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SAN vs. MFG
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SAN vs. MFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Santander, S.A. (SAN) and Mizuho Financial Group, Inc. (MFG). The values are adjusted to include any dividend payments, if applicable.

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SAN vs. MFG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAN
Banco Santander, S.A.
-3.84%164.72%14.96%46.20%-6.62%10.41%-21.99%-2.32%-28.49%32.28%
MFG
Mizuho Financial Group, Inc.
8.47%54.60%47.85%26.14%17.09%2.40%-15.06%3.00%-17.58%3.21%

Fundamentals

Market Cap

SAN:

$179.66B

MFG:

$98.48B

EPS

SAN:

$0.87

MFG:

$84.66

PE Ratio

SAN:

12.97

MFG:

0.09

PEG Ratio

SAN:

0.70

MFG:

0.01

PS Ratio

SAN:

2.34

MFG:

0.01

PB Ratio

SAN:

1.74

MFG:

0.01

Total Revenue (TTM)

SAN:

$75.11B

MFG:

$8.35T

Gross Profit (TTM)

SAN:

$0.00

MFG:

$2.86T

EBITDA (TTM)

SAN:

$17.52B

MFG:

$1.34T

Returns By Period

In the year-to-date period, SAN achieves a -3.84% return, which is significantly lower than MFG's 8.47% return. Over the past 10 years, SAN has outperformed MFG with an annualized return of 14.62%, while MFG has yielded a comparatively lower 13.49% annualized return.


SAN

1D
5.42%
1M
-8.74%
YTD
-3.84%
6M
9.04%
1Y
73.26%
3Y*
50.67%
5Y*
31.51%
10Y*
14.62%

MFG

1D
4.06%
1M
-10.48%
YTD
8.47%
6M
18.51%
1Y
46.12%
3Y*
45.55%
5Y*
26.78%
10Y*
13.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SAN vs. MFG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SAN
SAN Risk / Return Rank: 9090
Overall Rank
SAN Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SAN Sortino Ratio Rank: 8888
Sortino Ratio Rank
SAN Omega Ratio Rank: 8787
Omega Ratio Rank
SAN Calmar Ratio Rank: 8989
Calmar Ratio Rank
SAN Martin Ratio Rank: 9292
Martin Ratio Rank

MFG
MFG Risk / Return Rank: 7878
Overall Rank
MFG Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
MFG Sortino Ratio Rank: 7474
Sortino Ratio Rank
MFG Omega Ratio Rank: 7878
Omega Ratio Rank
MFG Calmar Ratio Rank: 7575
Calmar Ratio Rank
MFG Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SAN vs. MFG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Santander, S.A. (SAN) and Mizuho Financial Group, Inc. (MFG). 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.


SANMFGDifference

Sharpe ratio

Return per unit of total volatility

2.13

1.32

+0.80

Sortino ratio

Return per unit of downside risk

2.60

1.75

+0.85

Omega ratio

Gain probability vs. loss probability

1.35

1.26

+0.09

Calmar ratio

Return relative to maximum drawdown

3.50

1.79

+1.71

Martin ratio

Return relative to average drawdown

11.96

5.32

+6.64

SAN vs. MFG - Sharpe Ratio Comparison

The current SAN Sharpe Ratio is 2.13, which is higher than the MFG Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of SAN and MFG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SANMFGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

1.32

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.93

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.51

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.00

+0.22

Correlation

The correlation between SAN and MFG is 0.42, 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.


Dividends

SAN vs. MFG - Dividend Comparison

SAN's dividend yield for the trailing twelve months is around 2.19%, more than MFG's 1.17% yield.


TTM20252024202320222021202020192018201720162015
SAN
Banco Santander, S.A.
2.19%2.11%4.63%3.58%3.83%2.71%0.00%6.20%5.83%4.60%3.29%7.06%
MFG
Mizuho Financial Group, Inc.
1.17%2.68%3.20%3.73%4.34%2.76%2.71%0.00%0.00%1.86%3.77%3.10%

Drawdowns

SAN vs. MFG - Drawdown Comparison

The maximum SAN drawdown since its inception was -82.94%, roughly equal to the maximum MFG drawdown of -80.57%. Use the drawdown chart below to compare losses from any high point for SAN and MFG.


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Drawdown Indicators


SANMFGDifference

Max Drawdown

Largest peak-to-trough decline

-82.94%

-80.57%

-2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-20.29%

-24.78%

+4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-44.15%

-29.53%

-14.62%

Max Drawdown (10Y)

Largest decline over 10 years

-73.84%

-49.87%

-23.97%

Current Drawdown

Current decline from peak

-14.61%

-21.31%

+6.70%

Average Drawdown

Average peak-to-trough decline

-30.78%

-61.34%

+30.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.93%

8.34%

-2.41%

Volatility

SAN vs. MFG - Volatility Comparison

Banco Santander, S.A. (SAN) has a higher volatility of 15.59% compared to Mizuho Financial Group, Inc. (MFG) at 10.30%. This indicates that SAN's price experiences larger fluctuations and is considered to be riskier than MFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SANMFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.59%

10.30%

+5.29%

Volatility (6M)

Calculated over the trailing 6-month period

25.14%

22.19%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

34.66%

35.03%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.45%

28.99%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.93%

26.49%

+9.44%

Financials

SAN vs. MFG - Financials Comparison

This section allows you to compare key financial metrics between Banco Santander, S.A. and Mizuho Financial Group, Inc.. 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


0.00500.00B1.00T1.50T2.00TAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
15.02B
2.25T
(SAN) Total Revenue
(MFG) Total Revenue
Values in USD except per share items