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

Correlation

The correlation between UNH and CRM is 0.24, 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.


-0.50.00.51.00.2

Performance

UNH vs. CRM - Performance Comparison

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

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%8,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,943.54%
7,936.53%
UNH
CRM

Key characteristics

Sharpe Ratio

UNH:

-0.06

CRM:

0.91

Sortino Ratio

UNH:

0.11

CRM:

1.32

Omega Ratio

UNH:

1.02

CRM:

1.22

Calmar Ratio

UNH:

-0.07

CRM:

1.05

Martin Ratio

UNH:

-0.20

CRM:

2.46

Ulcer Index

UNH:

7.87%

CRM:

13.30%

Daily Std Dev

UNH:

27.27%

CRM:

36.00%

Max Drawdown

UNH:

-82.68%

CRM:

-70.50%

Current Drawdown

UNH:

-19.70%

CRM:

-6.48%

Fundamentals

Market Cap

UNH:

$446.82B

CRM:

$335.88B

EPS

UNH:

$15.39

CRM:

$6.07

PE Ratio

UNH:

31.55

CRM:

57.82

PEG Ratio

UNH:

1.34

CRM:

1.58

Total Revenue (TTM)

UNH:

$390.71B

CRM:

$37.19B

Gross Profit (TTM)

UNH:

$86.91B

CRM:

$28.62B

EBITDA (TTM)

UNH:

$26.73B

CRM:

$7.86B

Returns By Period

In the year-to-date period, UNH achieves a -3.52% return, which is significantly lower than CRM's 31.33% return. Both investments have delivered pretty close results over the past 10 years, with UNH having a 19.00% annualized return and CRM not far ahead at 19.08%.


UNH

YTD

-3.52%

1M

-15.97%

6M

4.40%

1Y

-2.37%

5Y*

12.81%

10Y*

19.00%

CRM

YTD

31.33%

1M

5.63%

6M

40.83%

1Y

29.31%

5Y*

16.02%

10Y*

19.08%

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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.


Sharpe ratio
The chart of Sharpe ratio for UNH, currently valued at -0.06, compared to the broader market-4.00-2.000.002.00-0.060.91
The chart of Sortino ratio for UNH, currently valued at 0.11, compared to the broader market-4.00-2.000.002.004.000.111.32
The chart of Omega ratio for UNH, currently valued at 1.01, compared to the broader market0.501.001.502.001.021.22
The chart of Calmar ratio for UNH, currently valued at -0.07, compared to the broader market0.002.004.006.00-0.071.05
The chart of Martin ratio for UNH, currently valued at -0.20, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.202.46
UNH
CRM

The current UNH Sharpe Ratio is -0.06, which is lower than the CRM Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of UNH 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.06
0.91
UNH
CRM

Dividends

UNH vs. CRM - Dividend Comparison

UNH's dividend yield for the trailing twelve months is around 1.64%, more than CRM's 0.47% yield.


TTM20232022202120202019201820172016201520142013
UNH
UnitedHealth Group Incorporated
1.64%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
CRM
salesforce.com, inc.
0.47%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 -82.68%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.70%
-6.48%
UNH
CRM

Volatility

UNH vs. CRM - Volatility Comparison

The current volatility for UnitedHealth Group Incorporated (UNH) is 12.32%, while salesforce.com, inc. (CRM) has a volatility of 13.69%. 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.32%
13.69%
UNH
CRM

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.


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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