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

Correlation

The correlation between TXN and CRM is 0.45, 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

TXN vs. CRM - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
-2.03%
28.19%
TXN
CRM

Key characteristics

Sharpe Ratio

TXN:

0.85

CRM:

0.53

Sortino Ratio

TXN:

1.35

CRM:

0.89

Omega Ratio

TXN:

1.16

CRM:

1.15

Calmar Ratio

TXN:

1.43

CRM:

0.60

Martin Ratio

TXN:

3.63

CRM:

1.39

Ulcer Index

TXN:

6.40%

CRM:

13.51%

Daily Std Dev

TXN:

27.30%

CRM:

35.70%

Max Drawdown

TXN:

-85.81%

CRM:

-70.50%

Current Drawdown

TXN:

-10.34%

CRM:

-12.60%

Fundamentals

Market Cap

TXN:

$180.17B

CRM:

$307.35B

EPS

TXN:

$5.37

CRM:

$6.07

PE Ratio

TXN:

36.78

CRM:

52.91

PEG Ratio

TXN:

3.10

CRM:

1.46

Total Revenue (TTM)

TXN:

$11.63B

CRM:

$37.19B

Gross Profit (TTM)

TXN:

$6.78B

CRM:

$28.62B

EBITDA (TTM)

TXN:

$5.62B

CRM:

$7.86B

Returns By Period

In the year-to-date period, TXN achieves a 5.33% return, which is significantly higher than CRM's -3.94% return. Over the past 10 years, TXN has underperformed CRM with an annualized return of 17.16%, while CRM has yielded a comparatively higher 19.06% annualized return.


TXN

YTD

5.33%

1M

4.25%

6M

-2.03%

1Y

23.95%

5Y*

11.55%

10Y*

17.16%

CRM

YTD

-3.94%

1M

-9.99%

6M

28.19%

1Y

19.97%

5Y*

12.18%

10Y*

19.06%

*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

TXN vs. CRM — Risk-Adjusted Performance Rank

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

TXN
The Risk-Adjusted Performance Rank of TXN is 7575
Overall Rank
The Sharpe Ratio Rank of TXN is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of TXN is 6969
Sortino Ratio Rank
The Omega Ratio Rank of TXN is 6666
Omega Ratio Rank
The Calmar Ratio Rank of TXN is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TXN is 7777
Martin Ratio Rank

CRM
The Risk-Adjusted Performance Rank of CRM is 6565
Overall Rank
The Sharpe Ratio Rank of CRM is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of CRM is 5959
Sortino Ratio Rank
The Omega Ratio Rank of CRM is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CRM is 7272
Calmar Ratio Rank
The Martin Ratio Rank of CRM is 6464
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.

TXN vs. CRM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Texas Instruments Incorporated (TXN) 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 TXN, currently valued at 0.85, compared to the broader market-2.000.002.000.850.53
The chart of Sortino ratio for TXN, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.001.350.89
The chart of Omega ratio for TXN, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.15
The chart of Calmar ratio for TXN, currently valued at 1.43, compared to the broader market0.002.004.006.001.430.60
The chart of Martin ratio for TXN, currently valued at 3.63, compared to the broader market-30.00-20.00-10.000.0010.0020.003.631.39
TXN
CRM

The current TXN Sharpe Ratio is 0.85, which is higher than the CRM Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of TXN 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
0.85
0.53
TXN
CRM

Dividends

TXN vs. CRM - Dividend Comparison

TXN's dividend yield for the trailing twelve months is around 2.66%, more than CRM's 0.50% yield.


TTM20242023202220212020201920182017201620152014
TXN
Texas Instruments Incorporated
2.66%2.81%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%
CRM
salesforce.com, inc.
0.50%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TXN vs. CRM - Drawdown Comparison

The maximum TXN drawdown since its inception was -85.81%, which is greater than CRM's maximum drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for TXN and CRM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.34%
-12.60%
TXN
CRM

Volatility

TXN vs. CRM - Volatility Comparison

The current volatility for Texas Instruments Incorporated (TXN) is 5.09%, while salesforce.com, inc. (CRM) has a volatility of 6.31%. This indicates that TXN 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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
5.09%
6.31%
TXN
CRM

Financials

TXN vs. CRM - Financials Comparison

This section allows you to compare key financial metrics between Texas Instruments Incorporated 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
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