MA vs. SAP.DE
MA (Mastercard Incorporated) and SAP.DE (SAP SE) are both stocks. MA operates in Credit Services (Financial Services), while SAP.DE operates in Software - Application (Technology). Over the past 10 years, MA returned 18.76%/yr vs 9.75%/yr for SAP.DE. At a 0.32 correlation, their price movements are largely independent.
Performance
MA vs. SAP.DE - Performance Comparison
Loading charts...
Different Trading Currencies
MA is traded in USD, while SAP.DE is traded in EUR. To make them comparable, the SAP.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, MA achieves a -13.78% return, which is significantly higher than SAP.DE's -31.04% return. Over the past 10 years, MA has outperformed SAP.DE with an annualized return of 18.76%, while SAP.DE has yielded a comparatively lower 9.75% annualized return.
MA
- 1D
- 0.13%
- 1M
- -0.72%
- YTD
- -13.78%
- 6M
- -13.51%
- 1Y
- -12.19%
- 3Y*
- 9.87%
- 5Y*
- 6.78%
- 10Y*
- 18.76%
SAP.DE
- 1D
- 2.31%
- 1M
- -0.89%
- YTD
- -31.04%
- 6M
- -31.04%
- 1Y
- -42.64%
- 3Y*
- 7.60%
- 5Y*
- 4.81%
- 10Y*
- 9.75%
MA vs. SAP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MA Mastercard Incorporated | -13.78% | 9.04% | 24.17% | 23.40% | -2.66% | 1.16% | 20.19% | 59.16% | 25.31% | 47.69% |
SAP.DE SAP SE | -31.04% | 0.44% | 61.75% | 51.82% | -25.07% | 9.09% | -0.76% | 37.31% | -10.05% | 30.52% |
Correlation
The correlation between MA and SAP.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2007 | 0.32 |
The correlation between MA and SAP.DE shifts across timeframes, from 0.20 (1 year) to 0.34 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MA vs. SAP.DE — Risk / Return Rank
MA
SAP.DE
MA vs. SAP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mastercard Incorporated (MA) 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.
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.
| MA | SAP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.79 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | -0.89 | +0.30 |
| Martin ratioReturn relative to average drawdown | -1.18 | -1.51 | +0.33 |
Loading charts...
Drawdowns
MA vs. SAP.DE - Drawdown Comparison
The maximum MA drawdown since its inception was -62.67%, which is greater than SAP.DE's maximum drawdown of -51.26%. Use the drawdown chart below to compare losses from any high point for MA and SAP.DE.
Loading charts...
Drawdown Indicators
| MA | SAP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.67% | -51.26% | -11.41% |
Max Drawdown (1Y)Largest decline over 1 year | -20.91% | -47.84% | +26.93% |
Max Drawdown (3Y)Largest decline over 3 years | -20.91% | -47.84% | +26.93% |
Max Drawdown (5Y)Largest decline over 5 years | -28.25% | -47.84% | +19.59% |
Max Drawdown (10Y)Largest decline over 10 years | -41.00% | -51.26% | +10.26% |
Current DrawdownCurrent decline from peak | -17.71% | -45.76% | +28.05% |
Average DrawdownAverage peak-to-trough decline | -9.83% | -13.15% | +3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.38% | 28.23% | -17.85% |
Volatility
MA vs. SAP.DE - Volatility Comparison
The current volatility for Mastercard Incorporated (MA) is 6.46%, while SAP SE (SAP.DE) has a volatility of 16.28%. This indicates that MA 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.
Loading charts...
Volatility by Period
| MA | SAP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 16.28% | -9.82% |
Volatility (6M)Calculated over the trailing 6-month period | 16.91% | 32.95% | -16.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.90% | 37.10% | -15.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.02% | 29.09% | -5.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.93% | 27.81% | -0.88% |
Dividends
MA vs. SAP.DE - Dividend Comparison
MA's dividend yield for the trailing twelve months is around 0.66%, less than SAP.DE's 1.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MA Mastercard Incorporated | 0.66% | 0.53% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% |
SAP.DE SAP SE | 1.75% | 1.13% | 0.93% | 1.47% | 2.54% | 1.48% | 1.47% | 1.25% | 1.61% | 1.34% | 1.39% | 1.50% |
Financials
MA vs. SAP.DE - Financials Comparison
This section allows you to compare key financial metrics between Mastercard Incorporated 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
MA and SAP.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for MA and SAP.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer