WMT vs. SAP.DE
WMT (Walmart Inc.) and SAP.DE (SAP SE) are both stocks. WMT operates in Discount Stores (Consumer Defensive), while SAP.DE operates in Software - Application (Technology). Over the past 10 years, WMT returned 19.75%/yr vs 9.75%/yr for SAP.DE. At a 0.17 correlation, their price movements are largely independent.
Performance
WMT vs. SAP.DE - Performance Comparison
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Different Trading Currencies
WMT is traded in USD, while SAP.DE is traded in EUR. To make them comparable, the SAP.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WMT achieves a 8.88% return, which is significantly higher than SAP.DE's -31.04% return. Over the past 10 years, WMT has outperformed SAP.DE with an annualized return of 19.75%, while SAP.DE has yielded a comparatively lower 9.75% annualized return.
WMT
- 1D
- -0.18%
- 1M
- -8.09%
- YTD
- 8.88%
- 6M
- 3.86%
- 1Y
- 29.00%
- 3Y*
- 34.03%
- 5Y*
- 23.01%
- 10Y*
- 19.75%
SAP.DE
- 1D
- 2.31%
- 1M
- -0.89%
- YTD
- -31.04%
- 6M
- -31.04%
- 1Y
- -42.64%
- 3Y*
- 7.60%
- 5Y*
- 4.81%
- 10Y*
- 9.75%
WMT vs. SAP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 8.88% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
SAP.DE SAP SE | -31.04% | 0.44% | 61.75% | 51.82% | -25.07% | 9.09% | -0.76% | 37.31% | -10.05% | 30.52% |
Correlation
The correlation between WMT and SAP.DE 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 | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2007 | 0.17 |
The correlation between WMT and SAP.DE shifts across timeframes, from -0.04 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WMT vs. SAP.DE — Risk / Return Rank
WMT
SAP.DE
WMT vs. SAP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and SAP SE (SAP.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WMT | SAP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.38 | ||
| Sortino ratioReturn per unit of downside risk | +3.42 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.79 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | -0.89 | +2.74 |
| Martin ratioReturn relative to average drawdown | 5.84 | -1.51 | +7.34 |
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Drawdowns
WMT vs. SAP.DE - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, which is greater than SAP.DE's maximum drawdown of -51.26%. Use the drawdown chart below to compare losses from any high point for WMT and SAP.DE.
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Drawdown Indicators
| WMT | SAP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -51.26% | -25.88% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -47.84% | +32.09% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | -47.84% | +25.91% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -47.84% | +22.10% |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | -51.26% | +25.52% |
Current DrawdownCurrent decline from peak | -9.97% | -45.76% | +35.79% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -13.15% | -1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.98% | 28.23% | -23.25% |
Volatility
WMT vs. SAP.DE - Volatility Comparison
The current volatility for Walmart Inc. (WMT) is 9.79%, while SAP SE (SAP.DE) has a volatility of 16.28%. This indicates that WMT experiences smaller price fluctuations and is considered to be less risky than SAP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMT | SAP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.79% | 16.28% | -6.49% |
Volatility (6M)Calculated over the trailing 6-month period | 18.38% | 32.95% | -14.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.69% | 37.10% | -13.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.69% | 29.09% | -7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 27.81% | -6.08% |
Dividends
WMT vs. SAP.DE - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.80%, less than SAP.DE's 1.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAP.DE SAP SE | 1.75% | 1.13% | 0.93% | 1.47% | 2.54% | 1.48% | 1.47% | 1.25% | 1.61% | 1.34% | 1.39% | 1.50% |
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Financials
WMT vs. SAP.DE - Financials Comparison
This section allows you to compare key financial metrics between Walmart Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
WMT and SAP.DE 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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