SAP.DE vs. TMUS
SAP.DE (SAP SE) and TMUS (T-Mobile US, Inc.) are both stocks. SAP.DE operates in Software - Application (Technology), while TMUS operates in Telecom Services (Communication Services). Over the past 10 years, SAP.DE returned 9.45%/yr vs 16.48%/yr for TMUS. At a 0.18 correlation, their price movements are largely independent.
Performance
SAP.DE vs. TMUS - Performance Comparison
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Different Trading Currencies
SAP.DE is traded in EUR, while TMUS is traded in USD. To make them comparable, the TMUS 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 -30.11% return, which is significantly lower than TMUS's -4.79% return. Over the past 10 years, SAP.DE has underperformed TMUS with an annualized return of 9.45%, while TMUS has yielded a comparatively higher 16.48% annualized return.
SAP.DE
- 1D
- 2.08%
- 1M
- -0.61%
- YTD
- -30.11%
- 6M
- -30.08%
- 1Y
- -42.84%
- 3Y*
- 5.55%
- 5Y*
- 5.53%
- 10Y*
- 9.45%
TMUS
- 1D
- -0.35%
- 1M
- 2.82%
- YTD
- -4.79%
- 6M
- -1.40%
- 1Y
- -15.92%
- 3Y*
- 12.48%
- 5Y*
- 7.11%
- 10Y*
- 16.48%
SAP.DE vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAP.DE SAP SE | -30.11% | -11.03% | 71.56% | 47.17% | -20.70% | 18.44% | -9.59% | 40.27% | -5.61% | 14.35% |
TMUS T-Mobile US, Inc. | -4.79% | -17.67% | 48.93% | 11.57% | 28.19% | -7.56% | 57.78% | 26.07% | 4.86% | -3.14% |
Correlation
The correlation between SAP.DE and TMUS is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2007 | 0.18 |
The correlation between SAP.DE and TMUS shifts across timeframes, from -0.04 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SAP.DE vs. TMUS — Risk / Return Rank
SAP.DE
TMUS
SAP.DE vs. TMUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAP.DE) and T-Mobile US, Inc. (TMUS). 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 | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 0.91 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | -0.52 | -0.37 |
| Martin ratioReturn relative to average drawdown | -1.52 | -0.88 | -0.64 |
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Drawdowns
SAP.DE vs. TMUS - Drawdown Comparison
The maximum SAP.DE drawdown since its inception was -50.12%, smaller than the maximum TMUS drawdown of -80.87%. Use the drawdown chart below to compare losses from any high point for SAP.DE and TMUS.
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Drawdown Indicators
| SAP.DE | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.12% | -80.87% | +30.75% |
Max Drawdown (1Y)Largest decline over 1 year | -47.87% | -30.52% | -17.35% |
Max Drawdown (3Y)Largest decline over 3 years | -50.12% | -40.39% | -9.73% |
Max Drawdown (5Y)Largest decline over 5 years | -50.12% | -40.39% | -9.73% |
Max Drawdown (10Y)Largest decline over 10 years | -50.12% | -40.39% | -9.73% |
Current DrawdownCurrent decline from peak | -47.58% | -35.97% | -11.61% |
Average DrawdownAverage peak-to-trough decline | -11.75% | -23.33% | +11.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.07% | 18.10% | +9.97% |
Volatility
SAP.DE vs. TMUS - Volatility Comparison
SAP SE (SAP.DE) has a higher volatility of 16.35% compared to T-Mobile US, Inc. (TMUS) at 7.69%. This indicates that SAP.DE's price experiences larger fluctuations and is considered to be riskier than TMUS 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 | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.35% | 7.69% | +8.66% |
Volatility (6M)Calculated over the trailing 6-month period | 32.89% | 20.18% | +12.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.27% | 25.97% | +11.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.48% | 24.29% | +3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.61% | 26.83% | -0.22% |
Dividends
SAP.DE vs. TMUS - Dividend Comparison
SAP.DE's dividend yield for the trailing twelve months is around 1.75%, less than TMUS's 2.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAP.DE SAP SE | 1.75% | 1.13% | 0.93% | 1.47% | 2.54% | 1.48% | 1.47% | 1.25% | 1.61% | 1.34% | 1.39% | 1.50% |
TMUS T-Mobile US, Inc. | 2.09% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SAP.DE vs. TMUS - Financials Comparison
This section allows you to compare key financial metrics between SAP SE and T-Mobile US, 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 TMUS have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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