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SAP vs. ADP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAP and ADP is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

SAP vs. ADP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SAP SE (SAP) and Automatic Data Processing, Inc. (ADP). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
542.70%
1,795.71%
SAP
ADP

Key characteristics

Sharpe Ratio

SAP:

2.37

ADP:

1.68

Sortino Ratio

SAP:

3.32

ADP:

2.36

Omega Ratio

SAP:

1.40

ADP:

1.31

Calmar Ratio

SAP:

5.53

ADP:

1.99

Martin Ratio

SAP:

18.69

ADP:

9.44

Ulcer Index

SAP:

3.20%

ADP:

2.71%

Daily Std Dev

SAP:

25.18%

ADP:

15.23%

Max Drawdown

SAP:

-87.91%

ADP:

-59.50%

Current Drawdown

SAP:

-4.34%

ADP:

-5.84%

Fundamentals

Market Cap

SAP:

$295.01B

ADP:

$120.94B

EPS

SAP:

$2.43

ADP:

$9.35

PEG Ratio

SAP:

2.65

ADP:

2.69

Total Revenue (TTM)

SAP:

$33.27B

ADP:

$19.52B

Gross Profit (TTM)

SAP:

$24.21B

ADP:

$9.15B

EBITDA (TTM)

SAP:

$9.25B

ADP:

$5.98B

Returns By Period

In the year-to-date period, SAP achieves a 60.11% return, which is significantly higher than ADP's 26.55% return. Both investments have delivered pretty close results over the past 10 years, with SAP having a 15.14% annualized return and ADP not far ahead at 15.55%.


SAP

YTD

60.11%

1M

5.69%

6M

29.60%

1Y

59.61%

5Y*

14.77%

10Y*

15.14%

ADP

YTD

26.55%

1M

-2.65%

6M

19.25%

1Y

26.16%

5Y*

13.44%

10Y*

15.55%

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Risk-Adjusted Performance

SAP vs. ADP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAP) and Automatic Data Processing, Inc. (ADP). 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.


Sharpe ratio
The chart of Sharpe ratio for SAP, currently valued at 2.37, compared to the broader market-4.00-2.000.002.002.371.68
The chart of Sortino ratio for SAP, currently valued at 3.32, compared to the broader market-4.00-2.000.002.004.003.322.36
The chart of Omega ratio for SAP, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.31
The chart of Calmar ratio for SAP, currently valued at 5.53, compared to the broader market0.002.004.006.005.531.99
The chart of Martin ratio for SAP, currently valued at 18.69, compared to the broader market0.0010.0020.0018.699.44
SAP
ADP

The current SAP Sharpe Ratio is 2.37, which is higher than the ADP Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of SAP and ADP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.37
1.68
SAP
ADP

Dividends

SAP vs. ADP - Dividend Comparison

SAP's dividend yield for the trailing twelve months is around 0.98%, less than ADP's 1.99% yield.


TTM20232022202120202019201820172016201520142013
SAP
SAP SE
0.98%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.52%1.50%3.39%1.28%
ADP
Automatic Data Processing, Inc.
1.99%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%2.21%

Drawdowns

SAP vs. ADP - Drawdown Comparison

The maximum SAP drawdown since its inception was -87.91%, which is greater than ADP's maximum drawdown of -59.50%. Use the drawdown chart below to compare losses from any high point for SAP and ADP. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.34%
-5.84%
SAP
ADP

Volatility

SAP vs. ADP - Volatility Comparison

SAP SE (SAP) has a higher volatility of 6.47% compared to Automatic Data Processing, Inc. (ADP) at 4.75%. This indicates that SAP's price experiences larger fluctuations and is considered to be riskier than ADP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.47%
4.75%
SAP
ADP

Financials

SAP vs. ADP - Financials Comparison

This section allows you to compare key financial metrics between SAP SE and Automatic Data Processing, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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