SAB.MC vs. BAMI.MI
SAB.MC (Banco de Sabadell S.A) and BAMI.MI (Banco Bpm SpA) are both stocks. Both are in the Financial Services sector — SAB.MC in Banks - Diversified, BAMI.MI in Banks - Regional. Over the past 10 years, SAB.MC returned 14.29%/yr vs 24.71%/yr for BAMI.MI. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
SAB.MC vs. BAMI.MI - Performance Comparison
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Returns By Period
In the year-to-date period, SAB.MC achieves a -0.78% return, which is significantly lower than BAMI.MI's 15.53% return. Over the past 10 years, SAB.MC has underperformed BAMI.MI with an annualized return of 14.29%, while BAMI.MI has yielded a comparatively higher 24.71% annualized return.
SAB.MC
- 1D
- 4.24%
- 1M
- 0.71%
- YTD
- -0.78%
- 6M
- 4.10%
- 1Y
- 25.41%
- 3Y*
- 58.67%
- 5Y*
- 46.51%
- 10Y*
- 14.29%
BAMI.MI
- 1D
- 2.56%
- 1M
- 8.33%
- YTD
- 15.53%
- 6M
- 21.51%
- 1Y
- 57.44%
- 3Y*
- 71.53%
- 5Y*
- 48.30%
- 10Y*
- 24.71%
SAB.MC vs. BAMI.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAB.MC Banco de Sabadell S.A | -0.78% | 95.56% | 80.12% | 32.15% | 58.09% | 67.18% | -64.45% | 8.30% | -36.46% | 29.25% |
BAMI.MI Banco Bpm SpA | 15.53% | 83.87% | 89.87% | 51.78% | 34.49% | 49.63% | -10.84% | 3.05% | -24.81% | 14.41% |
Correlation
The correlation between SAB.MC and BAMI.MI is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2006 | 0.57 |
The correlation between SAB.MC and BAMI.MI has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
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Return for Risk
SAB.MC vs. BAMI.MI — Risk / Return Rank
SAB.MC
BAMI.MI
SAB.MC vs. BAMI.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco de Sabadell S.A (SAB.MC) and Banco Bpm SpA (BAMI.MI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SAB.MC | BAMI.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.32 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 3.74 | -2.09 |
| Martin ratioReturn relative to average drawdown | 3.79 | 11.26 | -7.47 |
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Drawdowns
SAB.MC vs. BAMI.MI - Drawdown Comparison
The maximum SAB.MC drawdown since its inception was -89.47%, smaller than the maximum BAMI.MI drawdown of -97.29%. Use the drawdown chart below to compare losses from any high point for SAB.MC and BAMI.MI.
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Drawdown Indicators
| SAB.MC | BAMI.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.47% | -97.29% | +7.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.62% | -14.77% | +1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -18.83% | -21.91% | +3.08% |
Max Drawdown (5Y)Largest decline over 5 years | -37.02% | -36.09% | -0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -84.98% | -70.37% | -14.61% |
Current DrawdownCurrent decline from peak | -4.19% | -41.98% | +37.79% |
Average DrawdownAverage peak-to-trough decline | -45.48% | -79.90% | +34.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.93% | 4.91% | +1.02% |
Volatility
SAB.MC vs. BAMI.MI - Volatility Comparison
Banco de Sabadell S.A (SAB.MC) has a higher volatility of 8.61% compared to Banco Bpm SpA (BAMI.MI) at 6.41%. This indicates that SAB.MC's price experiences larger fluctuations and is considered to be riskier than BAMI.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAB.MC | BAMI.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.61% | 6.41% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 21.07% | 20.10% | +0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.91% | 27.24% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.22% | 33.91% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.66% | 41.06% | +0.60% |
Dividends
SAB.MC vs. BAMI.MI - Dividend Comparison
SAB.MC's dividend yield for the trailing twelve months is around 18.47%, more than BAMI.MI's 6.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAMI.MI Banco Bpm SpA | 6.93% | 8.14% | 12.29% | 4.81% | 5.71% | 2.27% | 0.00% | 0.00% | 0.00% | 0.00% | 4.86% | 0.00% |
SAB.MC Banco de Sabadell S.A | 18.47% | 7.85% | 5.85% | 4.50% | 5.68% | 0.00% | 5.65% | 0.93% | 7.00% | 3.02% | 5.07% | 2.38% |
Financials
SAB.MC vs. BAMI.MI - Financials Comparison
This section allows you to compare key financial metrics between Banco de Sabadell S.A and Banco Bpm SpA. 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
SAB.MC and BAMI.MI have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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