SAPGF vs. ^GSPC
Compare and contrast key facts about SAP SE (SAPGF) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAPGF or ^GSPC.
Correlation
The correlation between SAPGF and ^GSPC is 0.26, 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.
Performance
SAPGF vs. ^GSPC - Performance Comparison
Key characteristics
SAPGF:
2.25
^GSPC:
1.74
SAPGF:
2.98
^GSPC:
2.36
SAPGF:
1.36
^GSPC:
1.32
SAPGF:
5.48
^GSPC:
2.62
SAPGF:
18.94
^GSPC:
10.69
SAPGF:
3.31%
^GSPC:
2.08%
SAPGF:
27.97%
^GSPC:
12.76%
SAPGF:
-73.40%
^GSPC:
-56.78%
SAPGF:
-1.76%
^GSPC:
-0.43%
Returns By Period
In the year-to-date period, SAPGF achieves a 19.02% return, which is significantly higher than ^GSPC's 4.01% return. Over the past 10 years, SAPGF has outperformed ^GSPC with an annualized return of 18.38%, while ^GSPC has yielded a comparatively lower 11.26% annualized return.
SAPGF
19.02%
7.54%
33.80%
66.58%
18.49%
18.38%
^GSPC
4.01%
1.13%
9.82%
22.80%
12.93%
11.26%
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Risk-Adjusted Performance
SAPGF vs. ^GSPC — Risk-Adjusted Performance Rank
SAPGF
^GSPC
SAPGF vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SAP SE (SAPGF) and S&P 500 (^GSPC). 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.
Drawdowns
SAPGF vs. ^GSPC - Drawdown Comparison
The maximum SAPGF drawdown since its inception was -73.40%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SAPGF and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
SAPGF vs. ^GSPC - Volatility Comparison
SAP SE (SAPGF) has a higher volatility of 5.91% compared to S&P 500 (^GSPC) at 3.01%. This indicates that SAPGF's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.