2005.HK vs. SAP

Last updated Jun 24, 2026

2005.HK (SSY Group Ltd) and SAP (SAP SE) are both stocks. 2005.HK operates in Drug Manufacturers - Specialty & Generic (Healthcare), while SAP operates in Software - Application (Technology). Over the past 10 years, 2005.HK returned 1.42%/yr vs 9.27%/yr for SAP. At a 0.05 correlation, their price movements are largely independent.

Performance

2005.HK vs. SAP - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in SSY Group Ltd (2005.HK) and SAP SE (SAP). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

2005.HK is traded in HKD, while SAP is traded in USD. To make them comparable, the SAP values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 2005.HK achieves a -22.33% return, which is significantly higher than SAP's -35.28% return. Over the past 10 years, 2005.HK has underperformed SAP with an annualized return of 1.42%, while SAP has yielded a comparatively higher 9.27% annualized return.

2005.HK

• 1D: 7.43%
• 1M: -8.44%
• YTD: -22.33%
• 6M: -24.98%
• 1Y: -17.55%
• 3Y*: -20.69%
• 5Y*: -11.80%
• 10Y*: 1.42%

SAP

• 1D: 2.61%
• 1M: -12.76%
• YTD: -35.28%
• 6M: -35.77%
• 1Y: -46.40%
• 3Y*: 6.14%
• 5Y*: 3.47%
• 10Y*: 9.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

2005.HK vs. SAP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
2005.HK SSY Group Ltd	-22.33%	-16.74%	-24.57%	18.40%	11.21%	-6.74%	-28.64%	10.39%	21.84%	98.32%
SAP SAP SE	-35.28%	-0.29%	60.43%	52.28%	-24.51%	9.81%	-1.73%	35.71%	-9.85%	32.25%

Correlation

The correlation between 2005.HK and SAP is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (10Y) Calculated over the trailing 10-year period	0.08
Correlation (All Time) Calculated using the full available price history since Jul 27, 2007	0.05

Return for Risk

2005.HK vs. SAP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2005.HK

2005.HK Risk / Return Rank: 18
2005.HK Sharpe Ratio Rank: 16
2005.HK Sortino Ratio Rank: 16
2005.HK Omega Ratio Rank: 17
2005.HK Calmar Ratio Rank: 25
2005.HK Martin Ratio Rank: 15

SAP

SAP Risk / Return Rank: 4
SAP Sharpe Ratio Rank: 1
SAP Sortino Ratio Rank: 3
SAP Omega Ratio Rank: 3
SAP Calmar Ratio Rank: 6
SAP Martin Ratio Rank: 5

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

2005.HK vs. SAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SSY Group Ltd (2005.HK) and SAP SE (SAP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	2005.HK	SAP	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	-1.34	+0.75
Sortino ratio: Return per unit of downside risk	-0.74	-2.00	+1.26
Omega ratio: Gain probability vs. loss probability	0.91	0.75	+0.17
Calmar ratio: Return relative to maximum drawdown	-0.50	-0.91	+0.41
Martin ratio: Return relative to average drawdown	-1.19	-1.57	+0.38

2005.HK vs. SAP - Sharpe Ratio Comparison

The current 2005.HK Sharpe Ratio is -0.59, which is higher than the SAP Sharpe Ratio of -1.34. The chart below compares the historical Sharpe Ratios of 2005.HK and SAP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

2005.HK vs. SAP - Drawdown Comparison

The maximum 2005.HK drawdown since its inception was -99.85%, which is greater than SAP's maximum drawdown of -51.30%. Use the drawdown chart below to compare losses from any high point for 2005.HK and SAP.

Drawdown Indicators

	2005.HK	SAP	Difference
Max Drawdown Largest peak-to-trough decline	-99.85%	-51.30%	-48.55%
Max Drawdown (1Y) Largest decline over 1 year	-36.00%	-51.30%	+15.30%
Max Drawdown (3Y) Largest decline over 3 years	-56.53%	-51.30%	-5.23%
Max Drawdown (5Y) Largest decline over 5 years	-69.96%	-51.30%	-18.66%
Max Drawdown (10Y) Largest decline over 10 years	-72.50%	-51.30%	-21.20%
Current Drawdown Current decline from peak	-73.89%	-50.03%	-23.86%
Average Drawdown Average peak-to-trough decline	-68.68%	-13.79%	-54.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.87%	29.54%	-14.67%

Volatility

2005.HK vs. SAP - Volatility Comparison

The current volatility for SSY Group Ltd (2005.HK) is 12.00%, while SAP SE (SAP) has a volatility of 14.56%. This indicates that 2005.HK experiences smaller price fluctuations and is considered to be less risky than SAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	2005.HK	SAP	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.00%	14.56%	-2.56%
Volatility (6M) Calculated over the trailing 6-month period	22.36%	31.16%	-8.80%
Volatility (1Y) Calculated over the trailing 1-year period	30.22%	34.66%	-4.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.71%	28.83%	+11.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.43%	28.24%	+12.19%

Dividends

2005.HK vs. SAP - Dividend Comparison

2005.HK's dividend yield for the trailing twelve months is around 3.69%, more than SAP's 1.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
2005.HK SSY Group Ltd	3.69%	5.12%	5.04%	3.04%	3.02%	2.49%	2.50%	1.58%	1.38%	1.25%	1.01%	9.85%
SAP SAP SE	1.91%	1.05%	0.97%	1.41%	2.05%	1.56%	1.31%	1.27%	1.73%	0.87%	1.08%	1.11%

Financials

Frequently Asked Questions

Can I hold both 2005.HK and SAP in my portfolio?

2005.HK and SAP have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.