SAP vs. NTES
Compare and contrast key facts about SAP SE (SAP) and NetEase, Inc. (NTES).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAP or NTES.
Performance
SAP vs. NTES - Performance Comparison
Returns By Period
In the year-to-date period, SAP achieves a 49.54% return, which is significantly higher than NTES's -3.59% return. Over the past 10 years, SAP has underperformed NTES with an annualized return of 14.66%, while NTES has yielded a comparatively higher 17.29% annualized return.
SAP
49.54%
-0.49%
18.42%
55.58%
13.01%
14.66%
NTES
-3.59%
6.73%
-15.09%
-22.99%
11.08%
17.29%
Fundamentals
| SAP | NTES | |
|---|---|---|
| Market Cap | $276.96B | $50.57B |
| EPS | $2.46 | $6.15 |
| PE Ratio | 95.31 | 12.76 |
| PEG Ratio | 2.47 | 1.11 |
| Total Revenue (TTM) | $33.27B | $77.82B |
| Gross Profit (TTM) | $24.21B | $49.10B |
| EBITDA (TTM) | $9.10B | $15.76B |
Key characteristics
| SAP | NTES | |
|---|---|---|
| Sharpe Ratio | 2.25 | -0.45 |
| Sortino Ratio | 3.15 | -0.39 |
| Omega Ratio | 1.38 | 0.95 |
| Calmar Ratio | 5.14 | -0.51 |
| Martin Ratio | 16.78 | -0.96 |
| Ulcer Index | 3.32% | 20.62% |
| Daily Std Dev | 24.78% | 43.48% |
| Max Drawdown | -87.91% | -57.34% |
| Current Drawdown | -5.78% | -29.16% |
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Correlation
The correlation between SAP and NTES is 0.30, 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. NTES - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAP) and NetEase, Inc. (NTES). 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. NTES - Dividend Comparison
SAP's dividend yield for the trailing twelve months is around 1.04%, less than NTES's 2.85% 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% |
NTES NetEase, Inc. | 2.85% | 1.88% | 2.10% | 0.81% | 0.97% | 3.20% | 0.71% | 1.05% | 1.36% | 0.98% | 2.50% | 1.27% |
Drawdowns
SAP vs. NTES - Drawdown Comparison
The maximum SAP drawdown since its inception was -87.91%, which is greater than NTES's maximum drawdown of -57.34%. Use the drawdown chart below to compare losses from any high point for SAP and NTES. For additional features, visit the drawdowns tool.
Volatility
SAP vs. NTES - Volatility Comparison
The current volatility for SAP SE (SAP) is 6.61%, while NetEase, Inc. (NTES) has a volatility of 13.40%. This indicates that SAP experiences smaller price fluctuations and is considered to be less risky than NTES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SAP vs. NTES - Financials Comparison
This section allows you to compare key financial metrics between SAP SE and NetEase, 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