SAB.MC vs. BTC-USD
SAB.MC (Banco de Sabadell S.A) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, SAB.MC returned 11.88%/yr vs 59.35%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
SAB.MC vs. BTC-USD - Performance Comparison
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Different Trading Currencies
SAB.MC is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD 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 -4.01% return, which is significantly higher than BTC-USD's -26.78% return. Over the past 10 years, SAB.MC has underperformed BTC-USD with an annualized return of 11.88%, while BTC-USD has yielded a comparatively higher 59.35% annualized return.
SAB.MC
- 1D
- 0.92%
- 1M
- -1.29%
- YTD
- -4.01%
- 6M
- -0.09%
- 1Y
- 20.74%
- 3Y*
- 56.14%
- 5Y*
- 44.31%
- 10Y*
- 11.88%
BTC-USD
- 1D
- -1.22%
- 1M
- -21.18%
- YTD
- -26.78%
- 6M
- -31.03%
- 1Y
- -40.54%
- 3Y*
- 31.42%
- 5Y*
- 12.48%
- 10Y*
- 59.35%
SAB.MC vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAB.MC Banco de Sabadell S.A | -4.01% | 92.34% | 77.23% | 31.30% | 56.27% | 67.18% | -64.74% | 8.42% | -37.11% | 28.28% |
BTC-USD Bitcoin | -26.78% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 271.22% | 98.48% | -73.46% | 1,229.62% |
Correlation
The correlation between SAB.MC and BTC-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2012 | 0.04 |
The correlation between SAB.MC and BTC-USD shifts across timeframes, from 0.04 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SAB.MC vs. BTC-USD — Risk / Return Rank
SAB.MC
BTC-USD
SAB.MC vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco de Sabadell S.A (SAB.MC) and Bitcoin (BTC-USD). 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.
| SAB.MC | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.86 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | -0.81 | +2.31 |
| Martin ratioReturn relative to average drawdown | 3.53 | -1.44 | +4.97 |
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
| SAB.MC | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | -0.95 | +1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.21 | 0.23 | +0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.88 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 1.13 | -1.04 |
Drawdowns
SAB.MC vs. BTC-USD - Drawdown Comparison
The maximum SAB.MC drawdown since its inception was -93.84%, which is greater than BTC-USD's maximum drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for SAB.MC and BTC-USD.
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Drawdown Indicators
| SAB.MC | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.84% | -83.05% | -10.79% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -49.93% | +36.26% |
Max Drawdown (3Y)Largest decline over 3 years | -19.45% | -49.93% | +30.48% |
Max Drawdown (5Y)Largest decline over 5 years | -37.02% | -73.60% | +36.58% |
Max Drawdown (10Y)Largest decline over 10 years | -85.19% | -82.51% | -2.68% |
Current DrawdownCurrent decline from peak | -7.32% | -48.78% | +41.46% |
Average DrawdownAverage peak-to-trough decline | -48.97% | -39.96% | -9.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 33.68% | -27.84% |
Volatility
SAB.MC vs. BTC-USD - Volatility Comparison
The current volatility for Banco de Sabadell S.A (SAB.MC) is 8.27%, while Bitcoin (BTC-USD) has a volatility of 10.14%. This indicates that SAB.MC experiences smaller price fluctuations and is considered to be less risky than BTC-USD 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 | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.27% | 10.14% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 20.70% | 34.46% | -13.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.52% | 35.39% | -6.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.16% | 45.05% | -8.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.59% | 55.99% | -14.40% |
Frequently Asked Questions
SAB.MC and BTC-USD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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