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SAP SE (SAP)

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

SAPPrice Chart


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SAPPerformance

The chart shows the growth of $10,000 invested in SAP SE on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $33,614 for a total return of roughly 236.14%. All prices are adjusted for splits and dividends.


SAP (SAP SE)
Benchmark (S&P 500)

SAPReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-10.33%0.43%
6M-5.54%9.37%
YTD1.87%22.33%
1Y12.48%26.59%
5Y10.42%15.74%
10Y10.46%14.46%

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 0.55. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


SAP (SAP SE)
Benchmark (S&P 500)

SAPDividends

SAP SE granted a 1.68% dividend yield in the last twelve months, as of Nov 27, 2021. The annual payout for that period amounted to $2.19 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$2.19$1.71$1.70$1.73$1.33$1.31$1.19$1.37$1.11$1.48$0.83$0.68

Dividend yield

1.68%1.31%1.27%1.73%1.18%1.52%1.50%1.96%1.28%1.84%1.56%1.33%

SAPDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


SAP (SAP SE)
Benchmark (S&P 500)

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 SAP SE 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 21.04%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


SAP (SAP SE)
Benchmark (S&P 500)

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