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SPNS vs. DELL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPNS and DELL is 0.31, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

SPNS vs. DELL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sapiens International Corporation N.V. (SPNS) and Dell Technologies Inc. (DELL). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
117.42%
568.97%
SPNS
DELL

Key characteristics

Sharpe Ratio

SPNS:

-0.49

DELL:

-0.71

Sortino Ratio

SPNS:

-0.40

DELL:

-0.79

Omega Ratio

SPNS:

0.93

DELL:

0.90

Calmar Ratio

SPNS:

-0.24

DELL:

-0.67

Martin Ratio

SPNS:

-0.86

DELL:

-1.24

Ulcer Index

SPNS:

21.84%

DELL:

32.44%

Daily Std Dev

SPNS:

37.59%

DELL:

56.17%

Max Drawdown

SPNS:

-99.45%

DELL:

-59.59%

Current Drawdown

SPNS:

-78.12%

DELL:

-57.69%

Fundamentals

Market Cap

SPNS:

$1.37B

DELL:

$49.99B

EPS

SPNS:

$1.29

DELL:

$6.38

PE Ratio

SPNS:

19.01

DELL:

11.23

PEG Ratio

SPNS:

5.92

DELL:

0.55

Total Revenue (TTM)

SPNS:

$408.13M

DELL:

$95.57B

Gross Profit (TTM)

SPNS:

$182.12M

DELL:

$21.27B

EBITDA (TTM)

SPNS:

$78.54M

DELL:

$5.20B

Returns By Period

In the year-to-date period, SPNS achieves a -6.34% return, which is significantly higher than DELL's -34.66% return.


SPNS

YTD

-6.34%

1M

-10.59%

6M

-29.90%

1Y

-22.20%

5Y*

6.23%

10Y*

13.24%

DELL

YTD

-34.66%

1M

-18.00%

6M

-36.55%

1Y

-42.64%

5Y*

31.72%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SPNS vs. DELL — Risk-Adjusted Performance Rank

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

SPNS
The Risk-Adjusted Performance Rank of SPNS is 3636
Overall Rank
The Sharpe Ratio Rank of SPNS is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SPNS is 3333
Sortino Ratio Rank
The Omega Ratio Rank of SPNS is 3030
Omega Ratio Rank
The Calmar Ratio Rank of SPNS is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SPNS is 4242
Martin Ratio Rank

DELL
The Risk-Adjusted Performance Rank of DELL is 2222
Overall Rank
The Sharpe Ratio Rank of DELL is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of DELL is 2323
Sortino Ratio Rank
The Omega Ratio Rank of DELL is 2323
Omega Ratio Rank
The Calmar Ratio Rank of DELL is 1515
Calmar Ratio Rank
The Martin Ratio Rank of DELL is 2727
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.

SPNS vs. DELL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sapiens International Corporation N.V. (SPNS) and Dell Technologies Inc. (DELL). 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 SPNS, currently valued at -0.49, compared to the broader market-2.00-1.000.001.002.00
SPNS: -0.49
DELL: -0.71
The chart of Sortino ratio for SPNS, currently valued at -0.40, compared to the broader market-6.00-4.00-2.000.002.004.00
SPNS: -0.40
DELL: -0.79
The chart of Omega ratio for SPNS, currently valued at 0.93, compared to the broader market0.501.001.502.00
SPNS: 0.93
DELL: 0.90
The chart of Calmar ratio for SPNS, currently valued at -0.49, compared to the broader market0.001.002.003.004.00
SPNS: -0.49
DELL: -0.67
The chart of Martin ratio for SPNS, currently valued at -0.86, compared to the broader market-10.00-5.000.005.0010.0015.00
SPNS: -0.86
DELL: -1.24

The current SPNS Sharpe Ratio is -0.49, which is higher than the DELL Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of SPNS and DELL, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.49
-0.71
SPNS
DELL

Dividends

SPNS vs. DELL - Dividend Comparison

SPNS's dividend yield for the trailing twelve months is around 3.87%, more than DELL's 2.37% yield.


TTM2024202320222021202020192018201720162015
SPNS
Sapiens International Corporation N.V.
3.87%2.12%1.76%3.79%1.07%0.46%1.07%1.81%1.74%1.39%1.47%
DELL
Dell Technologies Inc.
2.37%1.48%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SPNS vs. DELL - Drawdown Comparison

The maximum SPNS drawdown since its inception was -99.45%, which is greater than DELL's maximum drawdown of -59.59%. Use the drawdown chart below to compare losses from any high point for SPNS and DELL. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.15%
-57.69%
SPNS
DELL

Volatility

SPNS vs. DELL - Volatility Comparison

The current volatility for Sapiens International Corporation N.V. (SPNS) is 7.52%, while Dell Technologies Inc. (DELL) has a volatility of 25.13%. This indicates that SPNS experiences smaller price fluctuations and is considered to be less risky than DELL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
7.52%
25.13%
SPNS
DELL

Financials

SPNS vs. DELL - Financials Comparison

This section allows you to compare key financial metrics between Sapiens International Corporation N.V. and Dell Technologies Inc.. 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


Values in USD except per share items
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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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