PortfoliosLab logoPortfoliosLab logo
SAP.DE vs. SXRY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAP.DE vs. SXRY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SAP SE (SAP.DE) and iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SAP.DE achieves a -19.71% return, which is significantly lower than SXRY.DE's 14.40% return. Over the past 10 years, SAP.DE has underperformed SXRY.DE with an annualized return of 10.39%, while SXRY.DE has yielded a comparatively higher 15.00% 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%

SXRY.DE

1D
0.28%
1M
4.91%
YTD
14.40%
6M
18.22%
1Y
30.76%
3Y*
28.94%
5Y*
19.74%
10Y*
15.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAP.DE vs. SXRY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAP.DE
SAP SE
-19.71%-11.03%71.56%47.17%-20.70%18.44%-9.59%40.27%-5.61%14.35%
SXRY.DE
iShares FTSE MIB UCITS ETF (Acc)
14.40%37.80%18.15%33.34%-9.13%26.71%-4.02%33.22%-14.32%16.72%

Correlation

The correlation between SAP.DE and SXRY.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2010

0.48

The correlation between SAP.DE and SXRY.DE shifts across timeframes, from 0.29 (1 year) to 0.50 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SAP.DE vs. SXRY.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SAP.DE
SAP.DE Risk / Return Rank: 88
Overall Rank
SAP.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SAP.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SAP.DE Omega Ratio Rank: 77
Omega Ratio Rank
SAP.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
SAP.DE Martin Ratio Rank: 1010
Martin Ratio Rank

SXRY.DE
SXRY.DE Risk / Return Rank: 5959
Overall Rank
SXRY.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 5555
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SAP.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAP.DE) and iShares FTSE MIB UCITS ETF (Acc) (SXRY.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.


SAP.DESXRY.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.97

Sortino ratioReturn per unit of downside risk

-4.09

Omega ratioGain probability vs. loss probability

0.82

1.33

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.78

3.16

-3.94

Martin ratioReturn relative to average drawdown

-1.34

11.35

-12.69

SAP.DE vs. SXRY.DE - Sharpe Ratio Comparison

The current SAP.DE Sharpe Ratio is -1.04, which is lower than the SXRY.DE Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SAP.DE and SXRY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SAP.DESXRY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.04

1.92

-2.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

1.07

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.74

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.38

-0.17

Drawdowns

SAP.DE vs. SXRY.DE - Drawdown Comparison

The maximum SAP.DE drawdown since its inception was -85.30%, which is greater than SXRY.DE's maximum drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for SAP.DE and SXRY.DE.


Loading charts...

Drawdown Indicators


SAP.DESXRY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-85.30%

-43.59%

-41.71%

Max Drawdown (1Y)

Largest decline over 1 year

-49.12%

-9.69%

-39.43%

Max Drawdown (3Y)

Largest decline over 3 years

-50.12%

-17.61%

-32.51%

Max Drawdown (5Y)

Largest decline over 5 years

-50.12%

-25.00%

-25.12%

Max Drawdown (10Y)

Largest decline over 10 years

-50.12%

-40.81%

-9.31%

Current Drawdown

Current decline from peak

-39.78%

-0.76%

-39.02%

Average Drawdown

Average peak-to-trough decline

-28.88%

-11.63%

-17.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.57%

2.70%

+25.87%

Volatility

SAP.DE vs. SXRY.DE - Volatility Comparison

SAP SE (SAP.DE) has a higher volatility of 15.55% compared to iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) at 4.82%. This indicates that SAP.DE's price experiences larger fluctuations and is considered to be riskier than SXRY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SAP.DESXRY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.55%

4.82%

+10.73%

Volatility (6M)

Calculated over the trailing 6-month period

32.27%

12.56%

+19.71%

Volatility (1Y)

Calculated over the trailing 1-year period

36.72%

15.91%

+20.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.33%

18.28%

+9.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.55%

20.18%

+6.37%

Dividends

SAP.DE vs. SXRY.DE - Dividend Comparison

SAP.DE's dividend yield for the trailing twelve months is around 1.52%, while SXRY.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SXRY.DE
iShares FTSE MIB UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SAP.DE and SXRY.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SAP.DE and SXRY.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer