NEPH vs. SAB.MC

Last updated Jun 3, 2026

NEPH (Nephros, Inc.) and SAB.MC (Banco de Sabadell S.A) are both stocks. NEPH operates in Medical Instruments & Supplies (Healthcare), while SAB.MC operates in Banks - Diversified (Financial Services). Over the past 10 years, NEPH returned 2.81%/yr vs 12.01%/yr for SAB.MC. At a 0.06 correlation, their price movements are largely independent.

Performance

NEPH vs. SAB.MC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nephros, Inc. (NEPH) and Banco de Sabadell S.A (SAB.MC). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

NEPH is traded in USD, while SAB.MC is traded in EUR. To make them comparable, the SAB.MC values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NEPH achieves a -22.13% return, which is significantly lower than SAB.MC's -6.31% return. Over the past 10 years, NEPH has underperformed SAB.MC with an annualized return of 2.81%, while SAB.MC has yielded a comparatively higher 12.01% annualized return.

NEPH

• 1D: 2.98%
• 1M: 22.19%
• YTD: -22.13%
• 6M: -28.44%
• 1Y: 21.41%
• 3Y*: 28.52%
• 5Y*: -15.75%
• 10Y*: 2.81%

SAB.MC

• 1D: -1.05%
• 1M: -4.28%
• YTD: -6.31%
• 6M: 1.40%
• 1Y: 19.38%
• 3Y*: 58.75%
• 5Y*: 41.72%
• 10Y*: 12.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NEPH vs. SAB.MC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NEPH Nephros, Inc.	-22.13%	231.97%	-57.51%	199.00%	-80.39%	-31.24%	-13.77%	93.96%	26.67%	22.92%
SAB.MC Banco de Sabadell S.A	-6.31%	118.18%	66.27%	35.45%	47.66%	54.96%	-61.62%	6.32%	-40.04%	46.42%

Correlation

The correlation between NEPH and SAB.MC is -0.00, 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	-0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (10Y) Calculated over the trailing 10-year period	0.06
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.06

Return for Risk

NEPH vs. SAB.MC — Risk / Return Rank

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

NEPH

NEPH Risk / Return Rank: 54
NEPH Sharpe Ratio Rank: 48
NEPH Sortino Ratio Rank: 58
NEPH Omega Ratio Rank: 54
NEPH Calmar Ratio Rank: 57
NEPH Martin Ratio Rank: 55

SAB.MC

SAB.MC Risk / Return Rank: 59
SAB.MC Sharpe Ratio Rank: 60
SAB.MC Sortino Ratio Rank: 53
SAB.MC Omega Ratio Rank: 51
SAB.MC Calmar Ratio Rank: 65
SAB.MC Martin Ratio Rank: 66

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.

NEPH vs. SAB.MC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nephros, Inc. (NEPH) and Banco de Sabadell S.A (SAB.MC). 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.

	NEPH	SAB.MC	Difference
Sharpe ratio Return per unit of total volatility	0.21	0.65	-0.44
Sortino ratio Return per unit of downside risk	1.20	1.06	+0.14
Omega ratio Gain probability vs. loss probability	1.13	1.13	+0.01
Calmar ratio Return relative to maximum drawdown	0.76	1.29	-0.53
Martin ratio Return relative to average drawdown	1.42	3.16	-1.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NEPH vs. SAB.MC - Sharpe Ratio Comparison

The current NEPH Sharpe Ratio is 0.21, which is lower than the SAB.MC Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of NEPH and SAB.MC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NEPH	SAB.MC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.21	0.65	-0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	1.07	-1.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.03	0.28	-0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	-0.02	+0.09

Drawdowns

NEPH vs. SAB.MC - Drawdown Comparison

The maximum NEPH drawdown since its inception was -91.98%, roughly equal to the maximum SAB.MC drawdown of -94.68%. Use the drawdown chart below to compare losses from any high point for NEPH and SAB.MC.

Drawdown Indicators

	NEPH	SAB.MC	Difference
Max Drawdown Largest peak-to-trough decline	-91.98%	-94.68%	+2.70%
Max Drawdown (1Y) Largest decline over 1 year	-51.94%	-14.76%	-37.18%
Max Drawdown (3Y) Largest decline over 3 years	-65.06%	-19.56%	-45.50%
Max Drawdown (5Y) Largest decline over 5 years	-91.48%	-42.27%	-49.21%
Max Drawdown (10Y) Largest decline over 10 years	-91.98%	-86.48%	-5.50%
Current Drawdown Current decline from peak	-66.52%	-15.86%	-50.66%
Average Drawdown Average peak-to-trough decline	-48.41%	-62.67%	+14.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.00%	6.04%	+21.96%

Volatility

NEPH vs. SAB.MC - Volatility Comparison

Nephros, Inc. (NEPH) has a higher volatility of 33.69% compared to Banco de Sabadell S.A (SAB.MC) at 8.63%. This indicates that NEPH's price experiences larger fluctuations and is considered to be riskier than SAB.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NEPH	SAB.MC	Difference
Volatility (1M) Calculated over the trailing 1-month period	33.69%	8.63%	+25.06%
Volatility (6M) Calculated over the trailing 6-month period	59.80%	21.79%	+38.01%
Volatility (1Y) Calculated over the trailing 1-year period	103.78%	29.34%	+74.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	77.14%	38.35%	+38.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	87.35%	43.00%	+44.35%

Dividends

NEPH vs. SAB.MC - Dividend Comparison

NEPH has not paid dividends to shareholders, while SAB.MC's dividend yield for the trailing twelve months is around 18.45%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NEPH Nephros, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SAB.MC Banco de Sabadell S.A	18.45%	6.36%	4.75%	3.64%	4.60%	0.00%	4.58%	2.69%	5.67%	2.45%	4.13%	1.90%

Financials

Frequently Asked Questions

Can I hold both NEPH and SAB.MC in my portfolio?

NEPH and SAB.MC have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.