DUE.DE vs. SAPGF
DUE.DE (Dürr Aktiengesellschaft) and SAPGF (SAP SE) are both stocks. DUE.DE operates in Specialty Industrial Machinery (Industrials), while SAPGF operates in Software - Application (Technology). Over the past 10 years, DUE.DE returned -1.94%/yr vs 12.33%/yr for SAPGF. At a 0.19 correlation, their price movements are largely independent.
Performance
DUE.DE vs. SAPGF - Performance Comparison
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Different Trading Currencies
DUE.DE is traded in EUR, while SAPGF is traded in USD. To make them comparable, the SAPGF values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DUE.DE achieves a -4.66% return, which is significantly higher than SAPGF's -22.32% return. Over the past 10 years, DUE.DE has underperformed SAPGF with an annualized return of -1.94%, while SAPGF has yielded a comparatively higher 12.33% annualized return.
DUE.DE
- 1D
- 0.24%
- 1M
- -0.24%
- YTD
- -4.66%
- 6M
- 7.60%
- 1Y
- -5.92%
- 3Y*
- -7.02%
- 5Y*
- -7.05%
- 10Y*
- -1.94%
SAPGF
- 1D
- 2.52%
- 1M
- 8.58%
- YTD
- -22.32%
- 6M
- -23.81%
- 1Y
- -40.53%
- 3Y*
- 11.52%
- 5Y*
- 10.06%
- 10Y*
- 12.33%
DUE.DE vs. SAPGF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUE.DE Dürr Aktiengesellschaft | -4.66% | 8.48% | 3.19% | -30.49% | -19.86% | 21.16% | 13.91% | 2.32% | -38.40% | 42.78% |
SAPGF SAP SE | -22.32% | -8.74% | 72.28% | 48.61% | -17.39% | 32.24% | -6.82% | 41.94% | -6.96% | 13.00% |
Correlation
The correlation between DUE.DE and SAPGF is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.19 |
The correlation between DUE.DE and SAPGF shifts across timeframes, from 0.11 (1 year) to 0.24 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DUE.DE vs. SAPGF — Risk / Return Rank
DUE.DE
SAPGF
DUE.DE vs. SAPGF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dürr Aktiengesellschaft (DUE.DE) and SAP SE (SAPGF). 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.
| DUE.DE | SAPGF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.80 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | -0.82 | +0.61 |
| Martin ratioReturn relative to average drawdown | -0.43 | -1.42 | +0.99 |
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
| DUE.DE | SAPGF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | -1.13 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.33 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | 0.41 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.34 | -0.17 |
Drawdowns
DUE.DE vs. SAPGF - Drawdown Comparison
The maximum DUE.DE drawdown since its inception was -78.78%, which is greater than SAPGF's maximum drawdown of -49.81%. Use the drawdown chart below to compare losses from any high point for DUE.DE and SAPGF.
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Drawdown Indicators
| DUE.DE | SAPGF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.78% | -49.81% | -28.97% |
Max Drawdown (1Y)Largest decline over 1 year | -28.21% | -49.58% | +21.37% |
Max Drawdown (3Y)Largest decline over 3 years | -42.81% | -49.81% | +7.00% |
Max Drawdown (5Y)Largest decline over 5 years | -56.88% | -49.81% | -7.07% |
Max Drawdown (10Y)Largest decline over 10 years | -69.05% | -49.81% | -19.24% |
Current DrawdownCurrent decline from peak | -53.57% | -40.85% | -12.72% |
Average DrawdownAverage peak-to-trough decline | -33.02% | -11.42% | -21.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.74% | 28.66% | -14.92% |
Volatility
DUE.DE vs. SAPGF - Volatility Comparison
The current volatility for Dürr Aktiengesellschaft (DUE.DE) is 9.74%, while SAP SE (SAPGF) has a volatility of 13.59%. This indicates that DUE.DE experiences smaller price fluctuations and is considered to be less risky than SAPGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUE.DE | SAPGF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.74% | 13.59% | -3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 29.77% | 31.66% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.75% | 35.97% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.66% | 30.47% | +4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.18% | 30.36% | +5.82% |
Dividends
DUE.DE vs. SAPGF - Dividend Comparison
DUE.DE's dividend yield for the trailing twelve months is around 3.86%, while SAPGF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUE.DE Dürr Aktiengesellschaft | 3.86% | 3.10% | 3.26% | 3.27% | 1.59% | 0.75% | 2.40% | 3.29% | 9.88% | 1.97% | 7.14% | 6.73% |
SAPGF SAP SE | 0.00% | 3.24% | 1.98% | 2.92% | 4.46% | 12.57% | 2.67% | 2.55% | 1.69% | 1.22% | 0.00% | 0.00% |
Financials
DUE.DE vs. SAPGF - Financials Comparison
This section allows you to compare key financial metrics between Dürr Aktiengesellschaft 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
DUE.DE and SAPGF have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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