BSD2.DE vs. RHHBY
BSD2.DE (Banco Santander S.A) and RHHBY (Roche Holding AG) are both stocks. BSD2.DE operates in Banks - Diversified (Financial Services), while RHHBY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, BSD2.DE returned 15.07%/yr vs 7.31%/yr for RHHBY. At a 0.12 correlation, their price movements are largely independent.
Performance
BSD2.DE vs. RHHBY - Performance Comparison
Loading charts...
Different Trading Currencies
BSD2.DE is traded in EUR, while RHHBY is traded in USD. To make them comparable, the RHHBY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, BSD2.DE achieves a 7.37% return, which is significantly higher than RHHBY's 4.91% return. Over the past 10 years, BSD2.DE has outperformed RHHBY with an annualized return of 15.07%, while RHHBY has yielded a comparatively lower 7.31% annualized return.
BSD2.DE
- 1D
- 1.28%
- 1M
- 1.38%
- YTD
- 7.37%
- 6M
- 14.54%
- 1Y
- 55.84%
- 3Y*
- 55.17%
- 5Y*
- 30.18%
- 10Y*
- 15.07%
RHHBY
- 1D
- 0.63%
- 1M
- 1.68%
- YTD
- 4.91%
- 6M
- 10.51%
- 1Y
- 29.32%
- 3Y*
- 9.65%
- 5Y*
- 7.67%
- 10Y*
- 7.31%
BSD2.DE vs. RHHBY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSD2.DE Banco Santander S.A | 7.37% | 137.11% | 20.84% | 41.19% | -0.53% | 15.93% | -24.21% | -0.16% | -24.64% | 17.95% |
RHHBY Roche Holding AG | 4.91% | 34.72% | 6.84% | -6.90% | -17.39% | 29.19% | 0.88% | 36.49% | 6.96% | 0.27% |
Correlation
The correlation between BSD2.DE and RHHBY is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.12 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BSD2.DE vs. RHHBY — Risk / Return Rank
BSD2.DE
RHHBY
BSD2.DE vs. RHHBY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco Santander S.A (BSD2.DE) and Roche Holding AG (RHHBY). 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.
| BSD2.DE | RHHBY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.22 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 1.64 | +1.71 |
| Martin ratioReturn relative to average drawdown | 10.62 | 3.93 | +6.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BSD2.DE | RHHBY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.11 | +0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.34 | +0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.33 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.39 | -0.27 |
Drawdowns
BSD2.DE vs. RHHBY - Drawdown Comparison
The maximum BSD2.DE drawdown since its inception was -78.33%, which is greater than RHHBY's maximum drawdown of -40.05%. Use the drawdown chart below to compare losses from any high point for BSD2.DE and RHHBY.
Loading charts...
Drawdown Indicators
| BSD2.DE | RHHBY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.33% | -40.05% | -38.28% |
Max Drawdown (1Y)Largest decline over 1 year | -17.30% | -17.95% | +0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -20.99% | -22.96% | +1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -32.08% | -40.05% | +7.97% |
Max Drawdown (10Y)Largest decline over 10 years | -71.03% | -40.05% | -30.98% |
Current DrawdownCurrent decline from peak | -2.77% | -10.48% | +7.71% |
Average DrawdownAverage peak-to-trough decline | -33.60% | -12.27% | -21.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 7.47% | -2.00% |
Volatility
BSD2.DE vs. RHHBY - Volatility Comparison
Banco Santander S.A (BSD2.DE) and Roche Holding AG (RHHBY) have volatilities of 7.94% and 8.08%, 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 charts...
Volatility by Period
| BSD2.DE | RHHBY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 8.08% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 23.46% | 17.72% | +5.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.80% | 26.58% | +3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.44% | 22.59% | +8.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.60% | 22.45% | +11.15% |
Dividends
BSD2.DE vs. RHHBY - Dividend Comparison
BSD2.DE's dividend yield for the trailing twelve months is around 2.24%, less than RHHBY's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSD2.DE Banco Santander S.A | 2.24% | 2.23% | 4.44% | 3.71% | 3.92% | 2.60% | 3.87% | 6.15% | 5.62% | 4.03% | 2.05% | 7.56% |
RHHBY Roche Holding AG | 3.01% | 2.69% | 3.87% | 3.55% | 3.23% | 1.57% | 1.66% | 1.70% | 3.58% | 3.25% | 3.57% | 2.91% |
Financials
BSD2.DE vs. RHHBY - Financials Comparison
This section allows you to compare key financial metrics between Banco Santander S.A and Roche Holding AG. 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
Frequently Asked Questions
BSD2.DE and RHHBY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for BSD2.DE and RHHBY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer