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

Correlation

The correlation between SAN and NVDA is 0.32, 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.


-0.50.00.51.00.3

Performance

SAN vs. NVDA - Performance Comparison

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

0.00%100,000.00%200,000.00%300,000.00%400,000.00%JulyAugustSeptemberOctoberNovemberDecember
123.81%
358,144.68%
SAN
NVDA

Key characteristics

Sharpe Ratio

SAN:

0.62

NVDA:

3.44

Sortino Ratio

SAN:

0.94

NVDA:

3.64

Omega Ratio

SAN:

1.12

NVDA:

1.46

Calmar Ratio

SAN:

0.35

NVDA:

6.66

Martin Ratio

SAN:

2.39

NVDA:

20.59

Ulcer Index

SAN:

6.83%

NVDA:

8.74%

Daily Std Dev

SAN:

26.49%

NVDA:

52.29%

Max Drawdown

SAN:

-79.53%

NVDA:

-89.73%

Current Drawdown

SAN:

-34.62%

NVDA:

-9.52%

Fundamentals

Market Cap

SAN:

$71.05B

NVDA:

$3.19T

EPS

SAN:

$0.78

NVDA:

$2.53

PE Ratio

SAN:

5.99

NVDA:

51.54

PEG Ratio

SAN:

2.16

NVDA:

0.81

Total Revenue (TTM)

SAN:

$115.37B

NVDA:

$113.27B

Gross Profit (TTM)

SAN:

$86.35B

NVDA:

$85.93B

EBITDA (TTM)

SAN:

$16.12B

NVDA:

$74.87B

Returns By Period

In the year-to-date period, SAN achieves a 13.79% return, which is significantly lower than NVDA's 172.06% return. Over the past 10 years, SAN has underperformed NVDA with an annualized return of -1.37%, while NVDA has yielded a comparatively higher 75.35% annualized return.


SAN

YTD

13.79%

1M

-5.25%

6M

-0.09%

1Y

14.34%

5Y*

6.63%

10Y*

-1.37%

NVDA

YTD

172.06%

1M

-7.66%

6M

6.44%

1Y

175.01%

5Y*

86.75%

10Y*

75.35%

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Risk-Adjusted Performance

SAN vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Santander, S.A. (SAN) and NVIDIA Corporation (NVDA). 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 0.62, compared to the broader market-4.00-2.000.002.000.623.44
The chart of Sortino ratio for SAN, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.000.943.64
The chart of Omega ratio for SAN, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.46
The chart of Calmar ratio for SAN, currently valued at 0.35, compared to the broader market0.002.004.006.000.356.66
The chart of Martin ratio for SAN, currently valued at 2.39, compared to the broader market-5.000.005.0010.0015.0020.0025.002.3920.59
SAN
NVDA

The current SAN Sharpe Ratio is 0.62, which is lower than the NVDA Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of SAN and NVDA, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.62
3.44
SAN
NVDA

Dividends

SAN vs. NVDA - Dividend Comparison

SAN's dividend yield for the trailing twelve months is around 4.77%, more than NVDA's 0.02% yield.


TTM20232022202120202019201820172016201520142013
SAN
Banco Santander, S.A.
4.77%3.57%3.83%2.58%3.93%6.48%6.06%5.48%4.49%9.81%10.13%9.12%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

Drawdowns

SAN vs. NVDA - Drawdown Comparison

The maximum SAN drawdown since its inception was -79.53%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for SAN and NVDA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.62%
-9.52%
SAN
NVDA

Volatility

SAN vs. NVDA - Volatility Comparison

The current volatility for Banco Santander, S.A. (SAN) is 8.32%, while NVIDIA Corporation (NVDA) has a volatility of 10.07%. This indicates that SAN experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
8.32%
10.07%
SAN
NVDA

Financials

SAN vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between Banco Santander, S.A. and NVIDIA Corporation. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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