PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SAN vs. BAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.4

Performance

SAN vs. BAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Santander, S.A. (SAN) and Bank of America Corporation (BAC). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%JulyAugustSeptemberOctoberNovemberDecember
978.95%
1,980.15%
SAN
BAC

Key characteristics

Sharpe Ratio

SAN:

0.62

BAC:

1.64

Sortino Ratio

SAN:

0.94

BAC:

2.50

Omega Ratio

SAN:

1.12

BAC:

1.30

Calmar Ratio

SAN:

0.35

BAC:

1.16

Martin Ratio

SAN:

2.39

BAC:

6.69

Ulcer Index

SAN:

6.83%

BAC:

5.58%

Daily Std Dev

SAN:

26.49%

BAC:

22.71%

Max Drawdown

SAN:

-79.53%

BAC:

-93.45%

Current Drawdown

SAN:

-34.62%

BAC:

-7.02%

Fundamentals

Market Cap

SAN:

$71.05B

BAC:

$345.66B

EPS

SAN:

$0.78

BAC:

$2.76

PE Ratio

SAN:

5.99

BAC:

16.32

PEG Ratio

SAN:

2.16

BAC:

2.00

Total Revenue (TTM)

SAN:

$115.37B

BAC:

$97.40B

Gross Profit (TTM)

SAN:

$86.35B

BAC:

$58.68B

EBITDA (TTM)

SAN:

$16.12B

BAC:

$42.54B

Returns By Period

In the year-to-date period, SAN achieves a 13.79% return, which is significantly lower than BAC's 34.52% return. Over the past 10 years, SAN has underperformed BAC with an annualized return of -1.37%, while BAC has yielded a comparatively higher 11.77% annualized return.


SAN

YTD

13.79%

1M

-5.25%

6M

-0.09%

1Y

14.34%

5Y*

6.63%

10Y*

-1.37%

BAC

YTD

34.52%

1M

-3.57%

6M

13.21%

1Y

36.43%

5Y*

7.44%

10Y*

11.77%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for SAN, currently valued at 0.62, compared to the broader market-4.00-2.000.002.000.621.64
The chart of Sortino ratio for SAN, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.000.942.50
The chart of Omega ratio for SAN, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.30
The chart of Calmar ratio for SAN, currently valued at 0.35, compared to the broader market0.002.004.006.000.351.16
The chart of Martin ratio for SAN, currently valued at 2.39, compared to the broader market-5.000.005.0010.0015.0020.0025.002.396.69
SAN
BAC

The current SAN Sharpe Ratio is 0.62, which is lower than the BAC Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of SAN and BAC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.62
1.64
SAN
BAC

Dividends

SAN vs. BAC - Dividend Comparison

SAN's dividend yield for the trailing twelve months is around 4.77%, more than BAC's 2.26% yield.


TTM20232022202120202019201820172016201520142013
SAN
Banco Santander, S.A.
4.77%3.57%3.83%2.58%3.93%6.48%6.06%5.48%4.49%9.81%10.13%9.12%
BAC
Bank of America Corporation
2.26%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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.62%
-7.02%
SAN
BAC

Volatility

SAN vs. BAC - Volatility Comparison

Banco Santander, S.A. (SAN) has a higher volatility of 8.32% compared to Bank of America Corporation (BAC) at 5.47%. This indicates that SAN's price experiences larger fluctuations and is considered to be riskier than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.32%
5.47%
SAN
BAC

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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab