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GBOOY vs. SAN
Performance
Return for Risk
Dividends
Drawdowns
Volatility
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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GBOOY vs. SAN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBOOY
Grupo Financiero Banorte SAB de CV ADR
19.47%59.20%-30.20%52.91%20.30%22.28%-0.38%19.42%-7.60%15.23%
SAN
Banco Santander, S.A.
-3.84%164.72%14.96%46.20%-6.62%10.41%-21.99%-2.32%-28.49%32.28%

Fundamentals

Market Cap

GBOOY:

$31.27B

SAN:

$179.66B

EPS

GBOOY:

$101.61

SAN:

$0.87

PE Ratio

GBOOY:

0.55

SAN:

12.97

PEG Ratio

GBOOY:

0.04

SAN:

0.70

PS Ratio

GBOOY:

0.11

SAN:

2.34

PB Ratio

GBOOY:

0.13

SAN:

1.74

Total Revenue (TTM)

GBOOY:

$282.51B

SAN:

$75.11B

Gross Profit (TTM)

GBOOY:

$107.64B

SAN:

$0.00

EBITDA (TTM)

GBOOY:

$41.34B

SAN:

$17.52B

Returns By Period

In the year-to-date period, GBOOY achieves a 19.47% return, which is significantly higher than SAN's -3.84% return. Over the past 10 years, GBOOY has underperformed SAN with an annualized return of 13.00%, while SAN has yielded a comparatively higher 14.62% annualized return.


GBOOY

1D
4.47%
1M
-2.68%
YTD
19.47%
6M
14.89%
1Y
76.09%
3Y*
19.92%
5Y*
24.11%
10Y*
13.00%

SAN

1D
5.42%
1M
-8.74%
YTD
-3.84%
6M
9.04%
1Y
73.26%
3Y*
50.67%
5Y*
31.51%
10Y*
14.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 9090
Overall Rank
GBOOY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GBOOY Sortino Ratio Rank: 8989
Sortino Ratio Rank
GBOOY Omega Ratio Rank: 8686
Omega Ratio Rank
GBOOY Calmar Ratio Rank: 9292
Calmar Ratio Rank
GBOOY Martin Ratio Rank: 9292
Martin Ratio Rank

SAN
SAN Risk / Return Rank: 9090
Overall Rank
SAN Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SAN Sortino Ratio Rank: 8888
Sortino Ratio Rank
SAN Omega Ratio Rank: 8787
Omega Ratio Rank
SAN Calmar Ratio Rank: 8989
Calmar Ratio Rank
SAN Martin Ratio Rank: 9292
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 ratio

Return per unit of total volatility

2.03

2.13

-0.10

Sortino ratio

Return per unit of downside risk

2.79

2.60

+0.20

Omega ratio

Gain probability vs. loss probability

1.35

1.35

0.00

Calmar ratio

Return relative to maximum drawdown

4.67

3.50

+1.17

Martin ratio

Return relative to average drawdown

12.70

11.96

+0.74

GBOOY vs. SAN - Sharpe Ratio Comparison

The current GBOOY Sharpe Ratio is 2.03, which is comparable to the SAN Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of GBOOY and SAN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GBOOYSANDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

2.13

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.95

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.41

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.22

+0.13

Correlation

The correlation between GBOOY and SAN is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GBOOY vs. SAN - Dividend Comparison

GBOOY's dividend yield for the trailing twelve months is around 7.89%, more than SAN's 2.19% yield.


TTM20252024202320222021202020192018201720162015
GBOOY
Grupo Financiero Banorte SAB de CV ADR
7.89%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.
2.19%2.11%4.63%3.58%3.83%2.71%0.00%6.20%5.83%4.60%3.29%7.06%

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 (5Y)

Largest decline over 5 years

-38.13%

-44.15%

+6.02%

Max Drawdown (10Y)

Largest decline over 10 years

-65.69%

-73.84%

+8.15%

Current Drawdown

Current decline from peak

-8.30%

-14.61%

+6.31%

Average Drawdown

Average peak-to-trough decline

-17.88%

-30.78%

+12.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.58%

5.93%

-0.35%

Volatility

GBOOY vs. SAN - Volatility Comparison

The current volatility for Grupo Financiero Banorte SAB de CV ADR (GBOOY) is 12.91%, while Banco Santander, S.A. (SAN) has a volatility of 15.59%. 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

12.91%

15.59%

-2.68%

Volatility (6M)

Calculated over the trailing 6-month period

23.54%

25.14%

-1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

37.82%

34.66%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.88%

33.45%

+4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.22%

35.93%

+5.29%

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


0.0050.00B100.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
112.23B
15.02B
(GBOOY) Total Revenue
(SAN) Total Revenue
Values in USD except per share items