CABK.MC vs. ISP.MI
Compare and contrast key facts about Caixabank SA (CABK.MC) and Intesa Sanpaolo SpA (ISP.MI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CABK.MC or ISP.MI.
Key characteristics
| CABK.MC | ISP.MI | |
|---|---|---|
| YTD Return | 61.29% | 50.70% |
| 1Y Return | 52.07% | 60.09% |
| 3Y Return (Ann) | 37.31% | 24.89% |
| 5Y Return (Ann) | 20.83% | 20.35% |
| 10Y Return (Ann) | 6.98% | 13.83% |
| Sharpe Ratio | 1.96 | 2.89 |
| Sortino Ratio | 2.40 | 3.54 |
| Omega Ratio | 1.34 | 1.48 |
| Calmar Ratio | 3.41 | 5.15 |
| Martin Ratio | 9.53 | 20.30 |
| Ulcer Index | 5.08% | 2.91% |
| Daily Std Dev | 24.58% | 20.37% |
| Max Drawdown | -62.36% | -81.20% |
| Current Drawdown | -4.88% | -6.76% |
Fundamentals
| CABK.MC | ISP.MI | |
|---|---|---|
| Market Cap | €39.05B | €67.54B |
| EPS | €0.71 | €0.45 |
| PE Ratio | 7.66 | 8.45 |
| Total Revenue (TTM) | €18.86B | €20.17B |
| Gross Profit (TTM) | €18.86B | €6.41B |
| EBITDA (TTM) | €3.96B | €368.00M |
Correlation
The correlation between CABK.MC and ISP.MI is 0.64, 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
CABK.MC vs. ISP.MI - Performance Comparison
In the year-to-date period, CABK.MC achieves a 61.29% return, which is significantly higher than ISP.MI's 50.70% return. Over the past 10 years, CABK.MC has underperformed ISP.MI with an annualized return of 6.98%, while ISP.MI has yielded a comparatively higher 13.83% 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
CABK.MC vs. ISP.MI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Caixabank SA (CABK.MC) and Intesa Sanpaolo SpA (ISP.MI). 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
CABK.MC vs. ISP.MI - Dividend Comparison
CABK.MC's dividend yield for the trailing twelve months is around 7.96%, more than ISP.MI's 7.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CABK.MC Caixabank SA | 7.96% | 5.01% | 3.23% | 0.90% | 2.70% | 2.89% | 3.84% | 2.71% | 3.87% | 4.00% | 3.62% | 7.28% |
ISP.MI Intesa Sanpaolo SpA | 7.74% | 8.86% | 7.35% | 9.12% | 10.04% | 8.39% | 10.46% | 6.43% | 5.77% | 2.27% | 2.06% | 2.79% |
Drawdowns
CABK.MC vs. ISP.MI - Drawdown Comparison
The maximum CABK.MC drawdown since its inception was -62.36%, smaller than the maximum ISP.MI drawdown of -81.20%. Use the drawdown chart below to compare losses from any high point for CABK.MC and ISP.MI. For additional features, visit the drawdowns tool.
Volatility
CABK.MC vs. ISP.MI - Volatility Comparison
Caixabank SA (CABK.MC) has a higher volatility of 9.73% compared to Intesa Sanpaolo SpA (ISP.MI) at 7.79%. This indicates that CABK.MC's price experiences larger fluctuations and is considered to be riskier than ISP.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CABK.MC vs. ISP.MI - Financials Comparison
This section allows you to compare key financial metrics between Caixabank SA and Intesa Sanpaolo SpA. 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