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SAP vs. IXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAP vs. IXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SAP SE (SAP) and iShares Global Energy ETF (IXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SAP achieves a -21.62% return, which is significantly lower than IXC's 32.12% return. Both investments have delivered pretty close results over the past 10 years, with SAP having a 10.30% annualized return and IXC not far behind at 10.08%.


SAP

1D
3.58%
1M
8.56%
YTD
-21.62%
6M
-22.44%
1Y
-38.45%
3Y*
13.93%
5Y*
7.66%
10Y*
10.30%

IXC

1D
-0.07%
1M
-1.98%
YTD
32.12%
6M
29.58%
1Y
50.36%
3Y*
19.06%
5Y*
19.62%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAP vs. IXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAP
SAP SE
-21.62%-0.48%61.27%52.30%-24.64%9.22%-1.28%36.43%-10.04%31.25%
IXC
iShares Global Energy ETF
32.12%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%

Correlation

The correlation between SAP and IXC is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.03

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

0.13

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

0.25

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2001

0.40

The correlation between SAP and IXC shifts across timeframes, from -0.11 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SAP vs. IXC — Risk / Return Rank

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

SAP
SAP Risk / Return Rank: 66
Overall Rank
SAP Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SAP Sortino Ratio Rank: 55
Sortino Ratio Rank
SAP Omega Ratio Rank: 55
Omega Ratio Rank
SAP Calmar Ratio Rank: 1111
Calmar Ratio Rank
SAP Martin Ratio Rank: 88
Martin Ratio Rank

IXC
IXC Risk / Return Rank: 8181
Overall Rank
IXC Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 7777
Sortino Ratio Rank
IXC Omega Ratio Rank: 7575
Omega Ratio Rank
IXC Calmar Ratio Rank: 8989
Calmar Ratio Rank
IXC Martin Ratio Rank: 8181
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 vs. IXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAP) and iShares Global Energy ETF (IXC). 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.


SAPIXCDifference
Sharpe ratioReturn per unit of total volatility

-3.86

Sortino ratioReturn per unit of downside risk

-4.98

Omega ratioGain probability vs. loss probability

0.79

1.44

-0.65

Calmar ratioReturn relative to maximum drawdown

-0.81

5.24

-6.04

Martin ratioReturn relative to average drawdown

-1.40

15.73

-17.13

SAP vs. IXC - Sharpe Ratio Comparison

The current SAP Sharpe Ratio is -1.14, which is lower than the IXC Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of SAP and IXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SAPIXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.14

2.71

-3.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.84

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.38

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.32

-0.17

Drawdowns

SAP vs. IXC - Drawdown Comparison

The maximum SAP drawdown since its inception was -87.91%, which is greater than IXC's maximum drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for SAP and IXC.


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Drawdown Indicators


SAPIXCDifference

Max Drawdown

Largest peak-to-trough decline

-87.91%

-67.88%

-20.03%

Max Drawdown (1Y)

Largest decline over 1 year

-47.71%

-9.66%

-38.05%

Max Drawdown (3Y)

Largest decline over 3 years

-47.71%

-19.06%

-28.65%

Max Drawdown (5Y)

Largest decline over 5 years

-47.71%

-24.93%

-22.78%

Max Drawdown (10Y)

Largest decline over 10 years

-51.31%

-64.16%

+12.85%

Current Drawdown

Current decline from peak

-38.96%

-4.91%

-34.05%

Average Drawdown

Average peak-to-trough decline

-28.23%

-17.48%

-10.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.51%

3.21%

+24.30%

Volatility

SAP vs. IXC - Volatility Comparison

SAP SE (SAP) has a higher volatility of 13.56% compared to iShares Global Energy ETF (IXC) at 7.50%. This indicates that SAP's price experiences larger fluctuations and is considered to be riskier than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAPIXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.56%

7.50%

+6.06%

Volatility (6M)

Calculated over the trailing 6-month period

30.04%

15.38%

+14.66%

Volatility (1Y)

Calculated over the trailing 1-year period

33.75%

18.73%

+15.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.63%

23.50%

+5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.31%

26.85%

+1.46%

Dividends

SAP vs. IXC - Dividend Comparison

SAP's dividend yield for the trailing twelve months is around 1.57%, less than IXC's 2.79% yield.


PositionTTM20252024202320222021202020192018201720162015
IXC
iShares Global Energy ETF
2.79%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%
SAP
SAP SE
1.57%1.05%0.97%1.41%2.05%1.56%1.31%1.27%1.73%0.87%1.08%1.11%

Frequently Asked Questions


SAP and IXC have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAP has higher volatility (13.56%) compared to IXC (7.50%). In terms of maximum drawdown, SAP dropped -87.91% vs IXC's -67.88%.

IXC currently has the higher Sharpe Ratio (2.71 vs -1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SAP and IXC

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