SAP vs. PROSY
SAP (SAP SE) and PROSY (Prosus N.V.) are both stocks. SAP operates in Software - Application (Technology), while PROSY operates in Internet Content & Information (Communication Services). Over the past 5 years, SAP returned 6.90%/yr vs -0.71%/yr for PROSY. At a 0.38 correlation, their price movements are largely independent.
Performance
SAP vs. PROSY - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SAP having a -24.33% return and PROSY slightly lower at -24.92%.
SAP
- 1D
- -5.32%
- 1M
- 7.23%
- YTD
- -24.33%
- 6M
- -24.61%
- 1Y
- -40.01%
- 3Y*
- 12.19%
- 5Y*
- 6.90%
- 10Y*
- 9.93%
PROSY
- 1D
- -5.69%
- 1M
- -2.52%
- YTD
- -24.92%
- 6M
- -23.18%
- 1Y
- -8.66%
- 3Y*
- 12.81%
- 5Y*
- -0.71%
- 10Y*
- —
SAP vs. PROSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SAP SAP SE | -24.33% | -0.48% | 61.27% | 52.30% | -24.64% | 9.22% | -1.28% | 12.63% |
PROSY Prosus N.V. | -24.92% | 55.67% | 33.80% | -5.32% | -17.15% | -23.28% | 45.77% | -9.97% |
Correlation
The correlation between SAP and PROSY is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2019 | 0.38 |
The correlation between SAP and PROSY shifts across timeframes, from 0.28 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SAP:
$211.02B
PROSY:
$103.60B
SAP:
$6.13
PROSY:
$1.91
SAP:
29.49
PROSY:
4.85
SAP:
0.63
PROSY:
0.03
SAP:
5.68
PROSY:
8.12
SAP:
4.70
PROSY:
1.87
SAP:
$37.34B
PROSY:
$12.76B
SAP:
$27.51B
PROSY:
$5.31B
SAP:
$12.97B
PROSY:
$10.72B
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Return for Risk
SAP vs. PROSY — Risk / Return Rank
SAP
PROSY
SAP vs. PROSY - Risk-Adjusted Trends 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.
| SAP | PROSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 0.98 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | -0.22 | -0.62 |
| Martin ratioReturn relative to average drawdown | -1.46 | -0.43 | -1.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SAP | PROSY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.20 | -0.27 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | -0.02 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.08 | +0.07 |
Drawdowns
SAP vs. PROSY - Drawdown Comparison
The maximum SAP drawdown since its inception was -87.91%, which is greater than PROSY's maximum drawdown of -69.36%. Use the drawdown chart below to compare losses from any high point for SAP and PROSY.
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Drawdown Indicators
| SAP | PROSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.91% | -69.36% | -18.55% |
Max Drawdown (1Y)Largest decline over 1 year | -47.71% | -39.09% | -8.62% |
Max Drawdown (3Y)Largest decline over 3 years | -47.71% | -39.09% | -8.62% |
Max Drawdown (5Y)Largest decline over 5 years | -47.71% | -61.97% | +14.26% |
Max Drawdown (10Y)Largest decline over 10 years | -51.31% | — | — |
Current DrawdownCurrent decline from peak | -41.07% | -36.35% | -4.72% |
Average DrawdownAverage peak-to-trough decline | -28.23% | -30.00% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.40% | 20.34% | +7.06% |
Volatility
SAP vs. PROSY - Volatility Comparison
The current volatility for SAP SE (SAP) is 13.32%, while Prosus N.V. (PROSY) has a volatility of 14.76%. This indicates that SAP experiences smaller price fluctuations and is considered to be less risky than PROSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAP | PROSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.32% | 14.76% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 29.81% | 27.37% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.55% | 32.71% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.60% | 43.10% | -14.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.29% | 41.71% | -13.42% |
Dividends
SAP vs. PROSY - Dividend Comparison
SAP's dividend yield for the trailing twelve months is around 1.62%, while PROSY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PROSY Prosus N.V. | 0.00% | 0.00% | 0.28% | 0.25% | 0.20% | 0.20% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SAP SAP SE | 1.62% | 1.05% | 0.97% | 1.41% | 2.05% | 1.56% | 1.31% | 1.27% | 1.73% | 0.87% | 1.08% | 1.11% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SAP and PROSY have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PROSY has higher volatility (14.76%) compared to SAP (13.32%). In terms of maximum drawdown, SAP dropped -87.91% vs PROSY's -69.36%.
PROSY currently has the higher Sharpe Ratio (-0.27 vs -1.20), 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.
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