SAP SE (SAP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
SAP SE (SAP): 1Y return -37.7%, Sharpe ratio -1.28, volatility 31.6%, 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: 9.1%, Sharpe: 3.59, Volatility: 30.5%, Max Drawdown: -8.0%
- YTD
- Return: -23.9%, Sharpe: -1.32, Volatility: 41.8%, Max Drawdown: -34.5%
- 1Y
- Return: -37.7%, Sharpe: -1.28, Volatility: 31.6%, Max Drawdown: -47.7%
- 5Y
- Return: 41.3%, Sharpe: 0.38, Volatility: 27.7%, Max Drawdown: -47.7%
- 10Y
- Return: 162.4%, Sharpe: 0.48, Volatility: 27.6%, 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.