SAP vs. MINT
Compare and contrast key facts about SAP SE (SAP) and PIMCO Enhanced Short Maturity Strategy Fund (MINT).
MINT is an actively managed fund by PIMCO. It was launched on Nov 16, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAP or MINT.
Performance
SAP vs. MINT - Performance Comparison
Returns By Period
In the year-to-date period, SAP achieves a 49.54% return, which is significantly higher than MINT's 5.27% return. Over the past 10 years, SAP has outperformed MINT with an annualized return of 14.66%, while MINT has yielded a comparatively lower 2.13% annualized return.
SAP
49.54%
-0.49%
18.42%
55.58%
13.01%
14.66%
MINT
5.27%
0.41%
2.77%
6.04%
2.45%
2.13%
Key characteristics
| SAP | MINT | |
|---|---|---|
| Sharpe Ratio | 2.25 | 13.67 |
| Sortino Ratio | 3.15 | 32.80 |
| Omega Ratio | 1.38 | 9.83 |
| Calmar Ratio | 5.14 | 46.63 |
| Martin Ratio | 16.78 | 512.08 |
| Ulcer Index | 3.32% | 0.01% |
| Daily Std Dev | 24.78% | 0.44% |
| Max Drawdown | -87.91% | -4.62% |
| Current Drawdown | -5.78% | 0.00% |
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Correlation
The correlation between SAP and MINT is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
SAP vs. MINT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAP) and PIMCO Enhanced Short Maturity Strategy Fund (MINT). 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. MINT - Dividend Comparison
SAP's dividend yield for the trailing twelve months is around 1.04%, less than MINT's 5.31% 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% |
MINT PIMCO Enhanced Short Maturity Strategy Fund | 5.31% | 4.91% | 1.90% | 0.44% | 1.15% | 2.65% | 2.32% | 1.61% | 1.35% | 0.88% | 0.80% | 0.88% |
Drawdowns
SAP vs. MINT - Drawdown Comparison
The maximum SAP drawdown since its inception was -87.91%, which is greater than MINT's maximum drawdown of -4.62%. Use the drawdown chart below to compare losses from any high point for SAP and MINT. For additional features, visit the drawdowns tool.
Volatility
SAP vs. MINT - Volatility Comparison
SAP SE (SAP) has a higher volatility of 6.61% compared to PIMCO Enhanced Short Maturity Strategy Fund (MINT) at 0.10%. This indicates that SAP's price experiences larger fluctuations and is considered to be riskier than MINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.