SAB.MC vs. TSLA
SAB.MC (Banco de Sabadell S.A) and TSLA (Tesla, Inc.) are both stocks. SAB.MC operates in Banks - Diversified (Financial Services), while TSLA operates in Auto Manufacturers (Consumer Cyclical). Over the past 10 years, SAB.MC returned 11.81%/yr vs 39.75%/yr for TSLA. At a 0.10 correlation, their price movements are largely independent.
Performance
SAB.MC vs. TSLA - Performance Comparison
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Different Trading Currencies
SAB.MC is traded in EUR, while TSLA is traded in USD. To make them comparable, the TSLA values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with SAB.MC having a -4.89% return and TSLA slightly higher at -4.66%. Over the past 10 years, SAB.MC has underperformed TSLA with an annualized return of 11.81%, while TSLA has yielded a comparatively higher 39.75% annualized return.
SAB.MC
- 1D
- 0.50%
- 1M
- -1.55%
- YTD
- -4.89%
- 6M
- 0.96%
- 1Y
- 19.00%
- 3Y*
- 54.69%
- 5Y*
- 44.05%
- 10Y*
- 11.81%
TSLA
- 1D
- 0.21%
- 1M
- 8.72%
- YTD
- -4.66%
- 6M
- -4.64%
- 1Y
- 20.62%
- 3Y*
- 22.25%
- 5Y*
- 17.33%
- 10Y*
- 39.75%
SAB.MC vs. TSLA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAB.MC Banco de Sabadell S.A | -4.89% | 92.34% | 77.23% | 31.30% | 56.27% | 67.18% | -64.74% | 8.42% | -37.11% | 28.28% |
TSLA Tesla, Inc. | -4.66% | -1.85% | 73.25% | 95.67% | -62.86% | 60.96% | 673.92% | 28.54% | 11.91% | 27.80% |
Correlation
The correlation between SAB.MC and TSLA is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2010 | 0.10 |
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Return for Risk
SAB.MC vs. TSLA — Risk / Return Rank
SAB.MC
TSLA
SAB.MC vs. TSLA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco de Sabadell S.A (SAB.MC) and Tesla, Inc. (TSLA). 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 | TSLA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.11 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 0.70 | +0.67 |
| Martin ratioReturn relative to average drawdown | 3.24 | 1.63 | +1.61 |
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 | TSLA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.45 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.20 | 0.30 | +0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.68 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.74 | -0.65 |
Drawdowns
SAB.MC vs. TSLA - Drawdown Comparison
The maximum SAB.MC drawdown since its inception was -93.84%, which is greater than TSLA's maximum drawdown of -71.11%. Use the drawdown chart below to compare losses from any high point for SAB.MC and TSLA.
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Drawdown Indicators
| SAB.MC | TSLA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.84% | -71.11% | -22.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -29.45% | +15.78% |
Max Drawdown (3Y)Largest decline over 3 years | -19.45% | -56.79% | +37.34% |
Max Drawdown (5Y)Largest decline over 5 years | -37.02% | -71.11% | +34.09% |
Max Drawdown (10Y)Largest decline over 10 years | -85.19% | -71.11% | -14.08% |
Current DrawdownCurrent decline from peak | -8.16% | -20.19% | +12.03% |
Average DrawdownAverage peak-to-trough decline | -48.98% | -22.76% | -26.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.82% | 12.79% | -6.97% |
Volatility
SAB.MC vs. TSLA - Volatility Comparison
The current volatility for Banco de Sabadell S.A (SAB.MC) is 8.40%, while Tesla, Inc. (TSLA) has a volatility of 11.73%. This indicates that SAB.MC experiences smaller price fluctuations and is considered to be less risky than TSLA 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 | TSLA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.40% | 11.73% | -3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 20.70% | 26.93% | -6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.52% | 46.29% | -17.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.19% | 58.42% | -22.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.60% | 59.06% | -17.46% |
Dividends
SAB.MC vs. TSLA - Dividend Comparison
SAB.MC's dividend yield for the trailing twelve months is around 18.36%, while TSLA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAB.MC Banco de Sabadell S.A | 18.36% | 6.36% | 4.75% | 3.64% | 4.60% | 0.00% | 4.58% | 2.69% | 5.67% | 2.45% | 4.13% | 1.90% |
TSLA Tesla, 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% |
Financials
SAB.MC vs. TSLA - Financials Comparison
This section allows you to compare key financial metrics between Banco de Sabadell S.A and Tesla, 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 TSLA have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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