SAB.MC vs. BBY.L
SAB.MC (Banco de Sabadell S.A) and BBY.L (Balfour Beatty plc) are both stocks. SAB.MC operates in Banks - Diversified (Financial Services), while BBY.L operates in Engineering & Construction (Industrials). Over the past 10 years, SAB.MC returned 14.29%/yr vs 15.47%/yr for BBY.L. At a 0.34 correlation, their price movements are largely independent.
Performance
SAB.MC vs. BBY.L - Performance Comparison
Loading charts...
Different Trading Currencies
SAB.MC is traded in EUR, while BBY.L is traded in GBp. To make them comparable, the BBY.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SAB.MC achieves a -0.78% return, which is significantly lower than BBY.L's 20.69% return. Over the past 10 years, SAB.MC has underperformed BBY.L with an annualized return of 14.29%, while BBY.L has yielded a comparatively higher 15.47% 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%
BBY.L
- 1D
- 2.17%
- 1M
- 1.31%
- YTD
- 20.69%
- 6M
- 21.87%
- 1Y
- 69.40%
- 3Y*
- 35.41%
- 5Y*
- 25.97%
- 10Y*
- 15.47%
SAB.MC vs. BBY.L - 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% |
BBY.L Balfour Beatty plc | 20.69% | 51.78% | 48.27% | 3.21% | 26.58% | 5.03% | -0.44% | 14.04% | -15.92% | 7.25% |
Correlation
The correlation between SAB.MC and BBY.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.34 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SAB.MC vs. BBY.L — Risk / Return Rank
SAB.MC
BBY.L
SAB.MC vs. BBY.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco de Sabadell S.A (SAB.MC) and Balfour Beatty plc (BBY.L). 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 | BBY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.47 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 5.82 | -4.17 |
| Martin ratioReturn relative to average drawdown | 3.79 | 22.84 | -19.05 |
Loading charts...
Drawdowns
SAB.MC vs. BBY.L - Drawdown Comparison
The maximum SAB.MC drawdown since its inception was -89.47%, which is greater than BBY.L's maximum drawdown of -59.43%. Use the drawdown chart below to compare losses from any high point for SAB.MC and BBY.L.
Loading charts...
Drawdown Indicators
| SAB.MC | BBY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.47% | -59.43% | -30.04% |
Max Drawdown (1Y)Largest decline over 1 year | -13.62% | -11.19% | -2.43% |
Max Drawdown (3Y)Largest decline over 3 years | -18.83% | -19.88% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -37.02% | -29.58% | -7.44% |
Max Drawdown (10Y)Largest decline over 10 years | -84.98% | -42.21% | -42.77% |
Current DrawdownCurrent decline from peak | -4.19% | -2.28% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -45.48% | -19.65% | -25.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.93% | 2.86% | +3.07% |
Volatility
SAB.MC vs. BBY.L - Volatility Comparison
Banco de Sabadell S.A (SAB.MC) has a higher volatility of 8.61% compared to Balfour Beatty plc (BBY.L) at 6.96%. This indicates that SAB.MC's price experiences larger fluctuations and is considered to be riskier than BBY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SAB.MC | BBY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.61% | 6.96% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 21.07% | 18.79% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.91% | 23.14% | +5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.22% | 24.30% | +11.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.66% | 29.09% | +12.57% |
Dividends
SAB.MC vs. BBY.L - Dividend Comparison
SAB.MC's dividend yield for the trailing twelve months is around 18.47%, more than BBY.L's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBY.L Balfour Beatty plc | 1.67% | 1.81% | 2.59% | 3.17% | 2.81% | 1.72% | 1.59% | 2.03% | 1.60% | 1.01% | 0.33% | 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. BBY.L - Financials Comparison
This section allows you to compare key financial metrics between Banco de Sabadell S.A and Balfour Beatty plc. 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 BBY.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SAB.MC and BBY.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer