BNDSY vs. CHFFY
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 19.30%/yr vs -1.89%/yr for CHFFY. Their -0.02 correlation means they have often moved in opposite directions in the past.
Performance
BNDSY vs. CHFFY - Performance Comparison
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Returns By Period
In the year-to-date period, BNDSY achieves a 20.29% return, which is significantly higher than CHFFY's -12.57% return. Over the past 10 years, BNDSY has outperformed CHFFY with an annualized return of 19.30%, while CHFFY has yielded a comparatively lower -1.89% annualized return.
BNDSY
- 1D
- 0.12%
- 1M
- 14.73%
- 6M
- 23.63%
- YTD
- 20.29%
- 1Y
- 37.97%
- 3Y*
- 66.53%
- 5Y*
- 59.79%
- 10Y*
- 19.30%
- ALL TIME*
- 5.00%
CHFFY
- 1D
- 0.00%
- 1M
- -10.54%
- 6M
- -12.57%
- YTD
- -12.57%
- 1Y
- 52.27%
- 3Y*
- 22.20%
- 5Y*
- 8.61%
- 10Y*
- -1.89%
- ALL TIME*
- -3.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $23.33K | $28.92K | $55.60K | |
| $268.88 | $147.70 | $51.59 |
BNDSY vs. CHFFY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNDSY Banco de Sabadell SA ADR | 20.29% | 122.06% | 87.70% | 22.17% | 56.78% | 53.11% | -64.32% | 4.76% | -38.45% | 41.52% |
CHFFY China Everbright International Ltd ADR | -12.57% | 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 -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.03 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 1, 2015 | -0.02 |
Fundamentals
BNDSY:
$19.69B
CHFFY:
$3.54B
BNDSY:
€0.41
CHFFY:
HK$12.27
BNDSY:
17.18
CHFFY:
3.69
BNDSY:
5.75
CHFFY:
0.48
BNDSY:
1.48
CHFFY:
0.53
BNDSY:
€5.29B
CHFFY:
HK$57.75B
BNDSY:
€5.24B
CHFFY:
HK$22.61B
BNDSY:
€762.94M
CHFFY:
HK$20.36B
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Return for Risk
BNDSY vs. CHFFY — Risk / Return Rank
BNDSY
CHFFY
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BNDSY | CHFFY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.64 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 3.70 | -2.10 |
| Martin ratioReturn relative to average drawdown | 4.22 | 9.93 | -5.71 |
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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.
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Drawdown Indicators
| BNDSY | CHFFY | Difference | |
|---|---|---|---|
Max DrawdownLargest 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% | -16.93% | -7.11% |
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 DrawdownCurrent decline from peak | 0.00% | -45.38% | +45.38% |
Average DrawdownAverage peak-to-trough decline | -44.43% | -47.54% | +3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 5.31% | +2.11% |
Volatility
BNDSY vs. CHFFY - Volatility Comparison
Banco de Sabadell SA ADR (BNDSY) has a higher volatility of 16.64% compared to China Everbright International Ltd ADR (CHFFY) at 11.14%. 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.
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Volatility by Period
| BNDSY | CHFFY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.64% | 11.14% | +5.50% |
Volatility (6M)Calculated over the trailing 6-month period | 47.27% | 22.11% | +25.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.73% | 45.19% | +9.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 56.91% | 39.85% | +17.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.47% | 53.93% | +3.54% |
Dividends
BNDSY vs. CHFFY - Dividend Comparison
BNDSY's dividend yield for the trailing twelve months is around 18.50%, more than CHFFY's 5.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNDSY Banco de Sabadell SA ADR | 18.50% | 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 | 5.98% | 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 - Financials Comparison
This section allows you to compare key financial metrics between Banco de Sabadell SA ADR and China Everbright International Ltd ADR. 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
BNDSY vs. CHFFY - Profitability Comparison
BNDSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Banco de Sabadell SA ADR reported a gross profit of 1.20B and revenue of 1.20B. Therefore, the gross margin over that period was 100.0%.
CHFFY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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 Aug 2026, Banco de Sabadell SA ADR reported an operating income of 368.00M and revenue of 1.20B, resulting in an operating margin of 30.7%.
CHFFY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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 Aug 2026, Banco de Sabadell SA ADR reported a net income of 624.00M and revenue of 1.20B, resulting in a net margin of 52.0%.
CHFFY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
BNDSY and CHFFY have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BNDSY has higher volatility (16.64%) compared to CHFFY (11.14%). In terms of maximum drawdown, BNDSY dropped -91.59% vs CHFFY's -75.84%.
CHFFY currently has the higher Sharpe Ratio (1.17 vs 0.58), 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.
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