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VBK.DE vs. SAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VBK.DE vs. SAP - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VERBIO Vereinigte BioEnergie AG (VBK.DE) and SAP SE (SAP). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VBK.DE is traded in EUR, while SAP is traded in USD. To make them comparable, the SAP values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VBK.DE achieves a 87.45% return, which is significantly higher than SAP's -23.42% return. Over the past 10 years, VBK.DE has outperformed SAP with an annualized return of 22.72%, while SAP has yielded a comparatively lower 9.70% annualized return.


VBK.DE

1D
-3.45%
1M
0.61%
YTD
87.45%
6M
111.38%
1Y
334.32%
3Y*
4.56%
5Y*
-2.29%
10Y*
22.72%

SAP

1D
-5.11%
1M
7.99%
YTD
-23.42%
6M
-24.20%
1Y
-41.20%
3Y*
9.21%
5Y*
7.91%
10Y*
9.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBK.DE vs. SAP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBK.DE
VERBIO Vereinigte BioEnergie AG
87.45%79.21%-59.33%-50.51%0.88%97.36%166.10%80.73%-15.77%14.01%
SAP
SAP SE
-23.42%-12.29%71.91%47.74%-19.97%17.39%-9.42%39.51%-5.82%15.12%

Correlation

The correlation between VBK.DE and SAP is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2007

0.13

The correlation between VBK.DE and SAP shifts across timeframes, from -0.04 (1 year) to 0.18 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

VBK.DE vs. SAP — Risk / Return Rank

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

VBK.DE
VBK.DE Risk / Return Rank: 9696
Overall Rank
VBK.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VBK.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
VBK.DE Omega Ratio Rank: 9494
Omega Ratio Rank
VBK.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
VBK.DE Martin Ratio Rank: 9797
Martin Ratio Rank

SAP
SAP Risk / Return Rank: 55
Overall Rank
SAP Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SAP Sortino Ratio Rank: 44
Sortino Ratio Rank
SAP Omega Ratio Rank: 44
Omega Ratio Rank
SAP Calmar Ratio Rank: 88
Calmar Ratio Rank
SAP Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VBK.DE vs. SAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VERBIO Vereinigte BioEnergie AG (VBK.DE) and SAP SE (SAP). 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.


VBK.DESAPDifference
Sharpe ratioReturn per unit of total volatility

+6.01

Sortino ratioReturn per unit of downside risk

+5.75

Omega ratioGain probability vs. loss probability

1.54

0.77

+0.77

Calmar ratioReturn relative to maximum drawdown

12.30

-0.85

+13.14

Martin ratioReturn relative to average drawdown

27.87

-1.45

+29.32

VBK.DE vs. SAP - Sharpe Ratio Comparison

The current VBK.DE Sharpe Ratio is 4.79, which is higher than the SAP Sharpe Ratio of -1.22. The chart below compares the historical Sharpe Ratios of VBK.DE and SAP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VBK.DESAPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.79

-1.22

+6.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.29

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.36

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.34

-0.25

Drawdowns

VBK.DE vs. SAP - Drawdown Comparison

The maximum VBK.DE drawdown since its inception was -95.29%, which is greater than SAP's maximum drawdown of -50.00%. Use the drawdown chart below to compare losses from any high point for VBK.DE and SAP.


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Drawdown Indicators


VBK.DESAPDifference

Max Drawdown

Largest peak-to-trough decline

-95.29%

-50.00%

-45.29%

Max Drawdown (1Y)

Largest decline over 1 year

-26.99%

-48.85%

+21.86%

Max Drawdown (3Y)

Largest decline over 3 years

-82.68%

-50.00%

-32.68%

Max Drawdown (5Y)

Largest decline over 5 years

-90.94%

-50.00%

-40.94%

Max Drawdown (10Y)

Largest decline over 10 years

-90.94%

-50.00%

-40.94%

Current Drawdown

Current decline from peak

-52.47%

-43.08%

-9.39%

Average Drawdown

Average peak-to-trough decline

-63.37%

-12.13%

-51.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.93%

28.44%

-16.51%

Volatility

VBK.DE vs. SAP - Volatility Comparison

VERBIO Vereinigte BioEnergie AG (VBK.DE) has a higher volatility of 24.95% compared to SAP SE (SAP) at 13.25%. This indicates that VBK.DE's price experiences larger fluctuations and is considered to be riskier than SAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBK.DESAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.95%

13.25%

+11.70%

Volatility (6M)

Calculated over the trailing 6-month period

55.49%

29.77%

+25.72%

Volatility (1Y)

Calculated over the trailing 1-year period

69.31%

33.85%

+35.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.77%

27.11%

+33.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.96%

27.38%

+28.58%

Dividends

VBK.DE vs. SAP - Dividend Comparison

VBK.DE has not paid dividends to shareholders, while SAP's dividend yield for the trailing twelve months is around 1.62%.


PositionTTM20252024202320222021202020192018201720162015
SAP
SAP SE
1.62%1.05%0.97%1.41%2.05%1.56%1.31%1.27%1.73%0.87%1.08%1.11%
VBK.DE
VERBIO Vereinigte BioEnergie AG
0.00%0.00%3.38%0.67%0.33%0.33%0.65%1.71%3.00%1.84%1.38%0.00%

Financials

VBK.DE vs. SAP - Financials Comparison

This section allows you to compare key financial metrics between VERBIO Vereinigte BioEnergie AG and SAP SE. 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


Please note, different currencies. VBK.DE values in EUR, SAP values in USD

Frequently Asked Questions


VBK.DE and SAP have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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