SAB.MC vs. NGD.TO
SAB.MC (Banco de Sabadell S.A) and NGD.TO (New Gold Inc.) are both stocks. SAB.MC operates in Banks - Diversified (Financial Services), while NGD.TO operates in Gold (Basic Materials). At a 0.01 correlation, their price movements are largely independent.
Performance
SAB.MC vs. NGD.TO - Performance Comparison
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Different Trading Currencies
SAB.MC is traded in EUR, while NGD.TO is traded in CAD. To make them comparable, the NGD.TO values have been converted to EUR using the latest available exchange rates.
Returns By Period
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%
NGD.TO
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SAB.MC vs. NGD.TO - 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% |
NGD.TO New Gold Inc. | 2.57% | 207.66% | 83.76% | 43.45% | -29.72% | -27.42% | 128.84% | 16.81% | -75.45% | -17.50% |
Correlation
The correlation between SAB.MC and NGD.TO is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.01 |
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Return for Risk
SAB.MC vs. NGD.TO — Risk / Return Rank
SAB.MC
NGD.TO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SAB.MC vs. NGD.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco de Sabadell S.A (SAB.MC) and New Gold Inc. (NGD.TO). 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 | NGD.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | — | — |
| Martin ratioReturn relative to average drawdown | 3.79 | — | — |
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Drawdowns
SAB.MC vs. NGD.TO - Drawdown Comparison
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Drawdown Indicators
| SAB.MC | NGD.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.47% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -13.62% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.83% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -37.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -84.98% | — | — |
Current DrawdownCurrent decline from peak | -4.19% | — | — |
Average DrawdownAverage peak-to-trough decline | -45.48% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.93% | — | — |
Volatility
SAB.MC vs. NGD.TO - Volatility Comparison
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Volatility by Period
| SAB.MC | NGD.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.61% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 21.07% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 28.91% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.22% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.66% | — | — |
Dividends
SAB.MC vs. NGD.TO - Dividend Comparison
SAB.MC's dividend yield for the trailing twelve months is around 18.47%, while NGD.TO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGD.TO New Gold Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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. NGD.TO - Financials Comparison
This section allows you to compare key financial metrics between Banco de Sabadell S.A and New Gold Inc.. 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 NGD.TO have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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