SAP.DE vs. EXPD
Compare and contrast key facts about SAP SE (SAP.DE) and Expeditors International of Washington, Inc. (EXPD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAP.DE or EXPD.
Key characteristics
| SAP.DE | EXPD | |
|---|---|---|
| YTD Return | 45.68% | -4.47% |
| 1Y Return | 59.49% | 3.28% |
| 3Y Return (Ann) | 19.62% | -0.86% |
| 5Y Return (Ann) | 15.04% | 10.95% |
| 10Y Return (Ann) | 14.67% | 12.59% |
| Sharpe Ratio | 2.66 | 0.16 |
| Daily Std Dev | 23.01% | 20.31% |
| Max Drawdown | -84.80% | -58.07% |
| Current Drawdown | 0.00% | -8.23% |
Fundamentals
| SAP.DE | EXPD | |
|---|---|---|
| Market Cap | €234.06B | $17.05B |
| EPS | €2.15 | $4.67 |
| PE Ratio | 93.33 | 25.86 |
| PEG Ratio | 2.57 | 3.46 |
| Total Revenue (TTM) | €32.54B | $9.11B |
| Gross Profit (TTM) | €23.64B | $1.34B |
| EBITDA (TTM) | €8.73B | $938.72M |
Correlation
The correlation between SAP.DE and EXPD is 0.22, 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.
Performance
SAP.DE vs. EXPD - Performance Comparison
In the year-to-date period, SAP.DE achieves a 45.68% return, which is significantly higher than EXPD's -4.47% return. Over the past 10 years, SAP.DE has outperformed EXPD with an annualized return of 14.67%, while EXPD has yielded a comparatively lower 12.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SAP.DE vs. EXPD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAP.DE) and Expeditors International of Washington, Inc. (EXPD). 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
SAP.DE vs. EXPD - Dividend Comparison
SAP.DE's dividend yield for the trailing twelve months is around 1.10%, less than EXPD's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAP.DE SAP SE | 1.10% | 1.47% | 2.54% | 1.48% | 1.47% | 1.25% | 1.61% | 1.34% | 1.39% | 1.50% | 1.72% | 1.36% |
EXPD Expeditors International of Washington, Inc. | 1.18% | 1.08% | 1.29% | 0.86% | 1.09% | 1.28% | 1.32% | 1.30% | 1.51% | 1.60% | 1.43% | 1.36% |
Drawdowns
SAP.DE vs. EXPD - Drawdown Comparison
The maximum SAP.DE drawdown since its inception was -84.80%, which is greater than EXPD's maximum drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for SAP.DE and EXPD. For additional features, visit the drawdowns tool.
Volatility
SAP.DE vs. EXPD - Volatility Comparison
SAP SE (SAP.DE) has a higher volatility of 5.13% compared to Expeditors International of Washington, Inc. (EXPD) at 4.75%. This indicates that SAP.DE's price experiences larger fluctuations and is considered to be riskier than EXPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SAP.DE vs. EXPD - Financials Comparison
This section allows you to compare key financial metrics between SAP SE and Expeditors International of Washington, 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