BNC.L vs. GBF.DE
Compare and contrast key facts about Banco Santander (BNC.L) and Bilfinger SE (GBF.DE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BNC.L or GBF.DE.
Key characteristics
| BNC.L | GBF.DE | |
|---|---|---|
| YTD Return | 19.96% | 32.99% |
| 1Y Return | 31.78% | 33.76% |
| 3Y Return (Ann) | 15.32% | 22.09% |
| 5Y Return (Ann) | 9.63% | 16.22% |
| 10Y Return (Ann) | 2.56% | 3.70% |
| Sharpe Ratio | 0.99 | 1.13 |
| Sortino Ratio | 1.45 | 1.68 |
| Omega Ratio | 1.18 | 1.23 |
| Calmar Ratio | 1.43 | 0.78 |
| Martin Ratio | 3.62 | 5.57 |
| Ulcer Index | 7.55% | 5.61% |
| Daily Std Dev | 27.73% | 27.61% |
| Max Drawdown | -68.69% | -83.07% |
| Current Drawdown | -6.97% | -17.15% |
Fundamentals
| BNC.L | GBF.DE | |
|---|---|---|
| Market Cap | £57.72B | €1.65B |
| EPS | £0.62 | €5.66 |
| PE Ratio | 5.98 | 7.79 |
| PEG Ratio | 2.15 | -171.80 |
| Total Revenue (TTM) | £46.37B | €3.59B |
| Gross Profit (TTM) | £46.37B | €374.50M |
| EBITDA (TTM) | £9.53B | €197.80M |
Correlation
The correlation between BNC.L and GBF.DE is 0.46, 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.
Performance
BNC.L vs. GBF.DE - Performance Comparison
In the year-to-date period, BNC.L achieves a 19.96% return, which is significantly lower than GBF.DE's 32.99% return. Over the past 10 years, BNC.L has underperformed GBF.DE with an annualized return of 2.56%, while GBF.DE has yielded a comparatively higher 3.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BNC.L vs. GBF.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco Santander (BNC.L) and Bilfinger SE (GBF.DE). 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.
Dividends
BNC.L vs. GBF.DE - Dividend Comparison
BNC.L's dividend yield for the trailing twelve months is around 5.33%, more than GBF.DE's 4.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNC.L Banco Santander | 5.33% | 4.26% | 4.43% | 3.23% | 4.20% | 7.92% | 6.77% | 4.57% | 5.02% | 15.45% | 13.70% | 11.75% |
GBF.DE Bilfinger SE | 4.04% | 5.60% | 3.69% | 6.29% | 4.33% | 2.89% | 3.92% | 2.53% | 1.37% | 4.60% | 6.47% | 3.68% |
Drawdowns
BNC.L vs. GBF.DE - Drawdown Comparison
The maximum BNC.L drawdown since its inception was -68.69%, smaller than the maximum GBF.DE drawdown of -83.07%. Use the drawdown chart below to compare losses from any high point for BNC.L and GBF.DE. For additional features, visit the drawdowns tool.
Volatility
BNC.L vs. GBF.DE - Volatility Comparison
The current volatility for Banco Santander (BNC.L) is 5.23%, while Bilfinger SE (GBF.DE) has a volatility of 12.08%. This indicates that BNC.L experiences smaller price fluctuations and is considered to be less risky than GBF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
BNC.L vs. GBF.DE - Financials Comparison
This section allows you to compare key financial metrics between Banco Santander and Bilfinger SE. 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