SAP vs. ADP
Compare and contrast key facts about SAP SE (SAP) and Automatic Data Processing, Inc. (ADP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAP or ADP.
Performance
SAP vs. ADP - Performance Comparison
Returns By Period
In the year-to-date period, SAP achieves a 49.54% return, which is significantly higher than ADP's 29.89% return. Over the past 10 years, SAP has underperformed ADP with an annualized return of 14.66%, while ADP has yielded a comparatively higher 16.02% annualized return.
SAP
49.54%
-0.49%
18.42%
55.58%
13.01%
14.66%
ADP
29.89%
1.83%
19.24%
32.72%
14.16%
16.02%
Fundamentals
| SAP | ADP | |
|---|---|---|
| Market Cap | $276.96B | $125.46B |
| EPS | $2.46 | $9.36 |
| PE Ratio | 95.31 | 32.90 |
| PEG Ratio | 2.47 | 2.69 |
| Total Revenue (TTM) | $33.27B | $19.52B |
| Gross Profit (TTM) | $24.21B | $9.15B |
| EBITDA (TTM) | $9.10B | $5.17B |
Key characteristics
| SAP | ADP | |
|---|---|---|
| Sharpe Ratio | 2.25 | 2.15 |
| Sortino Ratio | 3.15 | 3.00 |
| Omega Ratio | 1.38 | 1.39 |
| Calmar Ratio | 5.14 | 2.41 |
| Martin Ratio | 16.78 | 11.91 |
| Ulcer Index | 3.32% | 2.69% |
| Daily Std Dev | 24.78% | 14.91% |
| Max Drawdown | -87.91% | -59.47% |
| Current Drawdown | -5.78% | -3.34% |
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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.
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.
Dividends
SAP vs. ADP - Dividend Comparison
SAP's dividend yield for the trailing twelve months is around 1.04%, less than ADP's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAP SAP SE | 1.04% | 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. | 1.88% | 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 -59.47%. Use the drawdown chart below to compare losses from any high point for SAP and ADP. For additional features, visit the drawdowns tool.
Volatility
SAP vs. ADP - Volatility Comparison
SAP SE (SAP) has a higher volatility of 6.65% compared to Automatic Data Processing, Inc. (ADP) at 5.98%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities