BKT.MC vs. CABK.MC

Last updated Apr 4, 2026

Compare and contrast key facts about Bankinter (BKT.MC) and Caixabank SA (CABK.MC).

Performance

BKT.MC vs. CABK.MC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Bankinter (BKT.MC) and Caixabank SA (CABK.MC). The values are adjusted to include any dividend payments, if applicable.

BKT.MC vs. CABK.MC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BKT.MC Bankinter	-2.47%	94.34%	41.39%	0.19%	45.87%	48.27%	-29.48%	-0.79%	-6.63%	12.24%
CABK.MC Caixabank SA	-0.62%	109.72%	53.50%	7.06%	58.08%	15.79%	-22.43%	-9.00%	-15.97%	27.21%

Returns By Period

In the year-to-date period, BKT.MC achieves a -2.47% return, which is significantly lower than CABK.MC's -0.62% return. Over the past 10 years, BKT.MC has underperformed CABK.MC with an annualized return of 17.85%, while CABK.MC has yielded a comparatively higher 19.68% annualized return.

BKT.MC

• 1D: -1.34%
• 1M: 1.96%
• YTD: -2.47%
• 6M: 2.33%
• 1Y: 46.39%
• 3Y*: 46.38%
• 5Y*: 34.09%
• 10Y*: 17.85%

CABK.MC

• 1D: -1.00%
• 1M: 2.47%
• YTD: -0.62%
• 6M: 16.68%
• 1Y: 56.61%
• 3Y*: 51.62%
• 5Y*: 38.34%
• 10Y*: 19.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BKT.MC vs. CABK.MC — Risk / Return Rank

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

BKT.MC

BKT.MC Risk / Return Rank: 85
BKT.MC Sharpe Ratio Rank: 82
BKT.MC Sortino Ratio Rank: 76
BKT.MC Omega Ratio Rank: 77
BKT.MC Calmar Ratio Rank: 94
BKT.MC Martin Ratio Rank: 94

CABK.MC

CABK.MC Risk / Return Rank: 87
CABK.MC Sharpe Ratio Rank: 87
CABK.MC Sortino Ratio Rank: 80
CABK.MC Omega Ratio Rank: 81
CABK.MC Calmar Ratio Rank: 94
CABK.MC Martin Ratio Rank: 95

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.

BKT.MC vs. CABK.MC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bankinter (BKT.MC) and Caixabank SA (CABK.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.

	BKT.MC	CABK.MC	Difference
Sharpe ratio Return per unit of total volatility	1.46	1.72	-0.26
Sortino ratio Return per unit of downside risk	1.97	2.20	-0.23
Omega ratio Gain probability vs. loss probability	1.27	1.30	-0.03
Calmar ratio Return relative to maximum drawdown	5.82	5.89	-0.07
Martin ratio Return relative to average drawdown	16.72	18.45	-1.72
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BKT.MC vs. CABK.MC - Sharpe Ratio Comparison

The current BKT.MC Sharpe Ratio is 1.46, which is comparable to the CABK.MC Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of BKT.MC and CABK.MC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BKT.MC	CABK.MC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	1.72	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.16	1.28	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.59	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.26	-0.25

Correlation

The correlation between BKT.MC and CABK.MC is 0.68, 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

BKT.MC vs. CABK.MC - Dividend Comparison

BKT.MC's dividend yield for the trailing twelve months is around 4.44%, more than CABK.MC's 3.55% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BKT.MC Bankinter	4.44%	4.06%	6.73%	7.79%	4.48%	5.20%	3.05%	6.21%	5.67%	4.37%	3.96%	4.85%
CABK.MC Caixabank SA	3.55%	3.52%	8.36%	5.01%	3.23%	0.90%	2.70%	2.89%	3.84%	2.71%	3.87%	4.00%

Drawdowns

BKT.MC vs. CABK.MC - Drawdown Comparison

The maximum BKT.MC drawdown since its inception was -99.42%, which is greater than CABK.MC's maximum drawdown of -62.36%. Use the drawdown chart below to compare losses from any high point for BKT.MC and CABK.MC.

Drawdown Indicators

	BKT.MC	CABK.MC	Difference
Max Drawdown Largest peak-to-trough decline	-99.42%	-62.36%	-37.06%
Max Drawdown (1Y) Largest decline over 1 year	-11.80%	-14.06%	+2.26%
Max Drawdown (5Y) Largest decline over 5 years	-30.89%	-26.30%	-4.59%
Max Drawdown (10Y) Largest decline over 10 years	-63.55%	-62.36%	-1.19%
Current Drawdown Current decline from peak	-67.90%	-9.03%	-58.87%
Average Drawdown Average peak-to-trough decline	-83.99%	-23.20%	-60.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.10%	4.49%	-0.39%

Volatility

BKT.MC vs. CABK.MC - Volatility Comparison

The current volatility for Bankinter (BKT.MC) is 7.74%, while Caixabank SA (CABK.MC) has a volatility of 8.48%. This indicates that BKT.MC experiences smaller price fluctuations and is considered to be less risky than CABK.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKT.MC	CABK.MC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.74%	8.48%	-0.74%
Volatility (6M) Calculated over the trailing 6-month period	17.05%	19.03%	-1.98%
Volatility (1Y) Calculated over the trailing 1-year period	26.72%	28.43%	-1.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.76%	29.45%	-0.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.44%	33.07%	-2.63%

Financials