BNDSY vs. CHFFY

Last updated Jun 4, 2026

BNDSY (Banco de Sabadell SA ADR) and CHFFY (China Everbright International Ltd ADR) are both stocks. BNDSY operates in Banks - Diversified (Financial Services), while CHFFY operates in Waste Management (Industrials). Over the past 10 years, BNDSY returned 12.81%/yr vs -0.13%/yr for CHFFY. At a correlation of -0.02, they often move in opposite directions.

Performance

BNDSY vs. CHFFY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco de Sabadell SA ADR (BNDSY) and China Everbright International Ltd ADR (CHFFY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BNDSY achieves a -4.96% return, which is significantly lower than CHFFY's -2.27% return. Over the past 10 years, BNDSY has outperformed CHFFY with an annualized return of 12.81%, while CHFFY has yielded a comparatively lower -0.13% annualized return.

BNDSY

• 1D: -4.48%
• 1M: -3.36%
• YTD: -4.96%
• 6M: 8.93%
• 1Y: 26.61%
• 3Y*: 66.62%
• 5Y*: 44.07%
• 10Y*: 12.81%

CHFFY

• 1D: 2.43%
• 1M: 2.43%
• YTD: -2.27%
• 6M: -2.27%
• 1Y: 70.22%
• 3Y*: 26.18%
• 5Y*: 8.16%
• 10Y*: -0.13%

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

BNDSY vs. CHFFY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BNDSY Banco de Sabadell SA ADR	-4.96%	122.06%	87.70%	22.17%	56.78%	53.11%	-64.32%	4.76%	-38.45%	41.52%
CHFFY China Everbright International Ltd ADR	-2.27%	69.26%	51.25%	-22.87%	-38.80%	42.97%	-24.81%	-16.06%	-32.81%	27.91%

Correlation

The correlation between BNDSY and CHFFY is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.07
Correlation (3Y) Calculated over the trailing 3-year period	-0.03
Correlation (5Y) Calculated over the trailing 5-year period	-0.03
Correlation (10Y) Calculated over the trailing 10-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Sep 2, 2015	-0.02

Fundamentals

Market Cap BNDSY : $16.18B CHFFY : $3.96B
EPS BNDSY : $0.38 CHFFY : $12.27
PE Ratio BNDSY : 17.01 CHFFY : 0.53
PS Ratio BNDSY : 3.58 CHFFY : 0.07
PB Ratio BNDSY : 1.16 CHFFY : 0.08
Total Revenue (TTM) BNDSY : $7.76B CHFFY : $57.75B
Gross Profit (TTM) BNDSY : $5.93B CHFFY : $22.61B
EBITDA (TTM) BNDSY : $937.74M CHFFY : $20.36B

Return for Risk

BNDSY vs. CHFFY — Risk / Return Rank

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

BNDSY

BNDSY Risk / Return Rank: 63
BNDSY Sharpe Ratio Rank: 61
BNDSY Sortino Ratio Rank: 57
BNDSY Omega Ratio Rank: 60
BNDSY Calmar Ratio Rank: 67
BNDSY Martin Ratio Rank: 71

CHFFY

CHFFY Risk / Return Rank: 90
CHFFY Sharpe Ratio Rank: 83
CHFFY Sortino Ratio Rank: 87
CHFFY Omega Ratio Rank: 97
CHFFY Calmar Ratio Rank: 91
CHFFY Martin Ratio Rank: 93

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.

BNDSY vs. CHFFY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco de Sabadell SA ADR (BNDSY) and China Everbright International Ltd ADR (CHFFY). 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.

