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

Correlation

The correlation between SAP and SAP.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

SAP vs. SAP.DE - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
32.53%
32.20%
SAP
SAP.DE

Key characteristics

Sharpe Ratio

SAP:

2.67

SAP.DE:

2.99

Sortino Ratio

SAP:

3.65

SAP.DE:

4.11

Omega Ratio

SAP:

1.43

SAP.DE:

1.50

Calmar Ratio

SAP:

5.99

SAP.DE:

7.23

Martin Ratio

SAP:

20.23

SAP.DE:

23.61

Ulcer Index

SAP:

3.20%

SAP.DE:

2.82%

Daily Std Dev

SAP:

24.29%

SAP.DE:

22.31%

Max Drawdown

SAP:

-87.91%

SAP.DE:

-85.29%

Current Drawdown

SAP:

-1.96%

SAP.DE:

-1.91%

Fundamentals

Market Cap

SAP:

$340.41B

SAP.DE:

€322.30B

EPS

SAP:

$2.77

SAP.DE:

€2.64

PE Ratio

SAP:

104.14

SAP.DE:

104.66

PEG Ratio

SAP:

2.03

SAP.DE:

2.23

Total Revenue (TTM)

SAP:

$34.18B

SAP.DE:

€34.18B

Gross Profit (TTM)

SAP:

$24.98B

SAP.DE:

€24.98B

EBITDA (TTM)

SAP:

$7.39B

SAP.DE:

€9.63B

Returns By Period

The year-to-date returns for both stocks are quite close, with SAP having a 16.94% return and SAP.DE slightly lower at 16.36%. Both investments have delivered pretty close results over the past 10 years, with SAP having a 17.18% annualized return and SAP.DE not far ahead at 17.88%.


SAP

YTD

16.94%

1M

6.92%

6M

32.53%

1Y

65.72%

5Y*

18.21%

10Y*

17.18%

SAP.DE

YTD

16.36%

1M

7.09%

6M

39.90%

1Y

71.57%

5Y*

18.70%

10Y*

17.88%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SAP vs. SAP.DE — 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 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of SAP is 9595
Sortino Ratio Rank
The Omega Ratio Rank of SAP is 9292
Omega Ratio Rank
The Calmar Ratio Rank of SAP is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SAP is 9797
Martin Ratio Rank

SAP.DE
The Risk-Adjusted Performance Rank of SAP.DE is 9797
Overall Rank
The Sharpe Ratio Rank of SAP.DE is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of SAP.DE is 9696
Sortino Ratio Rank
The Omega Ratio Rank of SAP.DE is 9595
Omega Ratio Rank
The Calmar Ratio Rank of SAP.DE is 9999
Calmar Ratio Rank
The Martin Ratio Rank of SAP.DE is 9898
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. SAP.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAP) and SAP SE (SAP.DE). 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 2.31, compared to the broader market-2.000.002.002.312.47
The chart of Sortino ratio for SAP, currently valued at 3.24, compared to the broader market-4.00-2.000.002.004.006.003.243.53
The chart of Omega ratio for SAP, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.41
The chart of Calmar ratio for SAP, currently valued at 5.10, compared to the broader market0.002.004.006.005.105.30
The chart of Martin ratio for SAP, currently valued at 17.11, compared to the broader market-10.000.0010.0020.0030.0017.1117.10
SAP
SAP.DE

The current SAP Sharpe Ratio is 2.67, which is comparable to the SAP.DE Sharpe Ratio of 2.99. The chart below compares the historical Sharpe Ratios of SAP and SAP.DE, 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 Ratio2.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.31
2.47
SAP
SAP.DE

Dividends

SAP vs. SAP.DE - Dividend Comparison

SAP's dividend yield for the trailing twelve months is around 0.83%, more than SAP.DE's 0.80% yield.


TTM20242023202220212020201920182017201620152014
SAP
SAP SE
0.83%0.97%1.41%2.58%1.56%1.31%1.27%1.73%1.18%1.52%1.50%3.39%
SAP.DE
SAP SE
0.80%0.93%1.47%2.54%1.48%1.47%1.25%1.61%1.34%1.39%1.50%1.72%

Drawdowns

SAP vs. SAP.DE - Drawdown Comparison

The maximum SAP drawdown since its inception was -87.91%, roughly equal to the maximum SAP.DE drawdown of -85.29%. Use the drawdown chart below to compare losses from any high point for SAP and SAP.DE. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.96%
-1.67%
SAP
SAP.DE

Volatility

SAP vs. SAP.DE - Volatility Comparison

The current volatility for SAP SE (SAP) is 5.36%, while SAP SE (SAP.DE) has a volatility of 5.72%. This indicates that SAP experiences smaller price fluctuations and is considered to be less risky than SAP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
5.36%
5.72%
SAP
SAP.DE

Financials

SAP vs. SAP.DE - Financials Comparison

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


Please note, different currencies. SAP values in USD, SAP.DE values in EUR
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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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