SAP.DE vs. CSCO
SAP.DE (SAP SE) and CSCO (Cisco Systems, Inc.) are both stocks. Both are in the Technology sector — SAP.DE in Software - Application, CSCO in Communication Equipment. Over the past 10 years, SAP.DE returned 10.39%/yr vs 19.45%/yr for CSCO. At a 0.28 correlation, their price movements are largely independent.
Performance
SAP.DE vs. CSCO - Performance Comparison
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Different Trading Currencies
SAP.DE is traded in EUR, while CSCO is traded in USD. To make them comparable, the CSCO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SAP.DE achieves a -19.71% return, which is significantly lower than CSCO's 72.53% return. Over the past 10 years, SAP.DE has underperformed CSCO with an annualized return of 10.39%, while CSCO has yielded a comparatively higher 19.45% annualized return.
SAP.DE
- 1D
- 5.49%
- 1M
- 11.68%
- YTD
- -19.71%
- 6M
- -20.39%
- 1Y
- -38.34%
- 3Y*
- 11.57%
- 5Y*
- 9.25%
- 10Y*
- 10.39%
CSCO
- 1D
- 2.62%
- 1M
- 38.78%
- YTD
- 72.53%
- 6M
- 69.44%
- 1Y
- 103.07%
- 3Y*
- 37.41%
- 5Y*
- 23.78%
- 10Y*
- 19.45%
SAP.DE vs. CSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAP.DE SAP SE | -19.71% | -11.03% | 71.56% | 47.17% | -20.70% | 18.44% | -9.59% | 40.27% | -5.61% | 14.35% |
CSCO Cisco Systems, Inc. | 72.53% | 17.63% | 28.98% | 6.02% | -17.66% | 56.66% | -11.44% | 16.38% | 22.04% | 15.14% |
Correlation
The correlation between SAP.DE and CSCO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.28 |
The correlation between SAP.DE and CSCO shifts across timeframes, from 0.17 (3 years) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SAP.DE vs. CSCO — Risk / Return Rank
SAP.DE
CSCO
SAP.DE vs. CSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAP.DE) and Cisco Systems, Inc. (CSCO). 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.
| SAP.DE | CSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.44 | ||
| Sortino ratioReturn per unit of downside risk | -5.37 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.61 | -0.79 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 7.82 | -8.60 |
| Martin ratioReturn relative to average drawdown | -1.34 | 23.33 | -24.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SAP.DE | CSCO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.04 | 3.40 | -4.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.95 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.73 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.40 | -0.20 |
Drawdowns
SAP.DE vs. CSCO - Drawdown Comparison
The maximum SAP.DE drawdown since its inception was -85.30%, which is greater than CSCO's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for SAP.DE and CSCO.
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Drawdown Indicators
| SAP.DE | CSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -58.91% | -26.39% |
Max Drawdown (1Y)Largest decline over 1 year | -49.12% | -13.26% | -35.86% |
Max Drawdown (3Y)Largest decline over 3 years | -50.12% | -23.58% | -26.54% |
Max Drawdown (5Y)Largest decline over 5 years | -50.12% | -29.17% | -20.95% |
Max Drawdown (10Y)Largest decline over 10 years | -50.12% | -41.67% | -8.45% |
Current DrawdownCurrent decline from peak | -39.78% | 0.00% | -39.78% |
Average DrawdownAverage peak-to-trough decline | -28.88% | -18.44% | -10.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.57% | 4.43% | +24.14% |
Volatility
SAP.DE vs. CSCO - Volatility Comparison
SAP SE (SAP.DE) and Cisco Systems, Inc. (CSCO) have volatilities of 15.55% and 15.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAP.DE | CSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.55% | 15.72% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 32.27% | 26.11% | +6.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.72% | 30.47% | +6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.33% | 25.19% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.55% | 26.57% | -0.02% |
Dividends
SAP.DE vs. CSCO - Dividend Comparison
SAP.DE's dividend yield for the trailing twelve months is around 1.52%, more than CSCO's 1.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSCO Cisco Systems, Inc. | 1.27% | 2.12% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% |
SAP.DE SAP SE | 1.52% | 1.13% | 0.93% | 1.47% | 2.54% | 1.48% | 1.47% | 1.25% | 1.61% | 1.34% | 1.39% | 1.50% |
Financials
SAP.DE vs. CSCO - Financials Comparison
This section allows you to compare key financial metrics between SAP SE and Cisco Systems, Inc.. 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
SAP.DE and CSCO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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