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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 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.


-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%-80.00%-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
26.75%
-100.00%
SAP
PROSY

Key characteristics

Sharpe Ratio

SAP:

2.56

PROSY:

0.61

Sortino Ratio

SAP:

3.57

PROSY:

1.07

Omega Ratio

SAP:

1.42

PROSY:

1.13

Calmar Ratio

SAP:

5.92

PROSY:

0.18

Martin Ratio

SAP:

19.84

PROSY:

2.20

Ulcer Index

SAP:

3.23%

PROSY:

8.25%

Daily Std Dev

SAP:

25.03%

PROSY:

29.63%

Max Drawdown

SAP:

-87.91%

PROSY:

-100.00%

Current Drawdown

SAP:

-0.80%

PROSY:

-100.00%

Fundamentals

Market Cap

SAP:

$295.71B

PROSY:

$83.47B

EPS

SAP:

$2.38

PROSY:

$0.63

PE Ratio

SAP:

106.51

PROSY:

11.02

Total Revenue (TTM)

SAP:

$24.80B

PROSY:

$2.91B

Gross Profit (TTM)

SAP:

$18.00B

PROSY:

$1.19B

EBITDA (TTM)

SAP:

$6.78B

PROSY:

-$18.00M

Returns By Period

In the year-to-date period, SAP achieves a 2.96% return, which is significantly higher than PROSY's -12.59% return.


SAP

YTD

2.96%

1M

0.08%

6M

23.74%

1Y

61.90%

5Y*

15.13%

10Y*

16.14%

PROSY

YTD

-12.59%

1M

-18.93%

6M

-3.36%

1Y

16.75%

5Y*

-90.77%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SAP vs. PROSY — Risk-Adjusted Performance Rank

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

SAP
The Risk-Adjusted Performance Rank of SAP is 9696
Overall Rank
The Sharpe Ratio Rank of SAP is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of SAP is 9696
Sortino Ratio Rank
The Omega Ratio Rank of SAP is 9393
Omega Ratio Rank
The Calmar Ratio Rank of SAP is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SAP is 9898
Martin Ratio Rank

PROSY
The Risk-Adjusted Performance Rank of PROSY is 6565
Overall Rank
The Sharpe Ratio Rank of PROSY is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of PROSY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of PROSY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of PROSY is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PROSY is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 2.56, compared to the broader market-2.000.002.002.560.61
The chart of Sortino ratio for SAP, currently valued at 3.57, compared to the broader market-4.00-2.000.002.004.003.571.07
The chart of Omega ratio for SAP, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.13
The chart of Calmar ratio for SAP, currently valued at 5.92, compared to the broader market0.002.004.006.005.920.18
The chart of Martin ratio for SAP, currently valued at 19.84, compared to the broader market0.0010.0020.0019.842.20
SAP
PROSY

The current SAP Sharpe Ratio is 2.56, which is higher than the PROSY Sharpe Ratio of 0.61. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.56
0.61
SAP
PROSY

Dividends

SAP vs. PROSY - Dividend Comparison

SAP's dividend yield for the trailing twelve months is around 0.94%, more than PROSY's 0.32% yield.


TTM20242023202220212020201920182017201620152014
SAP
SAP SE
0.94%0.97%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.52%1.50%3.39%
PROSY
Prosus N.V.
0.32%0.28%0.25%0.20%0.14%0.12%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%AugustSeptemberOctoberNovemberDecember2025
-0.80%
-100.00%
SAP
PROSY

Volatility

SAP vs. PROSY - Volatility Comparison

The current volatility for SAP SE (SAP) is 5.87%, while Prosus N.V. (PROSY) has a volatility of 9.11%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
5.87%
9.11%
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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