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SAP SE

SAP
Equity · Currency in USD
ISIN
US8030542042
CUSIP
803054204
Sector
Technology
Industry
Software—Application

SAPPrice Chart


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SAPPerformance

The chart shows the growth of $10,000 invested in SAP on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $33,858 for a total return of roughly 238.58%. All prices are adjusted for splits and dividends.


0.00%100.00%200.00%300.00%20122014201620182020
238.58%
264.42%
S&P 500

SAPReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M8.05%
YTD2.61%
6M-14.86%
1Y11.79%
5Y12.90%
10Y9.42%

SAPMonthly Returns Heatmap


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SAPSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current SAP SE Sharpe ratio is 0.49. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.0020122014201620182020
0.49

SAPDividends

SAP SE granted a 1.28% dividend yield in the last twelve months, as of Apr 11, 2021. The annual payout for that period amounted to $1.71 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$1.71$1.71$1.70$1.73$1.33$1.31$1.19$2.36$1.11$1.48$0.83$0.68
Dividend yield
1.28%1.31%1.27%1.73%1.18%1.52%1.50%3.39%1.28%1.84%1.56%1.33%

SAPDrawdowns Chart


-40.00%-30.00%-20.00%-10.00%0.00%20122014201620182020
-20.84%

SAPWorst Drawdowns

The table below shows the maximum drawdowns of the SAP SE. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 37.39%, recorded on Nov 2, 2020. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-37.39%Sep 3, 202042Nov 2, 2020
-32.85%Jul 5, 2019179Mar 19, 202065Jun 22, 2020244
-28.2%Apr 28, 2011110Oct 3, 201199Feb 24, 2012209
-25.72%Jan 2, 2014264Jan 20, 2015378Jul 20, 2016642
-24.97%Sep 26, 201862Dec 24, 201882Apr 24, 2019144
-21.63%Mar 20, 201252Jun 1, 201272Sep 13, 2012124
-17.87%Jan 12, 201094May 26, 201089Oct 1, 2010183
-15.69%Mar 18, 2013120Sep 5, 201359Nov 27, 2013179
-13.22%Oct 27, 201024Nov 30, 201031Jan 13, 201155
-12.67%Nov 27, 201751Feb 8, 201863May 10, 2018114

SAPVolatility Chart

Current SAP SE volatility is 33.52%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%50.00%100.00%150.00%20122014201620182020
33.52%

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