SAN vs. ^IBEX
Compare and contrast key facts about Banco Santander, S.A. (SAN) and IBEX 35 Index (^IBEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAN or ^IBEX.
Performance
SAN vs. ^IBEX - Performance Comparison
Returns By Period
In the year-to-date period, SAN achieves a 19.59% return, which is significantly higher than ^IBEX's 14.94% return. Over the past 10 years, SAN has underperformed ^IBEX with an annualized return of -0.97%, while ^IBEX has yielded a comparatively higher 0.86% annualized return.
SAN
19.59%
-3.36%
-4.69%
22.86%
8.83%
-0.97%
^IBEX
14.94%
-1.87%
2.66%
17.44%
4.55%
0.86%
Key characteristics
| SAN | ^IBEX | |
|---|---|---|
| Sharpe Ratio | 0.88 | 1.19 |
| Sortino Ratio | 1.23 | 1.67 |
| Omega Ratio | 1.16 | 1.21 |
| Calmar Ratio | 0.49 | 0.40 |
| Martin Ratio | 3.52 | 5.81 |
| Ulcer Index | 6.41% | 2.66% |
| Daily Std Dev | 25.66% | 12.87% |
| Max Drawdown | -79.53% | -62.65% |
| Current Drawdown | -31.28% | -27.18% |
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Correlation
The correlation between SAN and ^IBEX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
SAN vs. ^IBEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco Santander, S.A. (SAN) and IBEX 35 Index (^IBEX). 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.
Drawdowns
SAN vs. ^IBEX - Drawdown Comparison
The maximum SAN drawdown since its inception was -79.53%, which is greater than ^IBEX's maximum drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for SAN and ^IBEX. For additional features, visit the drawdowns tool.
Volatility
SAN vs. ^IBEX - Volatility Comparison
Banco Santander, S.A. (SAN) has a higher volatility of 9.11% compared to IBEX 35 Index (^IBEX) at 6.27%. This indicates that SAN's price experiences larger fluctuations and is considered to be riskier than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.