SAN vs. BAC
Compare and contrast key facts about Banco Santander, S.A. (SAN) and Bank of America Corporation (BAC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAN or BAC.
Performance
SAN vs. BAC - Performance Comparison
Returns By Period
In the year-to-date period, SAN achieves a 19.59% return, which is significantly lower than BAC's 40.71% return. Over the past 10 years, SAN has underperformed BAC with an annualized return of -0.97%, while BAC has yielded a comparatively higher 12.79% annualized return.
SAN
19.59%
-3.36%
-4.69%
22.86%
8.83%
-0.97%
BAC
40.71%
9.83%
20.11%
61.18%
9.68%
12.79%
Fundamentals
SAN | BAC | |
---|---|---|
Market Cap | $72.82B | $356.10B |
EPS | $0.79 | $2.74 |
PE Ratio | 6.03 | 16.81 |
PEG Ratio | 2.18 | 2.06 |
Total Revenue (TTM) | $97.47B | $83.43B |
Gross Profit (TTM) | $97.47B | $69.13B |
EBITDA (TTM) | $5.26B | $152.00M |
Key characteristics
SAN | BAC | |
---|---|---|
Sharpe Ratio | 0.88 | 2.59 |
Sortino Ratio | 1.23 | 3.82 |
Omega Ratio | 1.16 | 1.46 |
Calmar Ratio | 0.49 | 1.63 |
Martin Ratio | 3.52 | 11.14 |
Ulcer Index | 6.41% | 5.47% |
Daily Std Dev | 25.66% | 23.53% |
Max Drawdown | -79.53% | -93.45% |
Current Drawdown | -31.28% | -0.62% |
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Correlation
The correlation between SAN and BAC is 0.42, 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. BAC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco Santander, S.A. (SAN) and Bank of America Corporation (BAC). 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.
Dividends
SAN vs. BAC - Dividend Comparison
SAN's dividend yield for the trailing twelve months is around 4.54%, more than BAC's 2.11% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Banco Santander, S.A. | 4.54% | 3.57% | 3.83% | 2.58% | 3.93% | 6.48% | 6.06% | 5.48% | 4.49% | 9.81% | 10.13% | 9.12% |
Bank of America Corporation | 2.11% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
Drawdowns
SAN vs. BAC - Drawdown Comparison
The maximum SAN drawdown since its inception was -79.53%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for SAN and BAC. For additional features, visit the drawdowns tool.
Volatility
SAN vs. BAC - Volatility Comparison
Banco Santander, S.A. (SAN) and Bank of America Corporation (BAC) have volatilities of 9.11% and 9.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SAN vs. BAC - Financials Comparison
This section allows you to compare key financial metrics between Banco Santander, S.A. and Bank of America Corporation. 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