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SAN vs. BARC.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAN and BARC.L is 0.31, 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.


Performance

SAN vs. BARC.L - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SAN:

1.74

BARC.L:

1.64

Sortino Ratio

SAN:

2.20

BARC.L:

2.29

Omega Ratio

SAN:

1.31

BARC.L:

1.31

Calmar Ratio

SAN:

1.32

BARC.L:

1.19

Martin Ratio

SAN:

7.72

BARC.L:

12.34

Ulcer Index

SAN:

7.37%

BARC.L:

4.86%

Daily Std Dev

SAN:

33.76%

BARC.L:

33.53%

Max Drawdown

SAN:

-80.30%

BARC.L:

-92.40%

Current Drawdown

SAN:

-0.50%

BARC.L:

-17.11%

Fundamentals

Market Cap

SAN:

$118.49B

BARC.L:

£46.68B

EPS

SAN:

$0.90

BARC.L:

£0.38

PE Ratio

SAN:

8.84

BARC.L:

8.63

PEG Ratio

SAN:

3.15

BARC.L:

1.38

PS Ratio

SAN:

2.34

BARC.L:

1.88

PB Ratio

SAN:

1.04

BARC.L:

0.63

Total Revenue (TTM)

SAN:

$57.73B

BARC.L:

£26.99B

Gross Profit (TTM)

SAN:

$62.30B

BARC.L:

£26.99B

EBITDA (TTM)

SAN:

$10.83B

BARC.L:

£3.61B

Returns By Period

In the year-to-date period, SAN achieves a 76.43% return, which is significantly higher than BARC.L's 24.54% return. Both investments have delivered pretty close results over the past 10 years, with SAN having a 5.10% annualized return and BARC.L not far ahead at 5.24%.


SAN

YTD

76.43%

1M

20.08%

6M

69.02%

1Y

58.35%

3Y*

46.22%

5Y*

36.16%

10Y*

5.10%

BARC.L

YTD

24.54%

1M

18.28%

6M

28.96%

1Y

55.54%

3Y*

34.47%

5Y*

30.23%

10Y*

5.24%

*Annualized

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Banco Santander, S.A.

Barclays plc

Risk-Adjusted Performance

SAN vs. BARC.L — Risk-Adjusted Performance Rank

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

SAN
The Risk-Adjusted Performance Rank of SAN is 9090
Overall Rank
The Sharpe Ratio Rank of SAN is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of SAN is 8888
Sortino Ratio Rank
The Omega Ratio Rank of SAN is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SAN is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SAN is 9292
Martin Ratio Rank

BARC.L
The Risk-Adjusted Performance Rank of BARC.L is 9090
Overall Rank
The Sharpe Ratio Rank of BARC.L is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BARC.L is 8989
Sortino Ratio Rank
The Omega Ratio Rank of BARC.L is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BARC.L is 8686
Calmar Ratio Rank
The Martin Ratio Rank of BARC.L is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SAN vs. BARC.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Santander, S.A. (SAN) and Barclays plc (BARC.L). 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.


The current SAN Sharpe Ratio is 1.74, which is comparable to the BARC.L Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of SAN and BARC.L, 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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Dividends

SAN vs. BARC.L - Dividend Comparison

SAN's dividend yield for the trailing twelve months is around 2.94%, more than BARC.L's 2.56% yield.


TTM20242023202220212020201920182017201620152014
SAN
Banco Santander, S.A.
2.94%4.61%3.65%3.78%2.59%3.76%5.97%5.59%5.05%4.13%9.14%9.36%
BARC.L
Barclays plc
2.56%3.06%5.01%3.94%1.60%4.09%3.90%2.99%1.48%2.01%2.97%2.67%

Drawdowns

SAN vs. BARC.L - Drawdown Comparison

The maximum SAN drawdown since its inception was -80.30%, smaller than the maximum BARC.L drawdown of -92.40%. Use the drawdown chart below to compare losses from any high point for SAN and BARC.L. For additional features, visit the drawdowns tool.


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Volatility

SAN vs. BARC.L - Volatility Comparison

Banco Santander, S.A. (SAN) has a higher volatility of 7.93% compared to Barclays plc (BARC.L) at 6.52%. This indicates that SAN's price experiences larger fluctuations and is considered to be riskier than BARC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SAN vs. BARC.L - Financials Comparison

This section allows you to compare key financial metrics between Banco Santander, S.A. and Barclays plc. 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


0.0010.00B20.00B30.00B40.00B20212022202320242025
16.05B
7.71B
(SAN) Total Revenue
(BARC.L) Total Revenue
Please note, different currencies. SAN values in USD, BARC.L values in GBp