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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%AugustSeptemberOctoberNovemberDecember2025
591.03%
1,850.36%
SAP
ADP

Key characteristics

Sharpe Ratio

SAP:

2.73

ADP:

1.84

Sortino Ratio

SAP:

3.78

ADP:

2.55

Omega Ratio

SAP:

1.45

ADP:

1.33

Calmar Ratio

SAP:

6.35

ADP:

2.83

Martin Ratio

SAP:

21.29

ADP:

9.58

Ulcer Index

SAP:

3.23%

ADP:

2.98%

Daily Std Dev

SAP:

25.14%

ADP:

15.52%

Max Drawdown

SAP:

-87.91%

ADP:

-59.41%

Current Drawdown

SAP:

0.00%

ADP:

-3.33%

Fundamentals

Market Cap

SAP:

$306.59B

ADP:

$120.70B

EPS

SAP:

$2.39

ADP:

$9.36

PE Ratio

SAP:

109.97

ADP:

31.64

PEG Ratio

SAP:

2.83

ADP:

2.69

Total Revenue (TTM)

SAP:

$24.80B

ADP:

$14.86B

Gross Profit (TTM)

SAP:

$18.00B

ADP:

$7.04B

EBITDA (TTM)

SAP:

$6.78B

ADP:

$4.59B

Returns By Period

In the year-to-date period, SAP achieves a 6.75% return, which is significantly higher than ADP's 1.18% return. Over the past 10 years, SAP has outperformed ADP with an annualized return of 17.18%, while ADP has yielded a comparatively lower 15.89% annualized return.


SAP

YTD

6.75%

1M

7.52%

6M

33.27%

1Y

65.88%

5Y*

15.50%

10Y*

17.18%

ADP

YTD

1.18%

1M

1.66%

6M

21.16%

1Y

27.05%

5Y*

13.27%

10Y*

15.89%

*Annualized

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Risk-Adjusted Performance

SAP vs. ADP — Risk-Adjusted Performance Rank

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

SAP
The Risk-Adjusted Performance Rank of SAP is 9696
Overall Rank
The Sharpe Ratio Rank of SAP is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of SAP is 9696
Sortino Ratio Rank
The Omega Ratio Rank of SAP is 9393
Omega Ratio Rank
The Calmar Ratio Rank of SAP is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SAP is 9898
Martin Ratio Rank

ADP
The Risk-Adjusted Performance Rank of ADP is 9090
Overall Rank
The Sharpe Ratio Rank of ADP is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ADP is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ADP is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ADP is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ADP is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 2.73, compared to the broader market-2.000.002.004.002.731.84
The chart of Sortino ratio for SAP, currently valued at 3.78, compared to the broader market-4.00-2.000.002.004.003.782.55
The chart of Omega ratio for SAP, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.33
The chart of Calmar ratio for SAP, currently valued at 6.35, compared to the broader market0.002.004.006.006.352.83
The chart of Martin ratio for SAP, currently valued at 21.29, compared to the broader market-10.000.0010.0020.0021.299.58
SAP
ADP

The current SAP Sharpe Ratio is 2.73, which is higher than the ADP Sharpe Ratio of 1.84. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.73
1.84
SAP
ADP

Dividends

SAP vs. ADP - Dividend Comparison

SAP's dividend yield for the trailing twelve months is around 0.91%, less than ADP's 1.94% yield.


TTM20242023202220212020201920182017201620152014
SAP
SAP SE
0.91%0.97%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.52%1.50%3.39%
ADP
Automatic Data Processing, Inc.
1.94%1.96%2.21%1.83%1.55%2.08%1.92%2.14%2.00%2.10%2.36%2.10%

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 -59.41%. Use the drawdown chart below to compare losses from any high point for SAP and ADP. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-3.33%
SAP
ADP

Volatility

SAP vs. ADP - Volatility Comparison

SAP SE (SAP) has a higher volatility of 6.49% 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%AugustSeptemberOctoberNovemberDecember2025
6.49%
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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