PWR vs. SAP
PWR (Quanta Services, Inc.) and SAP (SAP SE) are both stocks. PWR operates in Engineering & Construction (Industrials), while SAP operates in Software - Application (Technology). Over the past 10 years, PWR returned 41.17%/yr vs 9.59%/yr for SAP. At a 0.35 correlation, their price movements are largely independent.
Performance
PWR vs. SAP - Performance Comparison
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Returns By Period
In the year-to-date period, PWR achieves a 67.76% return, which is significantly higher than SAP's -31.24% return. Over the past 10 years, PWR has outperformed SAP with an annualized return of 41.17%, while SAP has yielded a comparatively lower 9.59% annualized return.
PWR
- 1D
- 3.58%
- 1M
- -8.53%
- YTD
- 67.76%
- 6M
- 61.62%
- 1Y
- 97.52%
- 3Y*
- 56.60%
- 5Y*
- 50.60%
- 10Y*
- 41.17%
SAP
- 1D
- 0.33%
- 1M
- 2.09%
- YTD
- -31.24%
- 6M
- -31.78%
- 1Y
- -44.64%
- 3Y*
- 8.04%
- 5Y*
- 4.34%
- 10Y*
- 9.59%
PWR vs. SAP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PWR Quanta Services, Inc. | 67.76% | 33.70% | 46.60% | 51.70% | 24.63% | 59.50% | 77.74% | 35.84% | -22.93% | 12.22% |
SAP SAP SE | -31.24% | -0.48% | 61.27% | 52.30% | -24.64% | 9.22% | -1.28% | 36.43% | -10.04% | 31.25% |
Correlation
The correlation between PWR and SAP is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 1998 | 0.35 |
Over the past year, the correlation between PWR and SAP has dropped to 0.00 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
Fundamentals
PWR:
$107.64B
SAP:
$191.76B
PWR:
$7.29
SAP:
€6.13
PWR:
97.08
SAP:
23.16
PWR:
4.81
SAP:
0.49
PWR:
3.58
SAP:
4.46
PWR:
11.90
SAP:
3.70
PWR:
$29.99B
SAP:
€37.34B
PWR:
$4.08B
SAP:
€27.51B
PWR:
$2.40B
SAP:
€12.97B
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Return for Risk
PWR vs. SAP — Risk / Return Rank
PWR
SAP
PWR vs. SAP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quanta Services, Inc. (PWR) 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.
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.
| PWR | SAP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.95 | ||
| Sortino ratioReturn per unit of downside risk | +5.24 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 0.75 | +0.69 |
| Calmar ratioReturn relative to maximum drawdown | 5.73 | -0.94 | +6.67 |
| Martin ratioReturn relative to average drawdown | 18.09 | -1.58 | +19.67 |
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Drawdowns
PWR vs. SAP - Drawdown Comparison
The maximum PWR drawdown since its inception was -97.07%, which is greater than SAP's maximum drawdown of -87.91%. Use the drawdown chart below to compare losses from any high point for PWR and SAP.
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Drawdown Indicators
| PWR | SAP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.07% | -87.91% | -9.16% |
Max Drawdown (1Y)Largest decline over 1 year | -17.11% | -47.71% | +30.60% |
Max Drawdown (3Y)Largest decline over 3 years | -33.89% | -47.71% | +13.82% |
Max Drawdown (5Y)Largest decline over 5 years | -33.89% | -47.71% | +13.82% |
Max Drawdown (10Y)Largest decline over 10 years | -45.53% | -51.31% | +5.78% |
Current DrawdownCurrent decline from peak | -9.87% | -46.45% | +36.58% |
Average DrawdownAverage peak-to-trough decline | -46.84% | -28.24% | -18.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 28.29% | -22.88% |
Volatility
PWR vs. SAP - Volatility Comparison
The current volatility for Quanta Services, Inc. (PWR) is 13.07%, while SAP SE (SAP) has a volatility of 14.54%. This indicates that PWR 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.
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Volatility by Period
| PWR | SAP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.07% | 14.54% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 30.74% | 30.61% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.12% | 34.27% | +2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.79% | 28.76% | +7.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.78% | 28.37% | +5.41% |
Dividends
PWR vs. SAP - Dividend Comparison
PWR's dividend yield for the trailing twelve months is around 0.06%, less than SAP's 1.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWR Quanta Services, Inc. | 0.06% | 0.09% | 0.09% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% |
SAP SAP SE | 1.78% | 1.05% | 0.97% | 1.41% | 2.05% | 1.56% | 1.31% | 1.27% | 1.73% | 0.87% | 1.08% | 1.11% |
Financials
PWR vs. SAP - Financials Comparison
This section allows you to compare key financial metrics between Quanta Services, Inc. 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
PWR vs. SAP - Profitability Comparison
PWR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported a gross profit of 1.11B and revenue of 7.87B. Therefore, the gross margin over that period was 14.1%.
SAP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SAP SE reported a gross profit of 6.97B and revenue of 9.56B. Therefore, the gross margin over that period was 73.0%.
PWR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported an operating income of 338.78M and revenue of 7.87B, resulting in an operating margin of 4.3%.
SAP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SAP SE reported an operating income of 2.75B and revenue of 9.56B, resulting in an operating margin of 28.8%.
PWR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported a net income of 220.63M and revenue of 7.87B, resulting in a net margin of 2.8%.
SAP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SAP SE reported a net income of 1.93B and revenue of 9.56B, resulting in a net margin of 20.2%.
Frequently Asked Questions
PWR and SAP have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAP has higher volatility (14.54%) compared to PWR (13.07%). In terms of maximum drawdown, PWR dropped -97.07% vs SAP's -87.91%.
PWR currently has the higher Sharpe Ratio (2.64 vs -1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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