SAP vs. VTI
Compare and contrast key facts about SAP SE (SAP) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAP or VTI.
Performance
SAP vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, SAP achieves a 49.54% return, which is significantly higher than VTI's 23.63% return. Over the past 10 years, SAP has outperformed VTI with an annualized return of 14.66%, while VTI has yielded a comparatively lower 12.59% annualized return.
SAP
49.54%
-0.49%
18.42%
55.58%
13.01%
14.66%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| SAP | VTI | |
|---|---|---|
| Sharpe Ratio | 2.25 | 2.58 |
| Sortino Ratio | 3.15 | 3.45 |
| Omega Ratio | 1.38 | 1.48 |
| Calmar Ratio | 5.14 | 3.76 |
| Martin Ratio | 16.78 | 16.56 |
| Ulcer Index | 3.32% | 1.95% |
| Daily Std Dev | 24.78% | 12.51% |
| Max Drawdown | -87.91% | -55.45% |
| Current Drawdown | -5.78% | -2.43% |
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Correlation
The correlation between SAP and VTI is 0.63, 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.
Risk-Adjusted Performance
SAP vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAP) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
SAP's dividend yield for the trailing twelve months is around 1.04%, less than VTI's 1.29% 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% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SAP vs. VTI - Drawdown Comparison
The maximum SAP drawdown since its inception was -87.91%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SAP and VTI. For additional features, visit the drawdowns tool.
Volatility
SAP vs. VTI - Volatility Comparison
SAP SE (SAP) has a higher volatility of 6.65% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that SAP's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.