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SPYX vs. CRM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYX vs. CRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) and Salesforce, Inc. (CRM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPYX achieves a 9.59% return, which is significantly higher than CRM's -30.18% return. Over the past 10 years, SPYX has outperformed CRM with an annualized return of 15.14%, while CRM has yielded a comparatively lower 8.81% annualized return.


SPYX

1D
0.71%
1M
0.25%
6M
8.41%
YTD
9.59%
1Y
20.93%
3Y*
19.36%
5Y*
12.38%
10Y*
15.14%
ALL TIME*
14.58%

CRM

1D
1.83%
1M
10.78%
6M
-12.88%
YTD
-30.18%
1Y
-25.99%
3Y*
-5.84%
5Y*
-5.00%
10Y*
8.81%
ALL TIME*
19.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.36B$2.15B$2.56B
$4.48M$4.14M$6.01M

SPYX vs. CRM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYX
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF
9.59%17.87%25.46%26.38%-19.59%28.06%19.87%31.62%-4.26%23.25%
CRM
Salesforce, Inc.
-30.18%-20.25%27.76%98.46%-47.83%14.20%36.82%18.74%33.98%49.33%

Correlation

The correlation between SPYX and CRM is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.43

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.56

Correlation (10Y)
Provides a long-term view across more market conditions.

0.57

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2015

0.57

Over the past year, the correlation between SPYX and CRM has dropped to 0.14 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

SPYX vs. CRM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SPYX
SPYX Risk / Return Rank: 6262
Overall Rank
SPYX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SPYX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SPYX Omega Ratio Rank: 6161
Omega Ratio Rank
SPYX Calmar Ratio Rank: 5555
Calmar Ratio Rank
SPYX Martin Ratio Rank: 6969
Martin Ratio Rank

CRM
CRM Risk / Return Rank: 1616
Overall Rank
CRM Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CRM Sortino Ratio Rank: 1515
Sortino Ratio Rank
CRM Omega Ratio Rank: 1717
Omega Ratio Rank
CRM Calmar Ratio Rank: 2020
Calmar Ratio Rank
CRM Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SPYX vs. CRM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) and Salesforce, 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPYXCRMDifference
Sharpe ratioReturn per unit of total volatility

+2.15

Sortino ratioReturn per unit of downside risk

+2.87

Omega ratioGain probability vs. loss probability

1.26

0.90

+0.36

Calmar ratioReturn relative to maximum drawdown

1.94

-0.65

+2.60

Martin ratioReturn relative to average drawdown

8.39

-1.20

+9.59

SPYX vs. CRM - Sharpe Ratio Comparison

The current SPYX Sharpe Ratio is 1.46, which is higher than the CRM Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of SPYX and CRM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPYX vs. CRM - Drawdown Comparison

The maximum SPYX drawdown since its inception was -32.84%, smaller than the maximum CRM drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for SPYX and CRM.


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Drawdown Indicators


SPYXCRMDifference

Max Drawdown

Largest peak-to-trough decline

-32.84%

-70.50%

+37.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.84%

-43.33%

+33.49%

Max Drawdown (3Y)

Largest decline over 3 years

-18.74%

-58.67%

+39.93%

Max Drawdown (5Y)

Largest decline over 5 years

-26.14%

-58.67%

+32.53%

Max Drawdown (10Y)

Largest decline over 10 years

-32.84%

-58.67%

+25.83%

Current Drawdown

Current decline from peak

-1.18%

-49.34%

+48.16%

Average Drawdown

Average peak-to-trough decline

-4.49%

-16.37%

+11.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

23.55%

-21.27%

Volatility

SPYX vs. CRM - Volatility Comparison

The current volatility for State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) is 3.52%, while Salesforce, Inc. (CRM) has a volatility of 14.40%. This indicates that SPYX experiences smaller price fluctuations and is considered to be less risky than CRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYXCRMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

14.40%

-10.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.34%

33.51%

-23.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

41.11%

-28.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

37.77%

-20.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

35.70%

-17.69%

Dividends

SPYX vs. CRM - Dividend Comparison

SPYX's dividend yield for the trailing twelve months is around 0.86%, less than CRM's 0.93% yield.


PositionTTM20252024202320222021202020192018201720162015
CRM
Salesforce, Inc.
0.93%0.63%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYX
State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF
0.86%0.91%1.05%1.21%1.41%1.04%1.33%1.56%1.92%1.68%1.91%0.16%

Frequently Asked Questions


SPYX and CRM have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRM has higher volatility (14.40%) compared to SPYX (3.52%). In terms of maximum drawdown, SPYX dropped -32.84% vs CRM's -70.50%.

SPYX currently has the higher Sharpe Ratio (1.46 vs -0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SPYX and CRM

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