UNH vs. CRM
Compare and contrast key facts about UnitedHealth Group Incorporated (UNH) and salesforce.com, inc. (CRM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UNH or CRM.
Performance
UNH vs. CRM - Performance Comparison
Returns By Period
In the year-to-date period, UNH achieves a 14.83% return, which is significantly lower than CRM's 28.17% return. Over the past 10 years, UNH has outperformed CRM with an annualized return of 21.83%, while CRM has yielded a comparatively lower 19.27% annualized return.
UNH
14.83%
4.85%
16.51%
11.55%
18.41%
21.83%
CRM
28.17%
16.46%
20.91%
50.67%
15.72%
19.27%
Fundamentals
UNH | CRM | |
---|---|---|
Market Cap | $552.63B | $311.37B |
EPS | $15.37 | $5.76 |
PE Ratio | 39.07 | 56.55 |
PEG Ratio | 1.63 | 2.25 |
Total Revenue (TTM) | $390.71B | $27.75B |
Gross Profit (TTM) | -$18.49B | $21.28B |
EBITDA (TTM) | $26.73B | $7.90B |
Key characteristics
UNH | CRM | |
---|---|---|
Sharpe Ratio | 0.50 | 1.43 |
Sortino Ratio | 0.86 | 1.82 |
Omega Ratio | 1.12 | 1.32 |
Calmar Ratio | 0.62 | 1.62 |
Martin Ratio | 1.63 | 3.80 |
Ulcer Index | 7.63% | 13.26% |
Daily Std Dev | 24.81% | 35.18% |
Max Drawdown | -82.67% | -70.50% |
Current Drawdown | -4.44% | -1.74% |
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Correlation
The correlation between UNH and CRM is 0.25, 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.
Risk-Adjusted Performance
UNH vs. CRM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UnitedHealth Group Incorporated (UNH) 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.
Dividends
UNH vs. CRM - Dividend Comparison
UNH's dividend yield for the trailing twelve months is around 1.33%, more than CRM's 0.36% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
UnitedHealth Group Incorporated | 1.33% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
salesforce.com, inc. | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
UNH vs. CRM - Drawdown Comparison
The maximum UNH drawdown since its inception was -82.67%, which is greater than CRM's maximum drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for UNH and CRM. For additional features, visit the drawdowns tool.
Volatility
UNH vs. CRM - Volatility Comparison
The current volatility for UnitedHealth Group Incorporated (UNH) is 8.56%, while salesforce.com, inc. (CRM) has a volatility of 9.31%. This indicates that UNH 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.
Financials
UNH vs. CRM - Financials Comparison
This section allows you to compare key financial metrics between UnitedHealth Group 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.
Total Revenue: Total amount of money received from sales and other business activities