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PROSY vs. SAP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PROSY and SAP is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

PROSY vs. SAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prosus N.V. (PROSY) and SAP SE (SAP). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
124.51%
PROSY
SAP

Key characteristics

Sharpe Ratio

PROSY:

0.93

SAP:

2.37

Sortino Ratio

PROSY:

1.42

SAP:

3.32

Omega Ratio

PROSY:

1.18

SAP:

1.40

Calmar Ratio

PROSY:

0.29

SAP:

5.53

Martin Ratio

PROSY:

3.54

SAP:

18.69

Ulcer Index

PROSY:

8.21%

SAP:

3.20%

Daily Std Dev

PROSY:

31.13%

SAP:

25.18%

Max Drawdown

PROSY:

-100.00%

SAP:

-87.91%

Current Drawdown

PROSY:

-100.00%

SAP:

-4.34%

Fundamentals

Market Cap

PROSY:

$100.86B

SAP:

$295.01B

EPS

PROSY:

$0.63

SAP:

$2.43

PE Ratio

PROSY:

13.40

SAP:

103.28

Total Revenue (TTM)

PROSY:

$2.91B

SAP:

$33.27B

Gross Profit (TTM)

PROSY:

$1.19B

SAP:

$24.21B

EBITDA (TTM)

PROSY:

-$18.00M

SAP:

$9.25B

Returns By Period

In the year-to-date period, PROSY achieves a 37.50% return, which is significantly lower than SAP's 60.11% return.


PROSY

YTD

37.50%

1M

0.87%

6M

11.92%

1Y

24.53%

5Y*

-90.45%

10Y*

N/A

SAP

YTD

60.11%

1M

5.69%

6M

29.60%

1Y

59.61%

5Y*

14.77%

10Y*

15.14%

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Risk-Adjusted Performance

PROSY vs. SAP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Prosus N.V. (PROSY) 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.


Sharpe ratio
The chart of Sharpe ratio for PROSY, currently valued at 0.93, compared to the broader market-4.00-2.000.002.000.932.37
The chart of Sortino ratio for PROSY, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.423.32
The chart of Omega ratio for PROSY, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.40
The chart of Calmar ratio for PROSY, currently valued at 0.29, compared to the broader market0.002.004.006.000.295.53
The chart of Martin ratio for PROSY, currently valued at 3.54, compared to the broader market0.0010.0020.003.5418.69
PROSY
SAP

The current PROSY Sharpe Ratio is 0.93, which is lower than the SAP Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of PROSY and SAP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.93
2.37
PROSY
SAP

Dividends

PROSY vs. SAP - Dividend Comparison

PROSY's dividend yield for the trailing twelve months is around 0.27%, less than SAP's 0.98% yield.


TTM20232022202120202019201820172016201520142013
PROSY
Prosus N.V.
0.27%0.25%0.20%0.14%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SAP
SAP SE
0.98%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.52%1.50%3.39%1.28%

Drawdowns

PROSY vs. SAP - Drawdown Comparison

The maximum PROSY drawdown since its inception was -100.00%, which is greater than SAP's maximum drawdown of -87.91%. Use the drawdown chart below to compare losses from any high point for PROSY and SAP. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-100.00%
-4.34%
PROSY
SAP

Volatility

PROSY vs. SAP - Volatility Comparison

The current volatility for Prosus N.V. (PROSY) is 6.10%, while SAP SE (SAP) has a volatility of 6.47%. This indicates that PROSY 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.10%
6.47%
PROSY
SAP

Financials

PROSY vs. SAP - Financials Comparison

This section allows you to compare key financial metrics between Prosus N.V. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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