MOH.DE vs. SAP.DE
MOH.DE (LVMH Moët Hennessy - Louis Vuitton Société Européenne) and SAP.DE (SAP SE) are both stocks. MOH.DE operates in Luxury Goods (Consumer Cyclical), while SAP.DE operates in Software - Application (Technology). Over the past 10 years, MOH.DE returned 16.06%/yr vs 9.29%/yr for SAP.DE. At a 0.49 correlation, their price movements are largely independent.
Performance
MOH.DE vs. SAP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MOH.DE achieves a -18.52% return, which is significantly higher than SAP.DE's -31.54% return. Over the past 10 years, MOH.DE has outperformed SAP.DE with an annualized return of 16.06%, while SAP.DE has yielded a comparatively lower 9.29% annualized return.
MOH.DE
- 1D
- 3.56%
- 1M
- 10.83%
- YTD
- -18.52%
- 6M
- -16.92%
- 1Y
- 13.41%
- 3Y*
- -13.53%
- 5Y*
- -3.36%
- 10Y*
- 16.06%
SAP.DE
- 1D
- 0.26%
- 1M
- -0.68%
- YTD
- -31.54%
- 6M
- -31.57%
- 1Y
- -44.01%
- 3Y*
- 5.18%
- 5Y*
- 5.18%
- 10Y*
- 9.29%
MOH.DE vs. SAP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MOH.DE LVMH Moët Hennessy - Louis Vuitton Société Européenne | -18.52% | 3.01% | -12.42% | 8.38% | -3.90% | 43.75% | 24.81% | 68.02% | 4.19% | 39.93% |
SAP.DE SAP SE | -31.54% | -11.03% | 71.56% | 47.17% | -20.70% | 18.44% | -9.59% | 40.27% | -5.61% | 14.35% |
Correlation
The correlation between MOH.DE and SAP.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2007 | 0.49 |
Over the past year, the correlation between MOH.DE and SAP.DE has dropped to 0.27 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
MOH.DE vs. SAP.DE — Risk / Return Rank
MOH.DE
SAP.DE
MOH.DE vs. SAP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.DE) 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.
| MOH.DE | SAP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.58 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.77 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | -0.95 | +1.32 |
| Martin ratioReturn relative to average drawdown | 0.74 | -1.62 | +2.37 |
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Drawdowns
MOH.DE vs. SAP.DE - Drawdown Comparison
The maximum MOH.DE drawdown since its inception was -55.62%, which is greater than SAP.DE's maximum drawdown of -50.12%. Use the drawdown chart below to compare losses from any high point for MOH.DE and SAP.DE.
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Drawdown Indicators
| MOH.DE | SAP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.62% | -50.12% | -5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -30.59% | -47.87% | +17.28% |
Max Drawdown (3Y)Largest decline over 3 years | -48.89% | -50.12% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -49.14% | -50.12% | +0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -49.14% | -50.12% | +0.98% |
Current DrawdownCurrent decline from peak | -39.10% | -48.65% | +9.55% |
Average DrawdownAverage peak-to-trough decline | -12.38% | -11.74% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.53% | 27.92% | -12.39% |
Volatility
MOH.DE vs. SAP.DE - Volatility Comparison
The current volatility for LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.DE) is 7.95%, while SAP SE (SAP.DE) has a volatility of 16.34%. This indicates that MOH.DE 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
| MOH.DE | SAP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.95% | 16.34% | -8.39% |
Volatility (6M)Calculated over the trailing 6-month period | 21.71% | 32.83% | -11.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.50% | 37.19% | -5.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.76% | 27.46% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.05% | 26.60% | +1.45% |
Dividends
MOH.DE vs. SAP.DE - Dividend Comparison
MOH.DE's dividend yield for the trailing twelve months is around 2.55%, more than SAP.DE's 1.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MOH.DE LVMH Moët Hennessy - Louis Vuitton Société Européenne | 2.55% | 2.04% | 2.05% | 1.70% | 1.74% | 0.96% | 0.89% | 1.49% | 2.14% | 1.70% | 2.00% | 2.23% |
SAP.DE SAP SE | 1.78% | 1.13% | 0.93% | 1.47% | 2.54% | 1.48% | 1.47% | 1.25% | 1.61% | 1.34% | 1.39% | 1.50% |
Financials
MOH.DE vs. SAP.DE - Financials Comparison
This section allows you to compare key financial metrics between LVMH Moët Hennessy - Louis Vuitton Société Européenne 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
MOH.DE and SAP.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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