM2024
SPSC
SPS Commerce, Inc.
0.00%0.00%
CRM
salesforce.com, inc.
0.46%0.48%

Drawdowns

SPSC vs. CRM - Drawdown Comparison

The maximum SPSC drawdown since its inception was -49.97%, smaller than the maximum CRM drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for SPSC and CRM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.99%
-5.54%
SPSC
CRM

Volatility

SPSC vs. CRM - Volatility Comparison

SPS Commerce, Inc. (SPSC) has a higher volatility of 7.82% compared to salesforce.com, inc. (CRM) at 6.45%. This indicates that SPSC'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.


6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
7.82%
6.45%
SPSC
CRM

Financials

SPSC vs. CRM - Financials Comparison

This section allows you to compare key financial metrics between SPS Commerce, 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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