0QLR.L vs. BSD2.DE
Compare and contrast key facts about Novartis AG (0QLR.L) and Banco Santander S.A (BSD2.DE).
Performance
0QLR.L vs. BSD2.DE - Performance Comparison
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0QLR.L vs. BSD2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
0QLR.L Novartis AG | 11.88% | 23.74% | 4.99% | 5.58% | 4.77% | 4.00% |
BSD2.DE Banco Santander S.A | -0.90% | 149.45% | 15.57% | 38.38% | 4.92% | -2.35% |
Different Trading Currencies
0QLR.L is traded in GBP, while BSD2.DE is traded in EUR. To make them comparable, the BSD2.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, 0QLR.L achieves a 11.88% return, which is significantly higher than BSD2.DE's -0.90% return.
0QLR.L
- 1D
- 1.42%
- 1M
- -4.96%
- YTD
- 11.88%
- 6M
- 18.64%
- 1Y
- 22.46%
- 3Y*
- 15.59%
- 5Y*
- 9.75%
- 10Y*
- —
BSD2.DE
- 1D
- 4.67%
- 1M
- -2.19%
- YTD
- -0.90%
- 6M
- 15.20%
- 1Y
- 70.32%
- 3Y*
- 48.04%
- 5Y*
- 33.40%
- 10Y*
- 16.01%
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Return for Risk
0QLR.L vs. BSD2.DE — Risk / Return Rank
0QLR.L
BSD2.DE
0QLR.L vs. BSD2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Novartis AG (0QLR.L) and Banco Santander S.A (BSD2.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.
| 0QLR.L | BSD2.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 2.26 | -1.19 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.79 | -1.30 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.36 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | 3.93 | -2.47 |
Martin ratioReturn relative to average drawdown | 4.72 | 13.61 | -8.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 0QLR.L | BSD2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.26 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 1.06 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.13 | +0.48 |
Correlation
The correlation between 0QLR.L and BSD2.DE is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
0QLR.L vs. BSD2.DE - Dividend Comparison
0QLR.L has not paid dividends to shareholders, while BSD2.DE's dividend yield for the trailing twelve months is around 2.25%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0QLR.L Novartis AG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BSD2.DE Banco Santander S.A | 2.25% | 2.23% | 4.44% | 3.71% | 3.92% | 2.60% | 3.87% | 6.15% | 5.62% | 4.03% | 2.05% | 7.56% |
Drawdowns
0QLR.L vs. BSD2.DE - Drawdown Comparison
The maximum 0QLR.L drawdown since its inception was -18.04%, smaller than the maximum BSD2.DE drawdown of -76.75%. Use the drawdown chart below to compare losses from any high point for 0QLR.L and BSD2.DE.
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Drawdown Indicators
| 0QLR.L | BSD2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.04% | -78.33% | +60.29% |
Max Drawdown (1Y)Largest decline over 1 year | -14.33% | -17.87% | +3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | -32.08% | +14.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -71.03% | — |
Current DrawdownCurrent decline from peak | -6.20% | -10.52% | +4.32% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -33.80% | +28.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.10% | 5.12% | -0.02% |
Volatility
0QLR.L vs. BSD2.DE - Volatility Comparison
The current volatility for Novartis AG (0QLR.L) is 5.90%, while Banco Santander S.A (BSD2.DE) has a volatility of 11.19%. This indicates that 0QLR.L experiences smaller price fluctuations and is considered to be less risky than BSD2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 0QLR.L | BSD2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.90% | 11.19% | -5.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 21.96% | -8.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.56% | 30.95% | -9.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.65% | 31.26% | -13.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 33.07% | -15.49% |
Financials
0QLR.L vs. BSD2.DE - Financials Comparison
This section allows you to compare key financial metrics between Novartis AG and Banco Santander S.A. 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