	BNDSY	CHFFY	Difference
Sharpe ratio Return per unit of total volatility	0.60	1.59	-0.99
Sortino ratio Return per unit of downside risk	1.10	2.88	-1.78
Omega ratio Gain probability vs. loss probability	1.17	1.72	-0.56
Calmar ratio Return relative to maximum drawdown	1.36	4.97	-3.61
Martin ratio Return relative to average drawdown	3.87	15.24	-11.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BNDSY vs. CHFFY - Sharpe Ratio Comparison

The current BNDSY Sharpe Ratio is 0.60, which is lower than the CHFFY Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of BNDSY and CHFFY, 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

	BNDSY	CHFFY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	1.59	-0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.21	+0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	-0.00	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	-0.05	+0.12

Drawdowns

BNDSY vs. CHFFY - Drawdown Comparison

The maximum BNDSY drawdown since its inception was -91.59%, which is greater than CHFFY's maximum drawdown of -75.84%. Use the drawdown chart below to compare losses from any high point for BNDSY and CHFFY.

Drawdown Indicators

	BNDSY	CHFFY	Difference
Max Drawdown Largest peak-to-trough decline	-91.59%	-75.84%	-15.75%
Max Drawdown (1Y) Largest decline over 1 year	-19.62%	-14.35%	-5.27%
Max Drawdown (3Y) Largest decline over 3 years	-24.04%	-23.03%	-1.01%
Max Drawdown (5Y) Largest decline over 5 years	-37.56%	-54.47%	+16.91%
Max Drawdown (10Y) Largest decline over 10 years	-86.83%	-75.84%	-10.99%
Current Drawdown Current decline from peak	-14.42%	-38.94%	+24.52%
Average Drawdown Average peak-to-trough decline	-44.80%	-47.69%	+2.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.89%	4.65%	+2.24%

Volatility

BNDSY vs. CHFFY - Volatility Comparison

Banco de Sabadell SA ADR (BNDSY) has a higher volatility of 17.39% compared to China Everbright International Ltd ADR (CHFFY) at 2.40%. This indicates that BNDSY's price experiences larger fluctuations and is considered to be riskier than CHFFY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BNDSY	CHFFY	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.39%	2.40%	+14.99%
Volatility (6M) Calculated over the trailing 6-month period	37.32%	19.11%	+18.21%
Volatility (1Y) Calculated over the trailing 1-year period	44.65%	44.96%	-0.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.31%	39.92%	+15.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.91%	54.29%	+2.62%

Dividends

BNDSY vs. CHFFY - Dividend Comparison

BNDSY's dividend yield for the trailing twelve months is around 23.41%, more than CHFFY's 7.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BNDSY Banco de Sabadell SA ADR	23.41%	7.49%	6.27%	4.98%	5.77%	0.00%	3.79%	3.65%	4.86%	3.15%	3.25%	13.20%
CHFFY China Everbright International Ltd ADR	7.14%	4.55%	6.62%	9.70%	9.03%	6.09%	3.23%	0.00%	0.00%	3.25%	2.92%	0.00%

Financials

BNDSY vs. CHFFY - Profitability Comparison

The chart below illustrates the profitability comparison between Banco de Sabadell SA ADR and China Everbright International Ltd ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

BNDSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Banco de Sabadell SA ADR reported a gross profit of 1.46B and revenue of 1.79B. Therefore, the gross margin over that period was 81.8%.

CHFFY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, China Everbright International Ltd ADR reported a gross profit of 4.74B and revenue of 13.19B. Therefore, the gross margin over that period was 36.0%.

BNDSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Banco de Sabadell SA ADR reported an operating income of 445.20M and revenue of 1.79B, resulting in an operating margin of 24.9%.

CHFFY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, China Everbright International Ltd ADR reported an operating income of 3.15B and revenue of 13.19B, resulting in an operating margin of 23.9%.

BNDSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Banco de Sabadell SA ADR reported a net income of 347.00M and revenue of 1.79B, resulting in a net margin of 19.4%.

CHFFY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, China Everbright International Ltd ADR reported a net income of 1.76B and revenue of 13.19B, resulting in a net margin of 13.4%.

Frequently Asked Questions

Can I hold both BNDSY and CHFFY in my portfolio?

BNDSY and CHFFY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BNDSY or CHFFY?

BNDSY has higher volatility (17.39%) compared to CHFFY (2.40%). In terms of maximum drawdown, BNDSY dropped -91.59% vs CHFFY's -75.84%.

Which has better risk-adjusted returns?

CHFFY currently has the higher Sharpe Ratio (1.59 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.