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SAPGF vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.3

Performance

SAPGF vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SAP SE (SAPGF) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
33.80%
9.82%
SAPGF
^GSPC

Key characteristics

Sharpe Ratio

SAPGF:

2.25

^GSPC:

1.74

Sortino Ratio

SAPGF:

2.98

^GSPC:

2.36

Omega Ratio

SAPGF:

1.36

^GSPC:

1.32

Calmar Ratio

SAPGF:

5.48

^GSPC:

2.62

Martin Ratio

SAPGF:

18.94

^GSPC:

10.69

Ulcer Index

SAPGF:

3.31%

^GSPC:

2.08%

Daily Std Dev

SAPGF:

27.97%

^GSPC:

12.76%

Max Drawdown

SAPGF:

-73.40%

^GSPC:

-56.78%

Current Drawdown

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

YTD

19.02%

1M

7.54%

6M

33.80%

1Y

66.58%

5Y*

18.49%

10Y*

18.38%

^GSPC

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

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Risk-Adjusted Performance

SAPGF vs. ^GSPC — Risk-Adjusted Performance Rank

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

SAPGF
The Risk-Adjusted Performance Rank of SAPGF is 9494
Overall Rank
The Sharpe Ratio Rank of SAPGF is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of SAPGF is 9191
Sortino Ratio Rank
The Omega Ratio Rank of SAPGF is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SAPGF is 9898
Calmar Ratio Rank
The Martin Ratio Rank of SAPGF is 9797
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8989
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.

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.


Sharpe ratio
The chart of Sharpe ratio for SAPGF, currently valued at 2.39, compared to the broader market-2.000.002.002.391.74
The chart of Sortino ratio for SAPGF, currently valued at 3.15, compared to the broader market-4.00-2.000.002.004.006.003.152.36
The chart of Omega ratio for SAPGF, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.32
The chart of Calmar ratio for SAPGF, currently valued at 5.80, compared to the broader market0.002.004.006.005.802.62
The chart of Martin ratio for SAPGF, currently valued at 19.73, compared to the broader market-10.000.0010.0020.0030.0019.7310.69
SAPGF
^GSPC

The current SAPGF Sharpe Ratio is 2.25, which is comparable to the ^GSPC Sharpe Ratio of 1.74. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
2.39
1.74
SAPGF
^GSPC

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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.76%
-0.43%
SAPGF
^GSPC

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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.91%
3.01%
SAPGF
^GSPC
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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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