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BBVA vs. SAN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BBVA vs. SAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) and Banco Santander, S.A. (SAN). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.31%
-5.52%
BBVA
SAN

Returns By Period

In the year-to-date period, BBVA achieves a 15.89% return, which is significantly lower than SAN's 21.11% return. Over the past 10 years, BBVA has outperformed SAN with an annualized return of 5.05%, while SAN has yielded a comparatively lower -0.55% annualized return.


BBVA

YTD

15.89%

1M

-2.08%

6M

-6.31%

1Y

16.92%

5Y (annualized)

20.40%

10Y (annualized)

5.05%

SAN

YTD

21.11%

1M

-2.52%

6M

-5.52%

1Y

23.80%

5Y (annualized)

9.34%

10Y (annualized)

-0.55%

Fundamentals


BBVASAN
Market Cap$56.79B$71.71B
EPS$1.69$0.79
PE Ratio5.815.90
PEG Ratio1.382.12
Total Revenue (TTM)$32.57B$97.47B
Gross Profit (TTM)$45.37B$97.47B
EBITDA (TTM)$1.66B$5.26B

Key characteristics


BBVASAN
Sharpe Ratio0.570.94
Sortino Ratio0.901.30
Omega Ratio1.121.17
Calmar Ratio0.920.52
Martin Ratio1.833.78
Ulcer Index9.36%6.37%
Daily Std Dev30.09%25.65%
Max Drawdown-80.19%-79.53%
Current Drawdown-13.33%-30.41%

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Correlation

-0.50.00.51.00.7

The correlation between BBVA and SAN is 0.75, 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.

Risk-Adjusted Performance

BBVA vs. SAN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) and Banco Santander, S.A. (SAN). 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 BBVA, currently valued at 0.57, compared to the broader market-4.00-2.000.002.004.000.570.94
The chart of Sortino ratio for BBVA, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.000.901.30
The chart of Omega ratio for BBVA, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.17
The chart of Calmar ratio for BBVA, currently valued at 0.92, compared to the broader market0.002.004.006.000.920.52
The chart of Martin ratio for BBVA, currently valued at 1.83, compared to the broader market-10.000.0010.0020.0030.001.833.78
BBVA
SAN

The current BBVA Sharpe Ratio is 0.57, which is lower than the SAN Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of BBVA and SAN, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.57
0.94
BBVA
SAN

Dividends

BBVA vs. SAN - Dividend Comparison

BBVA's dividend yield for the trailing twelve months is around 7.59%, more than SAN's 4.48% yield.


TTM20232022202120202019201820172016201520142013
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
7.59%5.51%6.29%2.80%3.50%5.23%5.71%3.89%6.07%4.31%5.85%4.46%
SAN
Banco Santander, S.A.
4.48%3.57%3.83%2.58%3.93%6.48%6.06%5.48%4.49%9.81%10.13%9.12%

Drawdowns

BBVA vs. SAN - Drawdown Comparison

The maximum BBVA drawdown since its inception was -80.19%, roughly equal to the maximum SAN drawdown of -79.53%. Use the drawdown chart below to compare losses from any high point for BBVA and SAN. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-13.33%
-30.41%
BBVA
SAN

Volatility

BBVA vs. SAN - Volatility Comparison

Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) has a higher volatility of 11.66% compared to Banco Santander, S.A. (SAN) at 9.14%. This indicates that BBVA's price experiences larger fluctuations and is considered to be riskier than SAN 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%16.00%JuneJulyAugustSeptemberOctoberNovember
11.66%
9.14%
BBVA
SAN

Financials

BBVA vs. SAN - Financials Comparison

This section allows you to compare key financial metrics between Banco Bilbao Vizcaya Argentaria, S.A. 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.


Quarterly
Annual

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


Values in USD except per share items