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GBOOY vs. SAN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GBOOY vs. SAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grupo Financiero Banorte SAB de CV ADR (GBOOY) and Banco Santander, S.A. (SAN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBOOY achieves a 18.14% return, which is significantly higher than SAN's 7.62% return. Over the past 10 years, GBOOY has underperformed SAN with an annualized return of 13.85%, while SAN has yielded a comparatively higher 15.12% annualized return.


GBOOY

1D
-0.54%
1M
0.94%
YTD
18.14%
6M
18.62%
1Y
26.97%
3Y*
20.68%
5Y*
19.22%
10Y*
13.85%

SAN

1D
2.55%
1M
4.97%
YTD
7.62%
6M
14.35%
1Y
62.51%
3Y*
59.80%
5Y*
28.69%
10Y*
15.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBOOY vs. SAN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBOOY
Grupo Financiero Banorte SAB de CV ADR
18.14%59.20%-30.20%52.91%20.30%22.28%-0.38%19.42%-7.60%15.23%
SAN
Banco Santander, S.A.
7.62%164.72%14.96%46.20%-6.62%10.41%-21.99%-2.32%-28.49%32.28%

Correlation

The correlation between GBOOY and SAN is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2009

0.33

Fundamentals

Market Cap

GBOOY:

$32.13B

SAN:

$183.03B

EPS

GBOOY:

$100.11

SAN:

$1.06

PE Ratio

GBOOY:

0.52

SAN:

11.74

PEG Ratio

GBOOY:

0.04

SAN:

0.62

PS Ratio

GBOOY:

0.09

SAN:

2.54

PB Ratio

GBOOY:

0.12

SAN:

1.72

Total Revenue (TTM)

GBOOY:

$336.10B

SAN:

$74.92B

Gross Profit (TTM)

GBOOY:

$112.12B

SAN:

$46.97B

EBITDA (TTM)

GBOOY:

$63.92B

SAN:

$21.14B

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Return for Risk

GBOOY vs. SAN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GBOOY
GBOOY Risk / Return Rank: 6868
Overall Rank
GBOOY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GBOOY Sortino Ratio Rank: 6565
Sortino Ratio Rank
GBOOY Omega Ratio Rank: 6161
Omega Ratio Rank
GBOOY Calmar Ratio Rank: 7272
Calmar Ratio Rank
GBOOY Martin Ratio Rank: 7373
Martin Ratio Rank

SAN
SAN Risk / Return Rank: 8484
Overall Rank
SAN Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SAN Sortino Ratio Rank: 8383
Sortino Ratio Rank
SAN Omega Ratio Rank: 8080
Omega Ratio Rank
SAN Calmar Ratio Rank: 8383
Calmar Ratio Rank
SAN Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GBOOY vs. SAN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grupo Financiero Banorte SAB de CV ADR (GBOOY) 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.


GBOOYSANDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.17

1.30

-0.13

Calmar ratioReturn relative to maximum drawdown

1.78

3.10

-1.31

Martin ratioReturn relative to average drawdown

4.34

9.62

-5.28

GBOOY vs. SAN - Sharpe Ratio Comparison

The current GBOOY Sharpe Ratio is 0.92, which is lower than the SAN Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of GBOOY and SAN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GBOOYSANDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

1.91

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.85

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.42

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.23

+0.12

Drawdowns

GBOOY vs. SAN - Drawdown Comparison

The maximum GBOOY drawdown since its inception was -65.69%, smaller than the maximum SAN drawdown of -82.94%. Use the drawdown chart below to compare losses from any high point for GBOOY and SAN.


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Drawdown Indicators


GBOOYSANDifference

Max Drawdown

Largest peak-to-trough decline

-65.69%

-82.94%

+17.25%

Max Drawdown (1Y)

Largest decline over 1 year

-15.19%

-20.29%

+5.10%

Max Drawdown (3Y)

Largest decline over 3 years

-38.13%

-20.29%

-17.84%

Max Drawdown (5Y)

Largest decline over 5 years

-38.13%

-43.63%

+5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-65.69%

-73.84%

+8.15%

Current Drawdown

Current decline from peak

-9.32%

-4.44%

-4.88%

Average Drawdown

Average peak-to-trough decline

-17.78%

-30.67%

+12.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.23%

6.52%

-0.29%

Volatility

GBOOY vs. SAN - Volatility Comparison

The current volatility for Grupo Financiero Banorte SAB de CV ADR (GBOOY) is 8.31%, while Banco Santander, S.A. (SAN) has a volatility of 9.50%. This indicates that GBOOY 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


GBOOYSANDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

9.50%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

23.83%

26.74%

-2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

29.59%

32.98%

-3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.41%

33.77%

+3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.19%

35.85%

+5.34%

Dividends

GBOOY vs. SAN - Dividend Comparison

GBOOY's dividend yield for the trailing twelve months is around 9.53%, more than SAN's 2.24% yield.


PositionTTM20252024202320222021202020192018201720162015
GBOOY
Grupo Financiero Banorte SAB de CV ADR
9.53%9.42%10.55%7.41%8.46%4.29%0.00%4.94%3.46%5.15%2.20%1.02%
SAN
Banco Santander, S.A.
2.24%2.11%4.63%3.58%3.83%2.71%0.00%6.20%5.83%4.60%3.29%7.06%

Financials

GBOOY vs. SAN - Financials Comparison

This section allows you to compare key financial metrics between Grupo Financiero Banorte SAB de CV ADR 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00B100.00B20222023202420252026
116.99B
31.44B
(GBOOY) Total Revenue
(SAN) Total Revenue
Values in USD except per share items

GBOOY vs. SAN - Profitability Comparison

The chart below illustrates the profitability comparison between Grupo Financiero Banorte SAB de CV ADR and Banco Santander, S.A. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
58.0%
41.2%
Portfolio components
GBOOY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Grupo Financiero Banorte SAB de CV ADR reported a gross profit of 67.89B and revenue of 116.99B. Therefore, the gross margin over that period was 58.0%.

SAN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Banco Santander, S.A. reported a gross profit of 12.95B and revenue of 31.44B. Therefore, the gross margin over that period was 41.2%.

GBOOY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Grupo Financiero Banorte SAB de CV ADR reported an operating income of 22.06B and revenue of 116.99B, resulting in an operating margin of 18.9%.

SAN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Banco Santander, S.A. reported an operating income of 5.11B and revenue of 31.44B, resulting in an operating margin of 16.3%.

GBOOY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Grupo Financiero Banorte SAB de CV ADR reported a net income of 15.46B and revenue of 116.99B, resulting in a net margin of 13.2%.

SAN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Banco Santander, S.A. reported a net income of 5.54B and revenue of 31.44B, resulting in a net margin of 17.6%.


Frequently Asked Questions


GBOOY and SAN have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAN has higher volatility (9.50%) compared to GBOOY (8.31%). In terms of maximum drawdown, GBOOY dropped -65.69% vs SAN's -82.94%.

SAN currently has the higher Sharpe Ratio (1.91 vs 0.92), 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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