ELE.MC vs. SAN
ELE.MC (Endesa SA) and SAN (Banco Santander, S.A.) are both stocks. ELE.MC operates in Utilities - Regulated Electric (Utilities), while SAN operates in Banks - Diversified (Financial Services). Over the past 10 years, ELE.MC returned 13.12%/yr vs 14.51%/yr for SAN. At a 0.29 correlation, their price movements are largely independent.
Performance
ELE.MC vs. SAN - Performance Comparison
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Different Trading Currencies
ELE.MC is traded in EUR, while SAN is traded in USD. To make them comparable, the SAN values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ELE.MC achieves a 19.94% return, which is significantly higher than SAN's 6.92% return. Over the past 10 years, ELE.MC has underperformed SAN with an annualized return of 13.12%, while SAN has yielded a comparatively higher 14.51% annualized return.
ELE.MC
- 1D
- -0.22%
- 1M
- -4.17%
- YTD
- 19.94%
- 6M
- 20.02%
- 1Y
- 38.85%
- 3Y*
- 26.31%
- 5Y*
- 16.88%
- 10Y*
- 13.12%
SAN
- 1D
- -1.79%
- 1M
- -0.08%
- YTD
- 6.92%
- 6M
- 13.30%
- 1Y
- 54.92%
- 3Y*
- 53.94%
- 5Y*
- 29.42%
- 10Y*
- 14.51%
ELE.MC vs. SAN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELE.MC Endesa SA | 19.94% | 54.11% | 14.96% | 13.74% | -9.15% | -3.16% | -0.97% | 23.99% | 19.30% | -6.32% |
SAN Banco Santander, S.A. | 6.92% | 133.31% | 22.55% | 41.82% | -0.84% | 18.67% | -28.42% | -0.11% | -25.13% | 16.02% |
Correlation
The correlation between ELE.MC and SAN is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.29 |
The correlation between ELE.MC and SAN shifts across timeframes, from 0.11 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ELE.MC vs. SAN — Risk / Return Rank
ELE.MC
SAN
ELE.MC vs. SAN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Endesa SA (ELE.MC) and Banco Santander, S.A. (SAN). 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.
| ELE.MC | SAN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 5.09 | 2.96 | +2.12 |
| Martin ratioReturn relative to average drawdown | 10.87 | 9.41 | +1.46 |
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
| ELE.MC | SAN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.75 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.94 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.42 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.34 | 0.12 | -0.46 |
Drawdowns
ELE.MC vs. SAN - Drawdown Comparison
The maximum ELE.MC drawdown since its inception was -100.00%, which is greater than SAN's maximum drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for ELE.MC and SAN.
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Drawdown Indicators
| ELE.MC | SAN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -77.95% | -22.05% |
Max Drawdown (1Y)Largest decline over 1 year | -7.64% | -18.63% | +10.99% |
Max Drawdown (3Y)Largest decline over 3 years | -19.32% | -20.35% | +1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -30.30% | -32.52% | +2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -40.66% | -72.48% | +31.82% |
Current DrawdownCurrent decline from peak | -99.99% | -4.54% | -95.45% |
Average DrawdownAverage peak-to-trough decline | -73.02% | -36.15% | -36.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 5.85% | -2.25% |
Volatility
ELE.MC vs. SAN - Volatility Comparison
The current volatility for Endesa SA (ELE.MC) is 5.58%, while Banco Santander, S.A. (SAN) has a volatility of 8.09%. This indicates that ELE.MC experiences smaller price fluctuations and is considered to be less risky than SAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ELE.MC | SAN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 8.09% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 15.92% | 25.45% | -9.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.45% | 31.65% | -12.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.23% | 31.50% | -10.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.28% | 34.56% | -13.28% |
Dividends
ELE.MC vs. SAN - Dividend Comparison
ELE.MC's dividend yield for the trailing twelve months is around 2.94%, more than SAN's 2.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELE.MC Endesa SA | 2.94% | 3.48% | 1.95% | 9.15% | 4.30% | 7.27% | 5.35% | 4.86% | 5.56% | 6.05% | 6.95% | 3.24% |
SAN Banco Santander, S.A. | 2.30% | 2.11% | 4.63% | 3.58% | 3.83% | 2.71% | 0.00% | 6.20% | 5.83% | 4.60% | 3.29% | 7.06% |
Financials
ELE.MC vs. SAN - Financials Comparison
This section allows you to compare key financial metrics between Endesa SA and Banco Santander, S.A.. 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
ELE.MC and SAN have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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