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SAN vs. JPM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAN and JPM is 0.49, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

SAN vs. JPM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Santander, S.A. (SAN) and JPMorgan Chase & Co. (JPM). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%December2025FebruaryMarchAprilMay
1,341.57%
7,404.03%
SAN
JPM

Key characteristics

Sharpe Ratio

SAN:

1.29

JPM:

1.08

Sortino Ratio

SAN:

1.80

JPM:

1.60

Omega Ratio

SAN:

1.25

JPM:

1.23

Calmar Ratio

SAN:

1.01

JPM:

1.26

Martin Ratio

SAN:

5.95

JPM:

4.31

Ulcer Index

SAN:

7.36%

JPM:

7.12%

Daily Std Dev

SAN:

33.65%

JPM:

28.58%

Max Drawdown

SAN:

-80.32%

JPM:

-74.02%

Current Drawdown

SAN:

-5.81%

JPM:

-11.27%

Fundamentals

Market Cap

SAN:

$109.51B

JPM:

$679.82B

EPS

SAN:

$0.82

JPM:

$20.38

PE Ratio

SAN:

8.54

JPM:

12.00

PEG Ratio

SAN:

2.78

JPM:

6.68

PS Ratio

SAN:

2.16

JPM:

4.03

PB Ratio

SAN:

0.90

JPM:

2.05

Total Revenue (TTM)

SAN:

$43.33B

JPM:

$204.37B

Gross Profit (TTM)

SAN:

$46.24B

JPM:

$180.79B

EBITDA (TTM)

SAN:

$10.83B

JPM:

$100.17B

Returns By Period

In the year-to-date period, SAN achieves a 55.27% return, which is significantly higher than JPM's 4.16% return. Over the past 10 years, SAN has underperformed JPM with an annualized return of 3.62%, while JPM has yielded a comparatively higher 17.55% annualized return.


SAN

YTD

55.27%

1M

4.43%

6M

45.68%

1Y

50.97%

5Y*

31.97%

10Y*

3.62%

JPM

YTD

4.16%

1M

1.95%

6M

12.52%

1Y

31.67%

5Y*

25.01%

10Y*

17.55%

*Annualized

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Risk-Adjusted Performance

SAN vs. JPM — 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 8686
Overall Rank
The Sharpe Ratio Rank of SAN is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SAN is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SAN is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SAN is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SAN is 8989
Martin Ratio Rank

JPM
The Risk-Adjusted Performance Rank of JPM is 8383
Overall Rank
The Sharpe Ratio Rank of JPM is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of JPM is 7979
Sortino Ratio Rank
The Omega Ratio Rank of JPM is 8080
Omega Ratio Rank
The Calmar Ratio Rank of JPM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of JPM is 8484
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. 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.


The chart of Sharpe ratio for SAN, currently valued at 1.29, compared to the broader market-2.00-1.000.001.002.003.00
SAN: 1.29
JPM: 1.08
The chart of Sortino ratio for SAN, currently valued at 1.80, compared to the broader market-6.00-4.00-2.000.002.004.00
SAN: 1.80
JPM: 1.60
The chart of Omega ratio for SAN, currently valued at 1.25, compared to the broader market0.501.001.502.00
SAN: 1.25
JPM: 1.23
The chart of Calmar ratio for SAN, currently valued at 1.01, compared to the broader market0.001.002.003.004.005.00
SAN: 1.01
JPM: 1.26
The chart of Martin ratio for SAN, currently valued at 5.95, compared to the broader market-10.000.0010.0020.00
SAN: 5.95
JPM: 4.31

The current SAN Sharpe Ratio is 1.29, which is comparable to the JPM Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SAN and JPM, 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 Ratio0.000.501.001.502.002.503.003.50December2025FebruaryMarchAprilMay
1.29
1.08
SAN
JPM

Dividends

SAN vs. JPM - Dividend Comparison

SAN's dividend yield for the trailing twelve months is around 3.26%, more than JPM's 2.05% yield.


TTM20242023202220212020201920182017201620152014
SAN
Banco Santander, S.A.
3.26%4.71%3.57%3.83%2.58%3.76%6.21%5.80%5.25%4.31%9.40%9.71%
JPM
JPMorgan Chase & Co.
2.05%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%

Drawdowns

SAN vs. JPM - Drawdown Comparison

The maximum SAN drawdown since its inception was -80.32%, 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.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-5.81%
-11.27%
SAN
JPM

Volatility

SAN vs. JPM - Volatility Comparison

Banco Santander, S.A. (SAN) has a higher volatility of 17.90% compared to JPMorgan Chase & Co. (JPM) at 15.42%. This indicates that SAN's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
17.90%
15.42%
SAN
JPM

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.


Quarterly
Annual

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


10.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
15.81B
68.89B
(SAN) Total Revenue
(JPM) Total Revenue
Values in USD except per share items