Correlation
The correlation between CMWAY and SAP is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
CMWAY vs. SAP
Compare and contrast key facts about Commonwealth Bank of Australia PK (CMWAY) and SAP SE (SAP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMWAY or SAP.
Performance
CMWAY vs. SAP - Performance Comparison
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Key characteristics
CMWAY:
1.74
SAP:
2.45
CMWAY:
2.39
SAP:
2.80
CMWAY:
1.32
SAP:
1.36
CMWAY:
2.73
SAP:
3.07
CMWAY:
8.96
SAP:
12.79
CMWAY:
5.35%
SAP:
4.59%
CMWAY:
28.48%
SAP:
29.13%
CMWAY:
-47.69%
SAP:
-87.91%
CMWAY:
-0.04%
SAP:
0.00%
Fundamentals
CMWAY:
$187.16B
SAP:
$353.31B
CMWAY:
$3.76
SAP:
$5.54
CMWAY:
29.77
SAP:
54.67
CMWAY:
0.00
SAP:
1.96
CMWAY:
7.01
SAP:
10.05
CMWAY:
3.86
SAP:
6.68
CMWAY:
$12.96B
SAP:
$35.15B
CMWAY:
$34.00B
SAP:
$25.79B
CMWAY:
$694.00M
SAP:
$10.31B
Returns By Period
In the year-to-date period, CMWAY achieves a 20.95% return, which is significantly lower than SAP's 24.08% return. Over the past 10 years, CMWAY has underperformed SAP with an annualized return of 10.90%, while SAP has yielded a comparatively higher 16.83% annualized return.
CMWAY
20.95%
7.58%
11.89%
49.21%
19.42%
26.56%
10.90%
SAP
24.08%
5.74%
28.58%
67.46%
46.59%
20.76%
16.83%
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Risk-Adjusted Performance
CMWAY vs. SAP — Risk-Adjusted Performance Rank
CMWAY
SAP
CMWAY vs. SAP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Commonwealth Bank of Australia PK (CMWAY) 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.
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Dividends
CMWAY vs. SAP - Dividend Comparison
CMWAY's dividend yield for the trailing twelve months is around 2.69%, more than SAP's 0.84% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
CMWAY Commonwealth Bank of Australia PK | 2.69% | 3.19% | 3.96% | 3.89% | 3.57% | 3.23% | 5.31% | 6.36% | 5.34% | 5.24% | 5.42% | 5.27% |
SAP SAP SE | 0.84% | 0.97% | 1.41% | 2.58% | 1.56% | 1.31% | 1.27% | 1.73% | 1.18% | 1.52% | 1.50% | 3.39% |
Drawdowns
CMWAY vs. SAP - Drawdown Comparison
The maximum CMWAY drawdown since its inception was -47.69%, smaller than the maximum SAP drawdown of -87.91%. Use the drawdown chart below to compare losses from any high point for CMWAY and SAP.
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Volatility
CMWAY vs. SAP - Volatility Comparison
Commonwealth Bank of Australia PK (CMWAY) and SAP SE (SAP) have volatilities of 6.40% and 6.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Financials
CMWAY vs. SAP - Financials Comparison
This section allows you to compare key financial metrics between Commonwealth Bank of Australia PK and SAP SE. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities