NTGY.MC vs. SAN
NTGY.MC (Naturgy Energy Group SA) and SAN (Banco Santander, S.A.) are both stocks. NTGY.MC operates in Utilities - Regulated Gas (Utilities), while SAN operates in Banks - Diversified (Financial Services). Over the past 10 years, NTGY.MC returned 10.48%/yr vs 14.51%/yr for SAN. At a 0.36 correlation, their price movements are largely independent.
Performance
NTGY.MC vs. SAN - Performance Comparison
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Different Trading Currencies
NTGY.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, NTGY.MC achieves a 12.44% return, which is significantly higher than SAN's 6.92% return. Over the past 10 years, NTGY.MC has underperformed SAN with an annualized return of 10.48%, while SAN has yielded a comparatively higher 14.51% annualized return.
NTGY.MC
- 1D
- -1.45%
- 1M
- 7.84%
- YTD
- 12.44%
- 6M
- 8.99%
- 1Y
- 15.99%
- 3Y*
- 7.68%
- 5Y*
- 11.08%
- 10Y*
- 10.48%
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%
NTGY.MC vs. SAN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTGY.MC Naturgy Energy Group SA | 12.44% | 17.24% | -8.44% | 16.15% | -11.87% | 58.67% | -9.43% | 5.28% | 21.60% | 11.78% |
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 NTGY.MC and SAN is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.36 |
The correlation between NTGY.MC and SAN shifts across timeframes, from -0.01 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NTGY.MC vs. SAN — Risk / Return Rank
NTGY.MC
SAN
NTGY.MC vs. SAN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Naturgy Energy Group SA (NTGY.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.
| NTGY.MC | SAN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.29 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 2.96 | -1.50 |
| Martin ratioReturn relative to average drawdown | 3.41 | 9.41 | -6.01 |
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
| NTGY.MC | SAN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.75 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.94 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.42 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.12 | +0.26 |
Drawdowns
NTGY.MC vs. SAN - Drawdown Comparison
The maximum NTGY.MC drawdown since its inception was -76.92%, roughly equal to the maximum SAN drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for NTGY.MC and SAN.
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Drawdown Indicators
| NTGY.MC | SAN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.92% | -77.95% | +1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -18.63% | +7.30% |
Max Drawdown (3Y)Largest decline over 3 years | -30.51% | -20.35% | -10.16% |
Max Drawdown (5Y)Largest decline over 5 years | -30.51% | -32.52% | +2.01% |
Max Drawdown (10Y)Largest decline over 10 years | -45.22% | -72.48% | +27.26% |
Current DrawdownCurrent decline from peak | -4.41% | -4.54% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -24.88% | -36.15% | +11.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.90% | 5.85% | -0.95% |
Volatility
NTGY.MC vs. SAN - Volatility Comparison
The current volatility for Naturgy Energy Group SA (NTGY.MC) is 7.04%, while Banco Santander, S.A. (SAN) has a volatility of 8.09%. This indicates that NTGY.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
| NTGY.MC | SAN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.04% | 8.09% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 16.59% | 25.45% | -8.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.69% | 31.65% | -10.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.35% | 31.50% | -9.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.46% | 34.56% | -11.10% |
Dividends
NTGY.MC vs. SAN - Dividend Comparison
NTGY.MC's dividend yield for the trailing twelve months is around 5.01%, more than SAN's 2.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTGY.MC Naturgy Energy Group SA | 5.01% | 5.62% | 5.18% | 4.50% | 4.00% | 3.76% | 6.04% | 4.83% | 5.09% | 4.21% | 6.02% | 3.86% |
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
NTGY.MC vs. SAN - Financials Comparison
This section allows you to compare key financial metrics between Naturgy Energy Group 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
NTGY.MC and SAN have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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