SAB.MC vs. BTC-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Banco de Sabadell S.A (SAB.MC) and Bitcoin (BTC-USD).

Performance

SAB.MC vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Banco de Sabadell S.A (SAB.MC) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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	-7.07%	92.34%	77.23%	31.30%	56.27%	67.18%	-64.74%	8.42%	-37.11%	28.28%
BTC-USD Bitcoin	-20.43%	-17.40%	136.59%	145.80%	-61.85%	71.33%	271.22%	98.48%	-73.46%	1,229.62%

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 -7.07% return, which is significantly higher than BTC-USD's -20.43% return. Over the past 10 years, SAB.MC has underperformed BTC-USD with an annualized return of 11.55%, while BTC-USD has yielded a comparatively higher 66.29% annualized return.

SAB.MC

• 1D: 2.76%
• 1M: -0.03%
• YTD: -7.07%
• 6M: -3.42%
• 1Y: 22.89%
• 3Y*: 53.88%
• 5Y*: 53.23%
• 10Y*: 11.55%

BTC-USD

• 1D: 0.41%
• 1M: 0.67%
• YTD: -20.43%
• 6M: -41.39%
• 1Y: -24.88%
• 3Y*: 31.18%
• 5Y*: 3.40%
• 10Y*: 66.29%

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

Return for Risk

SAB.MC vs. BTC-USD — Risk / Return Rank

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

SAB.MC

SAB.MC Risk / Return Rank: 69
SAB.MC Sharpe Ratio Rank: 66
SAB.MC Sortino Ratio Rank: 57
SAB.MC Omega Ratio Rank: 57
SAB.MC Calmar Ratio Rank: 84
SAB.MC Martin Ratio Rank: 83

BTC-USD

BTC-USD Risk / Return Rank: 43
BTC-USD Sharpe Ratio Rank: 61
BTC-USD Sortino Ratio Rank: 55
BTC-USD Omega Ratio Rank: 51
BTC-USD Calmar Ratio Rank: 43
BTC-USD Martin Ratio Rank: 4

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.

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 ratio Return per unit of total volatility	0.72	-0.56	+1.28
Sortino ratio Return per unit of downside risk	1.11	-0.57	+1.68
Omega ratio Gain probability vs. loss probability	1.15	0.94	+0.21
Calmar ratio Return relative to maximum drawdown	2.95	-1.08	+4.03
Martin ratio Return relative to average drawdown	7.49	-1.96	+9.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAB.MC vs. BTC-USD - Sharpe Ratio Comparison

The current SAB.MC Sharpe Ratio is 0.72, which is higher than the BTC-USD Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of SAB.MC and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SAB.MC	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.72	-0.56	+1.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.42	0.06	+1.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	0.98	-0.71
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	1.19	-1.11

Correlation

The correlation between SAB.MC and BTC-USD is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

Drawdown Indicators

	SAB.MC	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-93.84%	-85.30%	-8.54%
Max Drawdown (1Y) Largest decline over 1 year	-17.15%	-49.65%	+32.50%
Max Drawdown (5Y) Largest decline over 5 years	-37.02%	-76.67%	+39.65%
Max Drawdown (10Y) Largest decline over 10 years	-85.19%	-83.80%	-1.39%
Current Drawdown Current decline from peak	-9.26%	-45.02%	+35.76%
Average Drawdown Average peak-to-trough decline	-49.27%	-41.99%	-7.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.38%	27.60%	-22.22%

Volatility

SAB.MC vs. BTC-USD - Volatility Comparison

The current volatility for Banco de Sabadell S.A (SAB.MC) is 8.48%, while Bitcoin (BTC-USD) has a volatility of 13.24%. 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.

Volatility by Period

	SAB.MC	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.48%	13.24%	-4.76%
Volatility (6M) Calculated over the trailing 6-month period	21.62%	36.03%	-14.41%
Volatility (1Y) Calculated over the trailing 1-year period	31.26%	37.16%	-5.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.81%	46.68%	-9.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.74%	56.03%	-14.29%