MINT vs. SAP
Compare and contrast key facts about PIMCO Enhanced Short Maturity Strategy Fund (MINT) and SAP SE (SAP).
MINT is an actively managed fund by PIMCO. It was launched on Nov 16, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MINT or SAP.
Performance
MINT vs. SAP - Performance Comparison
Returns By Period
In the year-to-date period, MINT achieves a 5.24% return, which is significantly lower than SAP's 49.54% return. Over the past 10 years, MINT has underperformed SAP with an annualized return of 2.13%, while SAP has yielded a comparatively higher 14.66% annualized return.
MINT
5.24%
0.44%
2.74%
6.01%
2.44%
2.13%
SAP
49.54%
-0.49%
18.42%
55.58%
13.01%
14.66%
Key characteristics
| MINT | SAP | |
|---|---|---|
| Sharpe Ratio | 13.68 | 2.25 |
| Sortino Ratio | 32.98 | 3.15 |
| Omega Ratio | 9.88 | 1.38 |
| Calmar Ratio | 46.90 | 5.14 |
| Martin Ratio | 515.02 | 16.78 |
| Ulcer Index | 0.01% | 3.32% |
| Daily Std Dev | 0.44% | 24.78% |
| Max Drawdown | -4.62% | -87.91% |
| Current Drawdown | 0.00% | -5.78% |
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Correlation
The correlation between MINT and SAP is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
MINT vs. SAP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Enhanced Short Maturity Strategy Fund (MINT) 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.
Dividends
MINT vs. SAP - Dividend Comparison
MINT's dividend yield for the trailing twelve months is around 5.31%, more than SAP's 1.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MINT PIMCO Enhanced Short Maturity Strategy Fund | 5.31% | 4.91% | 1.90% | 0.44% | 1.15% | 2.65% | 2.32% | 1.61% | 1.35% | 0.88% | 0.80% | 0.88% |
SAP SAP SE | 1.04% | 1.41% | 2.58% | 1.56% | 1.31% | 1.27% | 1.73% | 1.18% | 1.52% | 1.50% | 3.39% | 1.28% |
Drawdowns
MINT vs. SAP - Drawdown Comparison
The maximum MINT drawdown since its inception was -4.62%, smaller than the maximum SAP drawdown of -87.91%. Use the drawdown chart below to compare losses from any high point for MINT and SAP. For additional features, visit the drawdowns tool.
Volatility
MINT vs. SAP - Volatility Comparison
The current volatility for PIMCO Enhanced Short Maturity Strategy Fund (MINT) is 0.10%, while SAP SE (SAP) has a volatility of 6.65%. This indicates that MINT experiences smaller price fluctuations and is considered to be less risky than SAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.