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SAP vs. PROSY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAP and PROSY is 0.40, 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. PROSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SAP SE (SAP) and Prosus N.V. (PROSY). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
124.51%
-100.00%
SAP
PROSY

Key characteristics

Sharpe Ratio

SAP:

2.37

PROSY:

0.93

Sortino Ratio

SAP:

3.32

PROSY:

1.42

Omega Ratio

SAP:

1.40

PROSY:

1.18

Calmar Ratio

SAP:

5.53

PROSY:

0.29

Martin Ratio

SAP:

18.69

PROSY:

3.54

Ulcer Index

SAP:

3.20%

PROSY:

8.21%

Daily Std Dev

SAP:

25.18%

PROSY:

31.13%

Max Drawdown

SAP:

-87.91%

PROSY:

-100.00%

Current Drawdown

SAP:

-4.34%

PROSY:

-100.00%

Fundamentals

Market Cap

SAP:

$295.01B

PROSY:

$100.86B

EPS

SAP:

$2.43

PROSY:

$0.63

PE Ratio

SAP:

103.28

PROSY:

13.40

Total Revenue (TTM)

SAP:

$33.27B

PROSY:

$2.91B

Gross Profit (TTM)

SAP:

$24.21B

PROSY:

$1.19B

EBITDA (TTM)

SAP:

$9.25B

PROSY:

-$18.00M

Returns By Period

In the year-to-date period, SAP achieves a 60.11% return, which is significantly higher than PROSY's 37.50% return.


SAP

YTD

60.11%

1M

5.69%

6M

29.60%

1Y

59.61%

5Y*

14.77%

10Y*

15.14%

PROSY

YTD

37.50%

1M

0.87%

6M

11.92%

1Y

24.53%

5Y*

-90.45%

10Y*

N/A

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Risk-Adjusted Performance

SAP vs. PROSY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAP) and Prosus N.V. (PROSY). 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 2.37, compared to the broader market-4.00-2.000.002.002.370.93
The chart of Sortino ratio for SAP, currently valued at 3.32, compared to the broader market-4.00-2.000.002.004.003.321.42
The chart of Omega ratio for SAP, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.18
The chart of Calmar ratio for SAP, currently valued at 5.53, compared to the broader market0.002.004.006.005.530.29
The chart of Martin ratio for SAP, currently valued at 18.69, compared to the broader market0.0010.0020.0018.693.54
SAP
PROSY

The current SAP Sharpe Ratio is 2.37, which is higher than the PROSY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SAP and PROSY, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.37
0.93
SAP
PROSY

Dividends

SAP vs. PROSY - Dividend Comparison

SAP's dividend yield for the trailing twelve months is around 0.98%, more than PROSY's 0.27% yield.


TTM20232022202120202019201820172016201520142013
SAP
SAP SE
0.98%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.52%1.50%3.39%1.28%
PROSY
Prosus N.V.
0.27%0.25%0.20%0.14%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SAP vs. PROSY - Drawdown Comparison

The maximum SAP drawdown since its inception was -87.91%, smaller than the maximum PROSY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SAP and PROSY. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.34%
-100.00%
SAP
PROSY

Volatility

SAP vs. PROSY - Volatility Comparison

SAP SE (SAP) has a higher volatility of 6.47% compared to Prosus N.V. (PROSY) at 6.10%. This indicates that SAP's price experiences larger fluctuations and is considered to be riskier than PROSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.47%
6.10%
SAP
PROSY

Financials

SAP vs. PROSY - Financials Comparison

This section allows you to compare key financial metrics between SAP SE and Prosus N.V.. 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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