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SAN.MC vs. CABK.MC
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SAN.MC vs. CABK.MC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Banco Santander (SAN.MC) and Caixabank SA (CABK.MC). The values are adjusted to include any dividend payments, if applicable.

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SAN.MC vs. CABK.MC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAN.MC
Banco Santander
-0.82%132.39%23.23%40.53%-0.74%18.62%-29.00%-0.79%-24.30%16.56%
CABK.MC
Caixabank SA
0.38%109.72%53.50%7.06%58.08%15.79%-22.43%-9.00%-15.97%27.21%

Returns By Period

In the year-to-date period, SAN.MC achieves a -0.82% return, which is significantly lower than CABK.MC's 0.38% return. Over the past 10 years, SAN.MC has underperformed CABK.MC with an annualized return of 14.76%, while CABK.MC has yielded a comparatively higher 19.54% annualized return.


SAN.MC

1D
5.24%
1M
-2.74%
YTD
-0.82%
6M
14.69%
1Y
62.74%
3Y*
48.35%
5Y*
32.84%
10Y*
14.76%

CABK.MC

1D
3.15%
1M
1.75%
YTD
0.38%
6M
17.00%
1Y
51.42%
3Y*
52.47%
5Y*
38.61%
10Y*
19.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SAN.MC vs. CABK.MC — Risk / Return Rank

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

SAN.MC
SAN.MC Risk / Return Rank: 8989
Overall Rank
SAN.MC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SAN.MC Sortino Ratio Rank: 8585
Sortino Ratio Rank
SAN.MC Omega Ratio Rank: 8484
Omega Ratio Rank
SAN.MC Calmar Ratio Rank: 9393
Calmar Ratio Rank
SAN.MC Martin Ratio Rank: 9696
Martin Ratio Rank

CABK.MC
CABK.MC Risk / Return Rank: 8888
Overall Rank
CABK.MC Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CABK.MC Sortino Ratio Rank: 8282
Sortino Ratio Rank
CABK.MC Omega Ratio Rank: 8282
Omega Ratio Rank
CABK.MC Calmar Ratio Rank: 9494
Calmar Ratio Rank
CABK.MC Martin Ratio Rank: 9595
Martin Ratio Rank
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.

SAN.MC vs. CABK.MC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Santander (SAN.MC) and Caixabank SA (CABK.MC). 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.


SAN.MCCABK.MCDifference

Sharpe ratio

Return per unit of total volatility

1.95

1.78

+0.17

Sortino ratio

Return per unit of downside risk

2.48

2.27

+0.21

Omega ratio

Gain probability vs. loss probability

1.32

1.31

+0.01

Calmar ratio

Return relative to maximum drawdown

5.08

5.43

-0.35

Martin ratio

Return relative to average drawdown

17.88

17.15

+0.72

SAN.MC vs. CABK.MC - Sharpe Ratio Comparison

The current SAN.MC Sharpe Ratio is 1.95, which is comparable to the CABK.MC Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of SAN.MC and CABK.MC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SAN.MCCABK.MCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.78

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

1.29

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.58

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.26

+0.08

Correlation

The correlation between SAN.MC and CABK.MC is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SAN.MC vs. CABK.MC - Dividend Comparison

SAN.MC's dividend yield for the trailing twelve months is around 2.25%, less than CABK.MC's 3.51% yield.


TTM20252024202320222021202020192018201720162015
SAN.MC
Banco Santander
2.25%2.23%4.37%3.72%3.92%2.58%0.00%6.17%5.54%3.80%4.03%8.71%
CABK.MC
Caixabank SA
3.51%3.52%8.36%5.01%3.23%0.90%2.70%2.89%3.84%2.71%3.87%4.00%

Drawdowns

SAN.MC vs. CABK.MC - Drawdown Comparison

The maximum SAN.MC drawdown since its inception was -74.07%, which is greater than CABK.MC's maximum drawdown of -62.36%. Use the drawdown chart below to compare losses from any high point for SAN.MC and CABK.MC.


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Drawdown Indicators


SAN.MCCABK.MCDifference

Max Drawdown

Largest peak-to-trough decline

-74.07%

-62.36%

-11.71%

Max Drawdown (1Y)

Largest decline over 1 year

-17.46%

-18.22%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-31.61%

-26.30%

-5.31%

Max Drawdown (10Y)

Largest decline over 10 years

-72.13%

-62.36%

-9.77%

Current Drawdown

Current decline from peak

-10.54%

-8.11%

-2.43%

Average Drawdown

Average peak-to-trough decline

-20.97%

-23.20%

+2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

4.45%

+0.43%

Volatility

SAN.MC vs. CABK.MC - Volatility Comparison

Banco Santander (SAN.MC) has a higher volatility of 11.96% compared to Caixabank SA (CABK.MC) at 8.50%. This indicates that SAN.MC's price experiences larger fluctuations and is considered to be riskier than CABK.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAN.MCCABK.MCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.96%

8.50%

+3.46%

Volatility (6M)

Calculated over the trailing 6-month period

22.20%

19.00%

+3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

31.73%

28.44%

+3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.53%

29.46%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.40%

33.08%

+0.32%

Financials

SAN.MC vs. CABK.MC - Financials Comparison

This section allows you to compare key financial metrics between Banco Santander and Caixabank SA. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items