SAPGF vs. ^GSPC

In the year-to-date period, SAPGF achieves a 26.37% return, which is significantly higher than ^GSPC's 0.51% return. Over the past 10 years, SAPGF has outperformed ^GSPC with an annualized return of 16.72%, while ^GSPC has yielded a comparatively lower 10.85% annualized return.

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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.

The current SAPGF Sharpe Ratio is 1.94, which is higher than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SAPGF and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SAPGF drawdown since its inception was -73.39%, 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.

SAP SE (SAPGF) has a higher volatility of 7.95% compared to S&P 500 (^GSPC) at 4.77%. 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.