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SAN.MC vs. FCTWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAN.MC vs. FCTWX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Banco Santander (SAN.MC) and Fidelity Advisor Freedom 2025 Fund Class C (FCTWX). The values are adjusted to include any dividend payments, if applicable.

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SAN.MC vs. FCTWX - 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%
FCTWX
Fidelity Advisor Freedom 2025 Fund Class C
1.02%1.33%13.89%8.97%-12.35%16.88%3.77%21.76%-1.94%0.54%
Different Trading Currencies

SAN.MC is traded in EUR, while FCTWX is traded in USD. To make them comparable, the FCTWX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SAN.MC achieves a -0.82% return, which is significantly lower than FCTWX's 1.02% return. Over the past 10 years, SAN.MC has outperformed FCTWX with an annualized return of 14.76%, while FCTWX has yielded a comparatively lower 6.39% 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%

FCTWX

1D
0.89%
1M
-3.01%
YTD
1.02%
6M
2.44%
1Y
4.68%
3Y*
6.99%
5Y*
3.99%
10Y*
6.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SAN.MC vs. FCTWX — 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

FCTWX
FCTWX Risk / Return Rank: 6464
Overall Rank
FCTWX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FCTWX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FCTWX Omega Ratio Rank: 6363
Omega Ratio Rank
FCTWX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FCTWX Martin Ratio Rank: 6464
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. FCTWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Santander (SAN.MC) and Fidelity Advisor Freedom 2025 Fund Class C (FCTWX). 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.MCFCTWXDifference

Sharpe ratio

Return per unit of total volatility

1.95

0.45

+1.50

Sortino ratio

Return per unit of downside risk

2.48

0.67

+1.81

Omega ratio

Gain probability vs. loss probability

1.32

1.10

+0.22

Calmar ratio

Return relative to maximum drawdown

5.08

0.55

+4.53

Martin ratio

Return relative to average drawdown

17.88

2.20

+15.68

SAN.MC vs. FCTWX - Sharpe Ratio Comparison

The current SAN.MC Sharpe Ratio is 1.95, which is higher than the FCTWX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of SAN.MC and FCTWX, 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.MCFCTWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

0.45

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

0.42

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.60

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.40

-0.06

Correlation

The correlation between SAN.MC and FCTWX is 0.32, 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.


Dividends

SAN.MC vs. FCTWX - Dividend Comparison

SAN.MC's dividend yield for the trailing twelve months is around 2.25%, less than FCTWX's 7.26% 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%
FCTWX
Fidelity Advisor Freedom 2025 Fund Class C
7.26%7.21%3.17%1.33%8.34%8.77%5.65%5.88%8.78%3.95%3.79%4.30%

Drawdowns

SAN.MC vs. FCTWX - Drawdown Comparison

The maximum SAN.MC drawdown since its inception was -74.07%, which is greater than FCTWX's maximum drawdown of -44.79%. Use the drawdown chart below to compare losses from any high point for SAN.MC and FCTWX.


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Drawdown Indicators


SAN.MCFCTWXDifference

Max Drawdown

Largest peak-to-trough decline

-74.07%

-49.97%

-24.10%

Max Drawdown (1Y)

Largest decline over 1 year

-17.46%

-7.10%

-10.36%

Max Drawdown (5Y)

Largest decline over 5 years

-31.61%

-24.34%

-7.27%

Max Drawdown (10Y)

Largest decline over 10 years

-72.13%

-24.34%

-47.79%

Current Drawdown

Current decline from peak

-10.54%

-4.82%

-5.72%

Average Drawdown

Average peak-to-trough decline

-20.97%

-6.37%

-14.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

1.73%

+3.15%

Volatility

SAN.MC vs. FCTWX - Volatility Comparison

Banco Santander (SAN.MC) has a higher volatility of 11.96% compared to Fidelity Advisor Freedom 2025 Fund Class C (FCTWX) at 3.41%. This indicates that SAN.MC's price experiences larger fluctuations and is considered to be riskier than FCTWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAN.MCFCTWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.96%

3.41%

+8.55%

Volatility (6M)

Calculated over the trailing 6-month period

22.20%

6.25%

+15.95%

Volatility (1Y)

Calculated over the trailing 1-year period

31.73%

11.96%

+19.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.53%

9.50%

+21.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.40%

10.70%

+22.70%