SAP vs SPY
Comparison between Sap SE (SAP, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed SAP, delivering a return of +13.3% compared to +6.1%
SAP vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Market Cap / Net Assets
SAP
$202B
Winner
SPY
$652B
Expense Ratio
SAP
N/A
SPY
0.09%
Max Drawdown
SAP
88.03%
Winner
SPY
56.47%
Sharpe Ratio
SAP
-1.59
Winner
SPY
2.07
5Y Beta
Winner
SAP
0.89
SPY
1.00
Industry
SAP
Software - Application
SPY
N/A
P/E Ratio
Winner
SAP
23.74
SPY
28.24
Forward P/E
Winner
SAP
20.41
SPY
21.85
PEG Ratio
SAP
0.61
SPY
N/A
Dividend Yield
SAP
1.69%
SPY
N/A
5Y Dividends CAGR
Winner
SAP
26.16%
SPY
5.43%
5Y EPS CAGR
SAP
6.41%
Winner
SPY
25.79%
Debt to Equity
Winner
SAP
0.00%
SPY
22.35%
Free Cash Flow Yield
SAP
4.65%
SPY
N/A
P/S Ratio
SAP
5.47
Winner
SPY
3.55
P/B Ratio
Winner
SAP
3.80
SPY
5.29
SAP vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
SAP
+4.42%
Winner
SPY
+9.11%
3M
SAP
-16.04%
Winner
SPY
+6.59%
6M
SAP
-29.89%
Winner
SPY
+10.56%
1Y
SAP
-39.46%
Winner
SPY
+32.04%
5Y(CAGR)
SAP
+6.09%
Winner
SPY
+13.35%
10Y(CAGR)
SAP
+10.01%
Winner
SPY
+15.49%
Max(CAGR)
SAP
+7.31%
Winner
SPY
+8.50%
SAP vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | SAP | SPY |
|---|---|---|
| 2026 | -25.44% | +8.27% |
| 2025 | +0.79% | +18.00% |
| 2024 | +65.96% | +25.59% |
| 2023 | +51.14% | +26.72% |
| 2022 | -25.40% | -18.64% |
| 2021 | +10.17% | +30.52% |
| 2020 | -3.29% | +17.28% |
| 2019 | +36.87% | +31.09% |
| 2018 | -10.07% | -5.24% |
| 2017 | +31.45% | +20.78% |
| 2016 | +13.39% | +13.59% |
| 2015 | +14.25% | +1.31% |
| 2014 | -16.88% | +14.56% |
| 2013 | +6.90% | +29.00% |
| 2012 | +50.24% | +14.17% |
| 2011 | +5.38% | +0.85% |
| 2010 | +8.49% | +13.14% |
| 2009 | +29.46% | +22.67% |
| 2008 | -27.81% | -36.25% |
| 2007 | -3.05% | +5.32% |
| 2006 | +16.31% | +13.85% |
| 2005 | +3.03% | +5.32% |
| 2004 | +5.01% | +10.75% |
| 2003 | +97.40% | +24.18% |
| 2002 | -39.64% | -22.42% |
| 2001 | +5.59% | -10.13% |
| 2000 | -34.07% | -8.84% |
| 1999 | +43.38% | +8.61% |
SAP vs SPY Drawdown Comparison
The maximum drawdown for SAP was -87.91%, occurring on Oct 7, 2002. Recovery took 3195 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current SAP drawdown is -43.37%.
| Rank | SAP | SPY |
|---|---|---|
| #1 | -87.91% Mar 10, 2000 - Nov 21, 2012 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -51.38% Sep 2, 2020 - Dec 1, 2023 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -47.71% Jul 9, 2025 - Apr 10, 2026 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -32.85% Jul 3, 2019 - Jun 22, 2020 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -26.09% Dec 31, 2013 - Jul 21, 2016 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -24.97% Sep 25, 2018 - Apr 24, 2019 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -19.12% Feb 13, 2025 - May 2, 2025 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -16.50% Dec 13, 1999 - Jan 7, 2000 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -16.02% Mar 15, 2013 - Dec 20, 2013 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -13.28% Nov 16, 1999 - Dec 6, 1999 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -12.67% Nov 24, 2017 - May 10, 2018 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -11.64% Sep 22, 2016 - Feb 3, 2017 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -10.82% Mar 27, 2024 - May 20, 2024 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -7.74% May 24, 2024 - Jun 12, 2024 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -7.46% Jul 18, 2018 - Aug 27, 2018 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between SAP and SPY is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
Dividend Comparison (1999 - 2026)
SAP vs SPY dividend yield comparison.
| Year | SAP | SPY |
|---|---|---|
| 2026 | 1.69% | 0.24% |
| 2025 | 1.05% | 1.07% |
| 2024 | 0.97% | 1.21% |
| 2023 | 1.41% | 1.40% |
| 2022 | 2.05% | 1.65% |
| 2021 | 1.56% | 1.20% |
| 2020 | 1.31% | 1.52% |
| 2019 | 1.27% | 1.75% |
| 2018 | 1.73% | 2.04% |
| 2017 | 0.87% | 1.80% |
| 2016 | 1.08% | 2.03% |
| 2015 | 1.11% | 2.06% |
| 2014 | 1.42% | 1.87% |
| 2013 | 0.92% | 1.81% |
| 2012 | 1.27% | 2.18% |
| 2011 | 2.26% | 2.05% |
| 2010 | 0.83% | 1.80% |
| 2009 | 1.07% | 1.95% |
| 2008 | 1.68% | 3.02% |
| 2007 | 0.96% | 1.85% |
| 2006 | 0.68% | 1.73% |
| 2005 | 0.61% | 1.73% |
| 2004 | 0.42% | 1.82% |
| 2003 | 0.33% | 1.47% |
| 2002 | 0.53% | 1.70% |
| 2001 | 0.30% | 1.25% |
| 2000 | 0.65% | 1.15% |
| 1999 | 0.00% | 0.24% |
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