SAP SE (SAP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
SAP SE (SAP): 1Y return -33.4%, Sharpe ratio -1.13, volatility 30.5%, max drawdown -47.7%. A Stock in the Equity asset class. Compare SAP with other assets and invest through your own broker with pfolio.
SAP SE (SAP) Overview
- Type: Stock
- Asset Class: Equity
- Region: Europe
- Country: DE (Developed)
- Currency: USD
SAP Performance
- MTD
- Return: 1.0%, Sharpe: 0.89, Volatility: 29.9%, Max Drawdown: -5.0%
- YTD
- Return: -28.8%, Sharpe: -2.45, Volatility: 42.7%, Max Drawdown: -34.5%
- 1Y
- Return: -33.4%, Sharpe: -1.13, Volatility: 30.5%, Max Drawdown: -47.7%
- 5Y
- Return: 35.0%, Sharpe: 0.35, Volatility: 27.3%, Max Drawdown: -47.7%
- 10Y
- Return: 157.4%, Sharpe: 0.47, Volatility: 27.3%, Max Drawdown: -51.0%
Frequently Asked Questions
- What is SAP SE (SAP)?
- SAP SE (SAP) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does SAP compare to other assets?
- You can compare SAP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in SAP through pfolio?
- pfolio helps you build diversified portfolios that may include SAP. You invest through your own broker — pfolio provides the analytics.