PortfoliosLab logoPortfoliosLab logo
BCH vs. BSAC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BCH vs. BSAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco de Chile (BCH) and Banco Santander-Chile (BSAC). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BCH vs. BSAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCH
Banco de Chile
3.41%81.24%6.15%23.37%41.22%-20.93%2.32%-24.00%-6.21%45.00%
BSAC
Banco Santander-Chile
7.36%74.42%1.00%31.92%2.99%-11.02%-13.01%-19.87%-0.13%48.06%

Fundamentals

Market Cap

BCH:

$18.71B

BSAC:

$15.74B

EPS

BCH:

$2.36K

BSAC:

$2.24K

PE Ratio

BCH:

0.02

BSAC:

0.01

PEG Ratio

BCH:

0.00

BSAC:

0.00

PS Ratio

BCH:

0.01

BSAC:

0.00

PB Ratio

BCH:

0.00

BSAC:

0.00

Total Revenue (TTM)

BCH:

$3.31T

BSAC:

$3.89T

Gross Profit (TTM)

BCH:

$2.64T

BSAC:

$2.31T

EBITDA (TTM)

BCH:

$1.55T

BSAC:

$1.07T

Returns By Period

In the year-to-date period, BCH achieves a 3.41% return, which is significantly lower than BSAC's 7.36% return. Over the past 10 years, BCH has outperformed BSAC with an annualized return of 12.52%, while BSAC has yielded a comparatively lower 10.60% annualized return.


BCH

1D
3.99%
1M
-4.35%
YTD
3.41%
6M
29.68%
1Y
48.34%
3Y*
32.99%
5Y*
18.15%
10Y*
12.52%

BSAC

1D
5.03%
1M
-1.50%
YTD
7.36%
6M
26.04%
1Y
54.90%
3Y*
30.38%
5Y*
11.91%
10Y*
10.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Banco de Chile

Banco Santander-Chile

Return for Risk

BCH vs. BSAC — Risk / Return Rank

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

BCH
BCH Risk / Return Rank: 8383
Overall Rank
BCH Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BCH Sortino Ratio Rank: 8282
Sortino Ratio Rank
BCH Omega Ratio Rank: 8080
Omega Ratio Rank
BCH Calmar Ratio Rank: 8282
Calmar Ratio Rank
BCH Martin Ratio Rank: 8282
Martin Ratio Rank

BSAC
BSAC Risk / Return Rank: 8787
Overall Rank
BSAC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BSAC Sortino Ratio Rank: 8686
Sortino Ratio Rank
BSAC Omega Ratio Rank: 8585
Omega Ratio Rank
BSAC Calmar Ratio Rank: 8585
Calmar Ratio Rank
BSAC Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BCH vs. BSAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco de Chile (BCH) and Banco Santander-Chile (BSAC). 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.


BCHBSACDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.96

-0.29

Sortino ratio

Return per unit of downside risk

2.17

2.46

-0.30

Omega ratio

Gain probability vs. loss probability

1.28

1.33

-0.04

Calmar ratio

Return relative to maximum drawdown

2.44

2.85

-0.41

Martin ratio

Return relative to average drawdown

6.58

9.15

-2.57

BCH vs. BSAC - Sharpe Ratio Comparison

The current BCH Sharpe Ratio is 1.66, which is comparable to the BSAC Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of BCH and BSAC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BCHBSACDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.96

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.40

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.35

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.29

+0.20

Correlation

The correlation between BCH and BSAC is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BCH vs. BSAC - Dividend Comparison

BCH's dividend yield for the trailing twelve months is around 5.89%, more than BSAC's 4.04% yield.


TTM20252024202320222021202020192018201720162015
BCH
Banco de Chile
5.89%5.54%7.46%9.01%6.39%3.76%3.95%5.04%3.55%2.20%3.32%4.35%
BSAC
Banco Santander-Chile
4.04%4.34%4.10%6.54%7.70%5.70%4.64%4.91%4.97%2.73%3.94%5.12%

Drawdowns

BCH vs. BSAC - Drawdown Comparison

The maximum BCH drawdown since its inception was -57.68%, smaller than the maximum BSAC drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for BCH and BSAC.


Loading graphics...

Drawdown Indicators


BCHBSACDifference

Max Drawdown

Largest peak-to-trough decline

-57.68%

-63.90%

+6.22%

Max Drawdown (1Y)

Largest decline over 1 year

-19.59%

-18.42%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-36.47%

-42.63%

+6.16%

Max Drawdown (10Y)

Largest decline over 10 years

-57.68%

-63.90%

+6.22%

Current Drawdown

Current decline from peak

-15.24%

-10.84%

-4.40%

Average Drawdown

Average peak-to-trough decline

-12.86%

-19.38%

+6.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.26%

5.74%

+1.52%

Volatility

BCH vs. BSAC - Volatility Comparison

Banco de Chile (BCH) and Banco Santander-Chile (BSAC) have volatilities of 14.11% and 13.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BCHBSACDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.11%

13.78%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

22.91%

21.54%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

29.18%

28.24%

+0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.63%

29.89%

-1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.85%

30.62%

-1.77%

Financials

BCH vs. BSAC - Financials Comparison

This section allows you to compare key financial metrics between Banco de Chile and Banco Santander-Chile. 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


500.00B1.00T1.50T2.00TAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
632.74B
559.37B
(BCH) Total Revenue
(BSAC) Total Revenue
Values in USD except per share items