SAP SE (SAP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
SAP SE (SAP): 1Y return -16.5%, Sharpe ratio -0.27, volatility 38.0%, max drawdown -46.9%. 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: 4.5%, Sharpe: 9.33, Volatility: 15.0%, Max Drawdown: -1.4%
- YTD
- Return: -8.8%, Sharpe: -0.06, Volatility: 41.9%, Max Drawdown: -40.2%
- 1Y
- Return: -16.5%, Sharpe: -0.27, Volatility: 38.0%, Max Drawdown: -46.9%
- 5Y
- Return: 76.0%, Sharpe: 0.52, Volatility: 29.5%, Max Drawdown: -52.3%
- 10Y
- Return: 192.1%, Sharpe: 0.51, Volatility: 28.4%, Max Drawdown: -52.3%
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.