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BBD vs. BSBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BBD and BSBR is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

BBD vs. BSBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Bradesco S.A. (BBD) and Banco Santander (Brasil) S.A. (BSBR). The values are adjusted to include any dividend payments, if applicable.

-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-22.54%
-16.65%
BBD
BSBR

Key characteristics

Sharpe Ratio

BBD:

-0.47

BSBR:

-0.54

Sortino Ratio

BBD:

-0.51

BSBR:

-0.60

Omega Ratio

BBD:

0.94

BSBR:

0.93

Calmar Ratio

BBD:

-0.21

BSBR:

-0.26

Martin Ratio

BBD:

-0.86

BSBR:

-1.00

Ulcer Index

BBD:

17.14%

BSBR:

15.81%

Daily Std Dev

BBD:

30.98%

BSBR:

29.24%

Max Drawdown

BBD:

-70.65%

BSBR:

-71.76%

Current Drawdown

BBD:

-64.30%

BSBR:

-50.30%

Fundamentals

Market Cap

BBD:

$21.60B

BSBR:

$33.95B

EPS

BBD:

$0.23

BSBR:

$0.28

PE Ratio

BBD:

9.26

BSBR:

16.25

PEG Ratio

BBD:

0.39

BSBR:

0.89

Total Revenue (TTM)

BBD:

$117.15B

BSBR:

$34.37B

Gross Profit (TTM)

BBD:

$170.99B

BSBR:

$36.03B

EBITDA (TTM)

BBD:

$1.94B

BSBR:

-$1.18B

Returns By Period

In the year-to-date period, BBD achieves a 14.67% return, which is significantly lower than BSBR's 20.46% return. Over the past 10 years, BBD has underperformed BSBR with an annualized return of -3.51%, while BSBR has yielded a comparatively higher 6.03% annualized return.


BBD

YTD

14.67%

1M

8.83%

6M

-20.33%

1Y

-17.47%

5Y*

-13.68%

10Y*

-3.51%

BSBR

YTD

20.46%

1M

12.68%

6M

-14.71%

1Y

-16.21%

5Y*

-7.16%

10Y*

6.03%

*Annualized

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Risk-Adjusted Performance

BBD vs. BSBR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBD
The Risk-Adjusted Performance Rank of BBD is 2525
Overall Rank
The Sharpe Ratio Rank of BBD is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of BBD is 2020
Sortino Ratio Rank
The Omega Ratio Rank of BBD is 2121
Omega Ratio Rank
The Calmar Ratio Rank of BBD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of BBD is 2727
Martin Ratio Rank

BSBR
The Risk-Adjusted Performance Rank of BSBR is 2222
Overall Rank
The Sharpe Ratio Rank of BSBR is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of BSBR is 1818
Sortino Ratio Rank
The Omega Ratio Rank of BSBR is 1919
Omega Ratio Rank
The Calmar Ratio Rank of BSBR is 3131
Calmar Ratio Rank
The Martin Ratio Rank of BSBR is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBD vs. BSBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Bradesco S.A. (BBD) and Banco Santander (Brasil) S.A. (BSBR). 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.


Sharpe ratio
The chart of Sharpe ratio for BBD, currently valued at -0.47, compared to the broader market-2.000.002.00-0.47-0.54
The chart of Sortino ratio for BBD, currently valued at -0.51, compared to the broader market-4.00-2.000.002.004.006.00-0.51-0.60
The chart of Omega ratio for BBD, currently valued at 0.94, compared to the broader market0.501.001.502.000.940.93
The chart of Calmar ratio for BBD, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.21-0.26
The chart of Martin ratio for BBD, currently valued at -0.86, compared to the broader market-10.000.0010.0020.0030.00-0.86-1.00
BBD
BSBR

The current BBD Sharpe Ratio is -0.47, which is comparable to the BSBR Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of BBD and BSBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50SeptemberOctoberNovemberDecember2025February
-0.47
-0.54
BBD
BSBR

Dividends

BBD vs. BSBR - Dividend Comparison

BBD's dividend yield for the trailing twelve months is around 9.40%, more than BSBR's 4.76% yield.


TTM20242023202220212020201920182017201620152014
BBD
Banco Bradesco S.A.
9.40%8.07%9.66%2.98%6.37%2.99%6.74%3.73%4.89%6.09%11.46%6.20%
BSBR
Banco Santander (Brasil) S.A.
4.76%7.85%5.10%8.09%9.85%7.72%4.53%4.59%5.42%2.77%7.40%17.22%

Drawdowns

BBD vs. BSBR - Drawdown Comparison

The maximum BBD drawdown since its inception was -70.65%, roughly equal to the maximum BSBR drawdown of -71.76%. Use the drawdown chart below to compare losses from any high point for BBD and BSBR. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%SeptemberOctoberNovemberDecember2025February
-64.30%
-50.30%
BBD
BSBR

Volatility

BBD vs. BSBR - Volatility Comparison

Banco Bradesco S.A. (BBD) has a higher volatility of 11.33% compared to Banco Santander (Brasil) S.A. (BSBR) at 9.92%. This indicates that BBD's price experiences larger fluctuations and is considered to be riskier than BSBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
11.33%
9.92%
BBD
BSBR

Financials

BBD vs. BSBR - Financials Comparison

This section allows you to compare key financial metrics between Banco Bradesco S.A. and Banco Santander (Brasil) 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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