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.
Key characteristics
| SAN | BTC-USD | |
|---|---|---|
| YTD Return | 22.22% | 52.56% |
| 1Y Return | 48.18% | 126.87% |
| 3Y Return (Ann) | 17.20% | 6.05% |
| 5Y Return (Ann) | 5.24% | 65.03% |
| 10Y Return (Ann) | -1.57% | 64.65% |
| Sharpe Ratio | 1.80 | 5.17 |
| Daily Std Dev | 26.52% | 38.60% |
| Max Drawdown | -79.91% | -93.07% |
| Current Drawdown | -31.03% | -11.77% |
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.
Performance
SAN vs. BTC-USD - Performance Comparison
In the year-to-date period, SAN achieves a 22.22% return, which is significantly lower than BTC-USD's 52.56% return. Over the past 10 years, SAN has underperformed BTC-USD with an annualized return of -1.57%, while BTC-USD has yielded a comparatively higher 64.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 -79.91%, 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 6.87%, while Bitcoin (BTC-USD) has a volatility of 15.04%. 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.