SAN vs. BTC-USD
Compare and contrast key facts about Banco Santander, S.A. (SAN) and Bitcoin (BTC-USD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAN or BTC-USD.
Performance
SAN vs. BTC-USD - Performance Comparison
Returns By Period
In the year-to-date period, SAN achieves a 19.59% return, which is significantly lower than BTC-USD's 133.06% return. Over the past 10 years, SAN has underperformed BTC-USD with an annualized return of -0.97%, while BTC-USD has yielded a comparatively higher 74.47% annualized return.
SAN
19.59%
-3.36%
-4.69%
22.86%
8.83%
-0.97%
BTC-USD
133.06%
46.23%
45.01%
163.15%
67.83%
74.47%
Key characteristics
| SAN | BTC-USD | |
|---|---|---|
| Sharpe Ratio | 0.88 | 1.09 |
| Sortino Ratio | 1.23 | 1.80 |
| Omega Ratio | 1.16 | 1.18 |
| Calmar Ratio | 0.49 | 0.94 |
| Martin Ratio | 3.52 | 5.10 |
| Ulcer Index | 6.41% | 11.65% |
| Daily Std Dev | 25.66% | 44.23% |
| Max Drawdown | -79.53% | -93.07% |
| Current Drawdown | -31.28% | 0.00% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between SAN and BTC-USD is 0.08, 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.
Risk-Adjusted Performance
SAN vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco Santander, S.A. (SAN) and Bitcoin (BTC-USD). 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. BTC-USD - Drawdown Comparison
The maximum SAN drawdown since its inception was -79.53%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for SAN and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
SAN vs. BTC-USD - Volatility Comparison
The current volatility for Banco Santander, S.A. (SAN) is 9.11%, while Bitcoin (BTC-USD) has a volatility of 16.79%. This indicates that SAN experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.