SAN vs. JPM
Compare and contrast key facts about Banco Santander, S.A. (SAN) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAN or JPM.
Performance
SAN vs. JPM - Performance Comparison
Returns By Period
In the year-to-date period, SAN achieves a 19.59% return, which is significantly lower than JPM's 47.33% return. Over the past 10 years, SAN has underperformed JPM with an annualized return of -0.97%, while JPM has yielded a comparatively higher 18.17% annualized return.
SAN
19.59%
-3.36%
-4.69%
22.86%
8.83%
-0.97%
JPM
47.33%
9.21%
25.75%
63.44%
16.72%
18.17%
Fundamentals
SAN | JPM | |
---|---|---|
Market Cap | $72.82B | $684.38B |
EPS | $0.79 | $17.82 |
PE Ratio | 6.03 | 13.51 |
PEG Ratio | 2.18 | 4.84 |
Total Revenue (TTM) | $97.47B | $173.22B |
Gross Profit (TTM) | $97.47B | $169.52B |
EBITDA (TTM) | $5.26B | $118.87B |
Key characteristics
SAN | JPM | |
---|---|---|
Sharpe Ratio | 0.88 | 2.77 |
Sortino Ratio | 1.23 | 3.58 |
Omega Ratio | 1.16 | 1.56 |
Calmar Ratio | 0.49 | 6.30 |
Martin Ratio | 3.52 | 19.13 |
Ulcer Index | 6.41% | 3.34% |
Daily Std Dev | 25.66% | 23.04% |
Max Drawdown | -79.53% | -74.02% |
Current Drawdown | -31.28% | -0.93% |
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Correlation
The correlation between SAN and JPM is 0.44, 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. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco Santander, S.A. (SAN) and JPMorgan Chase & Co. (JPM). 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. JPM - Dividend Comparison
SAN's dividend yield for the trailing twelve months is around 4.54%, more than JPM's 1.88% 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% |
JPMorgan Chase & Co. | 1.88% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
SAN vs. JPM - Drawdown Comparison
The maximum SAN drawdown since its inception was -79.53%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for SAN and JPM. For additional features, visit the drawdowns tool.
Volatility
SAN vs. JPM - Volatility Comparison
The current volatility for Banco Santander, S.A. (SAN) is 9.11%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.66%. This indicates that SAN experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SAN vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Banco Santander, S.A. and JPMorgan Chase & Co.. 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