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

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.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-4.69%
25.75%
SAN
JPM

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

YTD

19.59%

1M

-3.36%

6M

-4.69%

1Y

22.86%

5Y (annualized)

8.83%

10Y (annualized)

-0.97%

JPM

YTD

47.33%

1M

9.21%

6M

25.75%

1Y

63.44%

5Y (annualized)

16.72%

10Y (annualized)

18.17%

Fundamentals


SANJPM
Market Cap$72.82B$684.38B
EPS$0.79$17.82
PE Ratio6.0313.51
PEG Ratio2.184.84
Total Revenue (TTM)$97.47B$173.22B
Gross Profit (TTM)$97.47B$169.52B
EBITDA (TTM)$5.26B$118.87B

Key characteristics


SANJPM
Sharpe Ratio0.882.77
Sortino Ratio1.233.58
Omega Ratio1.161.56
Calmar Ratio0.496.30
Martin Ratio3.5219.13
Ulcer Index6.41%3.34%
Daily Std Dev25.66%23.04%
Max Drawdown-79.53%-74.02%
Current Drawdown-31.28%-0.93%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for SAN, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.882.77
The chart of Sortino ratio for SAN, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.001.233.58
The chart of Omega ratio for SAN, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.56
The chart of Calmar ratio for SAN, currently valued at 0.49, compared to the broader market0.002.004.006.000.496.30
The chart of Martin ratio for SAN, currently valued at 3.52, compared to the broader market0.0010.0020.0030.003.5219.13
SAN
JPM

The current SAN Sharpe Ratio is 0.88, which is lower than the JPM Sharpe Ratio of 2.77. 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.88
2.77
SAN
JPM

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.


TTM20232022202120202019201820172016201520142013
SAN
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%
JPM
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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-31.28%
-0.93%
SAN
JPM

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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
9.11%
12.66%
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


Values in USD except per share items