TXN vs. CRM

In the year-to-date period, TXN achieves a 21.35% return, which is significantly lower than CRM's 24.16% return. Over the past 10 years, TXN has underperformed CRM with an annualized return of 17.69%, while CRM has yielded a comparatively higher 18.87% annualized return.

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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.

The current TXN Sharpe Ratio is 1.33, which is comparable to the CRM Sharpe Ratio of 1.39. 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.

TXN's dividend yield for the trailing twelve months is around 2.62%, more than CRM's 0.37% yield.

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.

Texas Instruments Incorporated (TXN) has a higher volatility of 10.25% compared to salesforce.com, inc. (CRM) at 9.31%. This indicates that TXN'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.

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.