DSY.PA vs. SAP.DE
DSY.PA (Dassault Systèmes SE) and SAP.DE (SAP SE) are both stocks. Both operate in the Software - Application industry within the Technology sector. Over the past 10 years, DSY.PA returned 4.38%/yr vs 10.39%/yr for SAP.DE. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
DSY.PA vs. SAP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DSY.PA achieves a -14.30% return, which is significantly higher than SAP.DE's -19.71% return. Over the past 10 years, DSY.PA has underperformed SAP.DE with an annualized return of 4.38%, while SAP.DE has yielded a comparatively higher 10.39% annualized return.
DSY.PA
- 1D
- 5.94%
- 1M
- 4.24%
- YTD
- -14.30%
- 6M
- -14.01%
- 1Y
- -37.99%
- 3Y*
- -20.63%
- 5Y*
- -10.99%
- 10Y*
- 4.38%
SAP.DE
- 1D
- 5.49%
- 1M
- 11.68%
- YTD
- -19.71%
- 6M
- -20.39%
- 1Y
- -38.34%
- 3Y*
- 11.57%
- 5Y*
- 9.25%
- 10Y*
- 10.39%
DSY.PA vs. SAP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSY.PA Dassault Systèmes SE | -14.30% | -28.28% | -23.82% | 32.75% | -35.68% | 57.89% | 13.92% | 42.01% | 17.64% | 23.17% |
SAP.DE SAP SE | -19.71% | -11.03% | 71.56% | 47.17% | -20.70% | 18.44% | -9.59% | 40.27% | -5.61% | 14.35% |
Correlation
The correlation between DSY.PA and SAP.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 1998 | 0.52 |
The correlation between DSY.PA and SAP.DE has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.
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Return for Risk
DSY.PA vs. SAP.DE — Risk / Return Rank
DSY.PA
SAP.DE
DSY.PA vs. SAP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dassault Systèmes SE (DSY.PA) and SAP SE (SAP.DE). 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.
| DSY.PA | SAP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 0.82 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | -0.78 | +0.04 |
| Martin ratioReturn relative to average drawdown | -1.27 | -1.34 | +0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSY.PA | SAP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.99 | -1.04 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.33 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.39 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.21 | +0.08 |
Drawdowns
DSY.PA vs. SAP.DE - Drawdown Comparison
The maximum DSY.PA drawdown since its inception was -86.77%, roughly equal to the maximum SAP.DE drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for DSY.PA and SAP.DE.
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Drawdown Indicators
| DSY.PA | SAP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.77% | -85.30% | -1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -51.27% | -49.12% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -66.60% | -50.12% | -16.48% |
Max Drawdown (5Y)Largest decline over 5 years | -70.94% | -50.12% | -20.82% |
Max Drawdown (10Y)Largest decline over 10 years | -70.94% | -50.12% | -20.82% |
Current DrawdownCurrent decline from peak | -62.80% | -39.78% | -23.02% |
Average DrawdownAverage peak-to-trough decline | -34.44% | -28.88% | -5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 29.15% | 28.57% | +0.58% |
Volatility
DSY.PA vs. SAP.DE - Volatility Comparison
The current volatility for Dassault Systèmes SE (DSY.PA) is 13.75%, while SAP SE (SAP.DE) has a volatility of 15.55%. This indicates that DSY.PA experiences smaller price fluctuations and is considered to be less risky than SAP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSY.PA | SAP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.75% | 15.55% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 34.34% | 32.27% | +2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.09% | 36.72% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.39% | 27.33% | +3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.34% | 26.55% | +1.79% |
Dividends
DSY.PA vs. SAP.DE - Dividend Comparison
DSY.PA's dividend yield for the trailing twelve months is around 1.34%, less than SAP.DE's 1.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSY.PA Dassault Systèmes SE | 1.34% | 1.09% | 0.69% | 0.47% | 0.51% | 0.21% | 0.42% | 0.44% | 0.56% | 0.60% | 0.65% | 0.58% |
SAP.DE SAP SE | 1.52% | 1.13% | 0.93% | 1.47% | 2.54% | 1.48% | 1.47% | 1.25% | 1.61% | 1.34% | 1.39% | 1.50% |
Financials
DSY.PA vs. SAP.DE - Financials Comparison
This section allows you to compare key financial metrics between Dassault Systèmes SE 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
Frequently Asked Questions
DSY.PA and SAP.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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