SAP.DE vs. SAP
Compare and contrast key facts about SAP SE (SAP.DE) and SAP SE (SAP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAP.DE or SAP.
Key characteristics
| SAP.DE | SAP | |
|---|---|---|
| YTD Return | 59.32% | 50.65% |
| 1Y Return | 63.09% | 57.72% |
| 3Y Return (Ann) | 22.47% | 19.67% |
| 5Y Return (Ann) | 14.18% | 13.20% |
| 10Y Return (Ann) | 16.93% | 15.03% |
| Sharpe Ratio | 2.69 | 2.44 |
| Sortino Ratio | 3.85 | 3.38 |
| Omega Ratio | 1.48 | 1.41 |
| Calmar Ratio | 6.73 | 5.60 |
| Martin Ratio | 19.13 | 18.44 |
| Ulcer Index | 3.24% | 3.28% |
| Daily Std Dev | 22.88% | 24.78% |
| Max Drawdown | -84.80% | -87.91% |
| Current Drawdown | -2.03% | -5.08% |
Fundamentals
| SAP.DE | SAP | |
|---|---|---|
| Market Cap | €257.10B | $276.96B |
| EPS | €2.33 | $2.46 |
| PE Ratio | 94.59 | 95.31 |
| PEG Ratio | 2.50 | 2.47 |
| Total Revenue (TTM) | €33.27B | $33.27B |
| Gross Profit (TTM) | €24.21B | $24.21B |
| EBITDA (TTM) | €9.10B | $9.10B |
Correlation
The correlation between SAP.DE and SAP is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SAP.DE vs. SAP - Performance Comparison
In the year-to-date period, SAP.DE achieves a 59.32% return, which is significantly higher than SAP's 50.65% return. Over the past 10 years, SAP.DE has outperformed SAP with an annualized return of 16.93%, while SAP has yielded a comparatively lower 15.03% 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. SAP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAP.DE) 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.
Dividends
SAP.DE vs. SAP - Dividend Comparison
SAP.DE's dividend yield for the trailing twelve months is around 1.00%, less than SAP's 1.04% yield.
Drawdowns
SAP.DE vs. SAP - Drawdown Comparison
The maximum SAP.DE drawdown since its inception was -84.80%, roughly equal to the maximum SAP drawdown of -87.91%. Use the drawdown chart below to compare losses from any high point for SAP.DE and SAP. For additional features, visit the drawdowns tool.
Volatility
SAP.DE vs. SAP - Volatility Comparison
SAP SE (SAP.DE) has a higher volatility of 7.25% compared to SAP SE (SAP) at 6.48%. This indicates that SAP.DE's price experiences larger fluctuations and is considered to be riskier than SAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SAP.DE vs. SAP - Financials Comparison
This section allows you to compare key financial metrics between SAP SE 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