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HLAG.DE vs. BSAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HLAG.DE vs. BSAC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Hapag Lloyd AG (HLAG.DE) and Banco Santander-Chile (BSAC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HLAG.DE is traded in EUR, while BSAC is traded in USD. To make them comparable, the BSAC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, HLAG.DE achieves a 1.56% return, which is significantly lower than BSAC's 4.49% return. Over the past 10 years, HLAG.DE has outperformed BSAC with an annualized return of 26.04%, while BSAC has yielded a comparatively lower 10.05% annualized return.


HLAG.DE

1D
3.10%
1M
-0.06%
YTD
1.56%
6M
1.30%
1Y
-17.29%
3Y*
-9.81%
5Y*
2.76%
10Y*
26.04%

BSAC

1D
1.08%
1M
1.53%
YTD
4.49%
6M
4.03%
1Y
28.15%
3Y*
21.48%
5Y*
14.80%
10Y*
10.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HLAG.DE vs. BSAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HLAG.DE
Hapag Lloyd AG
1.56%-18.49%20.07%-0.49%-30.46%208.23%21.80%243.11%-31.93%54.27%
BSAC
Banco Santander-Chile
4.49%53.73%7.66%27.96%9.37%-4.37%-20.18%-18.06%4.55%29.86%

Correlation

The correlation between HLAG.DE and BSAC is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.05

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

0.10

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

0.11

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2015

0.11

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Return for Risk

HLAG.DE vs. BSAC — Risk / Return Rank

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

HLAG.DE
HLAG.DE Risk / Return Rank: 2222
Overall Rank
HLAG.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
HLAG.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
HLAG.DE Omega Ratio Rank: 2121
Omega Ratio Rank
HLAG.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
HLAG.DE Martin Ratio Rank: 2323
Martin Ratio Rank

BSAC
BSAC Risk / Return Rank: 6969
Overall Rank
BSAC Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BSAC Sortino Ratio Rank: 6666
Sortino Ratio Rank
BSAC Omega Ratio Rank: 6565
Omega Ratio Rank
BSAC Calmar Ratio Rank: 7171
Calmar Ratio Rank
BSAC Martin Ratio Rank: 7272
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.

HLAG.DE vs. BSAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hapag Lloyd AG (HLAG.DE) and Banco Santander-Chile (BSAC). 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.


HLAG.DEBSACDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

0.94

1.19

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.58

1.81

-2.39

Martin ratioReturn relative to average drawdown

-0.91

4.20

-5.11

HLAG.DE vs. BSAC - Sharpe Ratio Comparison

The current HLAG.DE Sharpe Ratio is -0.47, which is lower than the BSAC Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of HLAG.DE and BSAC, 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


HLAG.DEBSACDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

1.08

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.53

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.33

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.26

+0.21

Drawdowns

HLAG.DE vs. BSAC - Drawdown Comparison

The maximum HLAG.DE drawdown since its inception was -77.04%, which is greater than BSAC's maximum drawdown of -60.46%. Use the drawdown chart below to compare losses from any high point for HLAG.DE and BSAC.


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Drawdown Indicators


HLAG.DEBSACDifference

Max Drawdown

Largest peak-to-trough decline

-77.04%

-60.46%

-16.58%

Max Drawdown (1Y)

Largest decline over 1 year

-29.90%

-15.60%

-14.30%

Max Drawdown (3Y)

Largest decline over 3 years

-55.51%

-17.42%

-38.09%

Max Drawdown (5Y)

Largest decline over 5 years

-67.83%

-28.77%

-39.06%

Max Drawdown (10Y)

Largest decline over 10 years

-77.04%

-60.46%

-16.58%

Current Drawdown

Current decline from peak

-58.25%

-11.98%

-46.27%

Average Drawdown

Average peak-to-trough decline

-30.72%

-20.01%

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.01%

6.71%

+12.30%

Volatility

HLAG.DE vs. BSAC - Volatility Comparison

The current volatility for Hapag Lloyd AG (HLAG.DE) is 8.05%, while Banco Santander-Chile (BSAC) has a volatility of 9.18%. This indicates that HLAG.DE experiences smaller price fluctuations and is considered to be less risky than BSAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HLAG.DEBSACDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

9.18%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

32.17%

22.44%

+9.73%

Volatility (1Y)

Calculated over the trailing 1-year period

37.04%

26.30%

+10.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.59%

27.84%

+23.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.00%

30.26%

+21.74%

Dividends

HLAG.DE vs. BSAC - Dividend Comparison

HLAG.DE's dividend yield for the trailing twelve months is around 2.58%, less than BSAC's 4.96% yield.


PositionTTM20252024202320222021202020192018201720162015
BSAC
Banco Santander-Chile
4.96%4.34%4.10%6.54%7.70%5.70%4.64%4.91%4.97%2.73%3.94%5.12%
HLAG.DE
Hapag Lloyd AG
2.58%6.97%6.03%46.67%19.71%1.26%1.20%0.20%2.54%0.00%0.00%0.00%

Financials

HLAG.DE vs. BSAC - Financials Comparison

This section allows you to compare key financial metrics between Hapag Lloyd AG and Banco Santander-Chile. 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


Please note, different currencies. HLAG.DE values in EUR, BSAC values in USD

Frequently Asked Questions


HLAG.DE and BSAC have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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