Comparative analyses of gene expression data from different species have become an important component of the study of molecular evolution. Thus methods are needed to estimate evolutionary distances between expression profiles, as well as a neutral reference to estimate selective pressure. Divergence between expression profiles of homologous genes is often calculated with Pearsons or Euclidean distance. Neutral divergence is usually inferred from randomized data. Despite being widely used, neither of these two steps has been well studied. Here, we analyze these methods formally and on real data, highlight their limitations and propose improvements.