SAP.DE vs. MOH.DE
SAP.DE (SAP SE) and MOH.DE (LVMH Moët Hennessy - Louis Vuitton Société Européenne) are both stocks. SAP.DE operates in Software - Application (Technology), while MOH.DE operates in Luxury Goods (Consumer Cyclical). Over the past 10 years, SAP.DE returned 9.29%/yr vs 16.06%/yr for MOH.DE. At a 0.49 correlation, their price movements are largely independent.
Performance
SAP.DE vs. MOH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SAP.DE achieves a -31.54% return, which is significantly lower than MOH.DE's -18.52% return. Over the past 10 years, SAP.DE has underperformed MOH.DE with an annualized return of 9.29%, while MOH.DE has yielded a comparatively higher 16.06% annualized return.
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
- 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 vs. MOH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAP.DE SAP SE | -31.54% | -11.03% | 71.56% | 47.17% | -20.70% | 18.44% | -9.59% | 40.27% | -5.61% | 14.35% |
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% |
Correlation
The correlation between SAP.DE and MOH.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 SAP.DE and MOH.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
SAP.DE vs. MOH.DE — Risk / Return Rank
SAP.DE
MOH.DE
SAP.DE vs. MOH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAP.DE) and LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.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.
| SAP.DE | MOH.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 | 0.77 | 1.09 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 0.38 | -1.32 |
| Martin ratioReturn relative to average drawdown | -1.62 | 0.74 | -2.37 |
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Drawdowns
SAP.DE vs. MOH.DE - Drawdown Comparison
The maximum SAP.DE drawdown since its inception was -50.12%, smaller than the maximum MOH.DE drawdown of -55.62%. Use the drawdown chart below to compare losses from any high point for SAP.DE and MOH.DE.
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Drawdown Indicators
| SAP.DE | MOH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.12% | -55.62% | +5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -47.87% | -30.59% | -17.28% |
Max Drawdown (3Y)Largest decline over 3 years | -50.12% | -48.89% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -50.12% | -49.14% | -0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -50.12% | -49.14% | -0.98% |
Current DrawdownCurrent decline from peak | -48.65% | -39.10% | -9.55% |
Average DrawdownAverage peak-to-trough decline | -11.74% | -12.38% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.92% | 15.53% | +12.39% |
Volatility
SAP.DE vs. MOH.DE - Volatility Comparison
SAP SE (SAP.DE) has a higher volatility of 16.34% compared to LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.DE) at 7.95%. This indicates that SAP.DE's price experiences larger fluctuations and is considered to be riskier than MOH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAP.DE | MOH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.34% | 7.95% | +8.39% |
Volatility (6M)Calculated over the trailing 6-month period | 32.83% | 21.71% | +11.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.19% | 31.50% | +5.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.46% | 29.76% | -2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.60% | 28.05% | -1.45% |
Dividends
SAP.DE vs. MOH.DE - Dividend Comparison
SAP.DE's dividend yield for the trailing twelve months is around 1.78%, less than MOH.DE's 2.55% 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
SAP.DE vs. MOH.DE - Financials Comparison
This section allows you to compare key financial metrics between SAP SE and LVMH Moët Hennessy - Louis Vuitton Société Européenne. 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 MOH.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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