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CMWAY vs. SAP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


Performance

CMWAY vs. SAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Commonwealth Bank of Australia PK (CMWAY) and SAP SE (SAP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CMWAY:

1.74

SAP:

2.45

Sortino Ratio

CMWAY:

2.39

SAP:

2.80

Omega Ratio

CMWAY:

1.32

SAP:

1.36

Calmar Ratio

CMWAY:

2.73

SAP:

3.07

Martin Ratio

CMWAY:

8.96

SAP:

12.79

Ulcer Index

CMWAY:

5.35%

SAP:

4.59%

Daily Std Dev

CMWAY:

28.48%

SAP:

29.13%

Max Drawdown

CMWAY:

-47.69%

SAP:

-87.91%

Current Drawdown

CMWAY:

-0.04%

SAP:

0.00%

Fundamentals

Market Cap

CMWAY:

$187.16B

SAP:

$353.31B

EPS

CMWAY:

$3.76

SAP:

$5.54

PE Ratio

CMWAY:

29.77

SAP:

54.67

PEG Ratio

CMWAY:

0.00

SAP:

1.96

PS Ratio

CMWAY:

7.01

SAP:

10.05

PB Ratio

CMWAY:

3.86

SAP:

6.68

Total Revenue (TTM)

CMWAY:

$12.96B

SAP:

$35.15B

Gross Profit (TTM)

CMWAY:

$34.00B

SAP:

$25.79B

EBITDA (TTM)

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

YTD

20.95%

1M

7.58%

6M

11.89%

1Y

49.21%

3Y*

19.42%

5Y*

26.56%

10Y*

10.90%

SAP

YTD

24.08%

1M

5.74%

6M

28.58%

1Y

67.46%

3Y*

46.59%

5Y*

20.76%

10Y*

16.83%

*Annualized

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Commonwealth Bank of Australia PK

SAP SE

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CMWAY vs. SAP — Risk-Adjusted Performance Rank

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

CMWAY
The Risk-Adjusted Performance Rank of CMWAY is 9292
Overall Rank
The Sharpe Ratio Rank of CMWAY is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of CMWAY is 9090
Sortino Ratio Rank
The Omega Ratio Rank of CMWAY is 8888
Omega Ratio Rank
The Calmar Ratio Rank of CMWAY is 9595
Calmar Ratio Rank
The Martin Ratio Rank of CMWAY is 9393
Martin Ratio Rank

SAP
The Risk-Adjusted Performance Rank of SAP is 9595
Overall Rank
The Sharpe Ratio Rank of SAP is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of SAP is 9393
Sortino Ratio Rank
The Omega Ratio Rank of SAP is 9191
Omega Ratio Rank
The Calmar Ratio Rank of SAP is 9696
Calmar Ratio Rank
The Martin Ratio Rank of SAP is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CMWAY Sharpe Ratio is 1.74, which is comparable to the SAP Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of CMWAY and SAP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


TTM20242023202220212020201920182017201620152014
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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


5.00B10.00B15.00B20.00B25.00B30.00B20212022202320242025
12.96B
9.01B
(CMWAY) Total Revenue
(SAP) Total Revenue
Values in USD except per share items