CAIXY vs. NABZY
CAIXY (Caixabank SA ADR) and NABZY (National Australia Bank Ltd ADR) are both stocks. Both are in the Financial Services sector — CAIXY in Banks - Regional, NABZY in Banks - Diversified. Over the past 10 years, CAIXY returned 24.36%/yr vs 9.76%/yr for NABZY. At a 0.26 correlation, their price movements are largely independent.
Performance
CAIXY vs. NABZY - Performance Comparison
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Returns By Period
In the year-to-date period, CAIXY achieves a 12.25% return, which is significantly higher than NABZY's -4.09% return. Over the past 10 years, CAIXY has outperformed NABZY with an annualized return of 24.36%, while NABZY has yielded a comparatively lower 9.76% annualized return.
CAIXY
- 1D
- -1.68%
- 1M
- 8.64%
- YTD
- 12.25%
- 6M
- 19.95%
- 1Y
- 65.31%
- 3Y*
- 64.50%
- 5Y*
- 41.27%
- 10Y*
- 24.36%
NABZY
- 1D
- -1.42%
- 1M
- -3.19%
- YTD
- -4.09%
- 6M
- 1.16%
- 1Y
- 10.68%
- 3Y*
- 21.09%
- 5Y*
- 9.43%
- 10Y*
- 9.76%
CAIXY vs. NABZY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAIXY Caixabank SA ADR | 12.25% | 149.59% | 46.64% | 16.68% | 45.44% | 10.31% | -14.12% | -10.97% | -23.98% | 52.94% |
NABZY National Australia Bank Ltd ADR | -4.09% | 28.38% | 14.94% | 8.79% | 1.20% | 29.44% | 4.63% | 7.33% | -20.32% | 10.66% |
Correlation
The correlation between CAIXY and NABZY is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2012 | 0.26 |
Fundamentals
CAIXY:
$92.10B
NABZY:
$81.14B
CAIXY:
$0.28
NABZY:
$2.04
CAIXY:
15.52
NABZY:
6.47
CAIXY:
1.24
NABZY:
2.41
CAIXY:
4.76
NABZY:
1.07
CAIXY:
2.49
NABZY:
1.35
CAIXY:
$19.49B
NABZY:
$76.82B
CAIXY:
$12.00B
NABZY:
$40.43B
CAIXY:
$8.98B
NABZY:
$9.35B
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Return for Risk
CAIXY vs. NABZY — Risk / Return Rank
CAIXY
NABZY
CAIXY vs. NABZY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Caixabank SA ADR (CAIXY) and National Australia Bank Ltd ADR (NABZY). 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.
| CAIXY | NABZY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.94 | ||
| Sortino ratioReturn per unit of downside risk | +2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.09 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 0.43 | +3.42 |
| Martin ratioReturn relative to average drawdown | 12.72 | 1.17 | +11.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAIXY | NABZY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 0.41 | +1.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.36 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.35 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | -0.19 | +0.47 |
Drawdowns
CAIXY vs. NABZY - Drawdown Comparison
The maximum CAIXY drawdown since its inception was -74.24%, smaller than the maximum NABZY drawdown of -95.64%. Use the drawdown chart below to compare losses from any high point for CAIXY and NABZY.
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Drawdown Indicators
| CAIXY | NABZY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.24% | -95.64% | +21.40% |
Max Drawdown (1Y)Largest decline over 1 year | -17.04% | -24.72% | +7.68% |
Max Drawdown (3Y)Largest decline over 3 years | -31.74% | -30.10% | -1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -30.10% | -1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -70.45% | -62.94% | -7.51% |
Current DrawdownCurrent decline from peak | -1.68% | -80.35% | +78.67% |
Average DrawdownAverage peak-to-trough decline | -32.59% | -82.99% | +50.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 9.16% | -4.01% |
Volatility
CAIXY vs. NABZY - Volatility Comparison
Caixabank SA ADR (CAIXY) has a higher volatility of 7.97% compared to National Australia Bank Ltd ADR (NABZY) at 6.45%. This indicates that CAIXY's price experiences larger fluctuations and is considered to be riskier than NABZY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAIXY | NABZY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.97% | 6.45% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 22.64% | 19.90% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.99% | 25.99% | +2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.33% | 26.32% | +17.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.29% | 28.24% | +19.05% |
Dividends
CAIXY vs. NABZY - Dividend Comparison
CAIXY's dividend yield for the trailing twelve months is around 4.40%, which matches NABZY's 4.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAIXY Caixabank SA ADR | 4.40% | 6.82% | 10.76% | 6.11% | 4.26% | 1.22% | 2.17% | 2.69% | 3.70% | 3.16% | 2.70% | 2.71% |
NABZY National Australia Bank Ltd ADR | 4.41% | 3.92% | 4.82% | 5.15% | 5.05% | 6.59% | 2.28% | 6.62% | 8.31% | 6.41% | 13.52% | 10.20% |
Financials
CAIXY vs. NABZY - Financials Comparison
This section allows you to compare key financial metrics between Caixabank SA ADR and National Australia Bank 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
CAIXY vs. NABZY - Profitability Comparison
CAIXY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Caixabank SA ADR reported a gross profit of 4.19B and revenue of 4.19B. Therefore, the gross margin over that period was 100.0%.
NABZY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, National Australia Bank Ltd ADR reported a gross profit of 10.38B and revenue of 28.03B. Therefore, the gross margin over that period was 37.1%.
CAIXY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Caixabank SA ADR reported an operating income of 2.23B and revenue of 4.19B, resulting in an operating margin of 53.2%.
NABZY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, National Australia Bank Ltd ADR reported an operating income of 3.78B and revenue of 28.03B, resulting in an operating margin of 13.5%.
CAIXY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Caixabank SA ADR reported a net income of 1.57B and revenue of 4.19B, resulting in a net margin of 37.5%.
NABZY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, National Australia Bank Ltd ADR reported a net income of 2.70B and revenue of 28.03B, resulting in a net margin of 9.6%.
Frequently Asked Questions
CAIXY and NABZY have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAIXY has higher volatility (7.97%) compared to NABZY (6.45%). In terms of maximum drawdown, CAIXY dropped -74.24% vs NABZY's -95.64%.
CAIXY currently has the higher Sharpe Ratio (2.35 vs 0.41), 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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