ADBE vs CRM: returns, Sharpe ratio and drawdown
Performance
ADBE-30.63%CRM-7.15%
Summary
ADBE vs CRM
Over the past year, CRM returned -7.15% against -30.63% for ADBE. Over five years, CRM averaged -4.84% a year, compared with -16.99% for ADBE. CRM had the higher Sharpe ratio over the past year (-0.02 vs -0.81), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -43.61% for CRM and -46.26% for ADBE.
Current Drawdown
ADBE-33.02%CRM-14.43%
Rolling Volatility
ADBE+2.30%CRM+2.03%
METRICS
Correlation Matrix
Metrics
Risk Indicators
ADBECRM
Alpha
ADBE
-37.01%
CRM
-5.90%
Beta
ADBE
0.37x
CRM
0.46x
Sharpe
ADBE
-0.81
CRM
-0.02
Sortino
ADBE
-1.09
CRM
-0.03
Omega
ADBE
0.87
CRM
1.00
Calmar
ADBE
-0.66
CRM
-0.16
Martin
ADBE
-1.23
CRM
-0.04
Comparisons