BAMI.MI vs. SAB.MC
BAMI.MI (Banco Bpm SpA) and SAB.MC (Banco de Sabadell S.A) are both stocks. Both are in the Financial Services sector — BAMI.MI in Banks - Regional, SAB.MC in Banks - Diversified. Over the past 10 years, BAMI.MI returned 24.71%/yr vs 14.29%/yr for SAB.MC. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
BAMI.MI vs. SAB.MC - Performance Comparison
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Returns By Period
In the year-to-date period, BAMI.MI achieves a 15.53% return, which is significantly higher than SAB.MC's -0.78% return. Over the past 10 years, BAMI.MI has outperformed SAB.MC with an annualized return of 24.71%, while SAB.MC has yielded a comparatively lower 14.29% annualized return.
BAMI.MI
- 1D
- 2.56%
- 1M
- 8.33%
- YTD
- 15.53%
- 6M
- 21.51%
- 1Y
- 57.44%
- 3Y*
- 71.53%
- 5Y*
- 48.30%
- 10Y*
- 24.71%
SAB.MC
- 1D
- 4.24%
- 1M
- 0.71%
- YTD
- -0.78%
- 6M
- 4.10%
- 1Y
- 25.41%
- 3Y*
- 58.67%
- 5Y*
- 46.51%
- 10Y*
- 14.29%
BAMI.MI vs. SAB.MC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAMI.MI Banco Bpm SpA | 15.53% | 83.87% | 89.87% | 51.78% | 34.49% | 49.63% | -10.84% | 3.05% | -24.81% | 14.41% |
SAB.MC Banco de Sabadell S.A | -0.78% | 95.56% | 80.12% | 32.15% | 58.09% | 67.18% | -64.45% | 8.30% | -36.46% | 29.25% |
Correlation
The correlation between BAMI.MI and SAB.MC is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2006 | 0.57 |
The correlation between BAMI.MI and SAB.MC has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
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Return for Risk
BAMI.MI vs. SAB.MC — Risk / Return Rank
BAMI.MI
SAB.MC
BAMI.MI vs. SAB.MC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco Bpm SpA (BAMI.MI) and Banco de Sabadell S.A (SAB.MC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BAMI.MI | SAB.MC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.25 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.15 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 1.65 | +2.09 |
| Martin ratioReturn relative to average drawdown | 11.26 | 3.79 | +7.47 |
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Drawdowns
BAMI.MI vs. SAB.MC - Drawdown Comparison
The maximum BAMI.MI drawdown since its inception was -97.29%, which is greater than SAB.MC's maximum drawdown of -89.47%. Use the drawdown chart below to compare losses from any high point for BAMI.MI and SAB.MC.
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Drawdown Indicators
| BAMI.MI | SAB.MC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.29% | -89.47% | -7.82% |
Max Drawdown (1Y)Largest decline over 1 year | -14.77% | -13.62% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -21.91% | -18.83% | -3.08% |
Max Drawdown (5Y)Largest decline over 5 years | -36.09% | -37.02% | +0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -70.37% | -84.98% | +14.61% |
Current DrawdownCurrent decline from peak | -41.98% | -4.19% | -37.79% |
Average DrawdownAverage peak-to-trough decline | -79.90% | -45.48% | -34.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.91% | 5.93% | -1.02% |
Volatility
BAMI.MI vs. SAB.MC - Volatility Comparison
The current volatility for Banco Bpm SpA (BAMI.MI) is 6.41%, while Banco de Sabadell S.A (SAB.MC) has a volatility of 8.61%. This indicates that BAMI.MI experiences smaller price fluctuations and is considered to be less risky than SAB.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAMI.MI | SAB.MC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 8.61% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 20.10% | 21.07% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.24% | 28.91% | -1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.91% | 36.22% | -2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.06% | 41.66% | -0.60% |
Dividends
BAMI.MI vs. SAB.MC - Dividend Comparison
BAMI.MI's dividend yield for the trailing twelve months is around 6.93%, less than SAB.MC's 18.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAMI.MI Banco Bpm SpA | 6.93% | 8.14% | 12.29% | 4.81% | 5.71% | 2.27% | 0.00% | 0.00% | 0.00% | 0.00% | 4.86% | 0.00% |
SAB.MC Banco de Sabadell S.A | 18.47% | 7.85% | 5.85% | 4.50% | 5.68% | 0.00% | 5.65% | 0.93% | 7.00% | 3.02% | 5.07% | 2.38% |
Financials
BAMI.MI vs. SAB.MC - Financials Comparison
This section allows you to compare key financial metrics between Banco Bpm SpA and Banco de Sabadell 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
Frequently Asked Questions
BAMI.MI and SAB.MC have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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