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

Performance

SAN vs. NVS - Performance Comparison

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

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Returns By Period

In the year-to-date period, SAN achieves a 11.07% return, which is significantly lower than NVS's 14.40% return. Over the past 10 years, SAN has outperformed NVS with an annualized return of 16.85%, while NVS has yielded a comparatively lower 11.14% annualized return.


SAN

1D
2.47%
1M
7.79%
YTD
11.07%
6M
14.69%
1Y
63.16%
3Y*
60.71%
5Y*
29.56%
10Y*
16.85%

NVS

1D
-0.55%
1M
2.22%
YTD
14.40%
6M
18.98%
1Y
30.60%
3Y*
19.57%
5Y*
14.77%
10Y*
11.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAN vs. NVS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SAN
Banco Santander, S.A.
11.07%164.72%14.96%46.20%-6.62%10.41%-21.99%-2.32%-28.49%32.28%
NVS
Novartis AG
14.40%46.95%0.02%16.14%8.06%-3.65%3.34%13.92%5.95%19.42%

Correlation

The correlation between SAN and NVS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Nov 7, 1996

0.38

The correlation between SAN and NVS shifts across timeframes, from 0.27 (10 years) to 0.38 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SAN:

$188.90B

NVS:

$293.28B

EPS

SAN:

€1.06

NVS:

$6.99

PE Ratio

SAN:

10.47

NVS:

21.90

PEG Ratio

SAN:

0.55

NVS:

1.48

PS Ratio

SAN:

2.27

NVS:

5.29

PB Ratio

SAN:

1.54

NVS:

7.62

Total Revenue (TTM)

SAN:

€74.92B

NVS:

$56.05B

Gross Profit (TTM)

SAN:

€46.97B

NVS:

$42.19B

EBITDA (TTM)

SAN:

€21.14B

NVS:

$22.40B

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Return for Risk

SAN vs. NVS — Risk / Return Rank

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

SAN
SAN Risk / Return Rank: 8686
Overall Rank
SAN Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SAN Sortino Ratio Rank: 8585
Sortino Ratio Rank
SAN Omega Ratio Rank: 8282
Omega Ratio Rank
SAN Calmar Ratio Rank: 8585
Calmar Ratio Rank
SAN Martin Ratio Rank: 8888
Martin Ratio Rank

NVS
NVS Risk / Return Rank: 8080
Overall Rank
NVS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
NVS Sortino Ratio Rank: 7979
Sortino Ratio Rank
NVS Omega Ratio Rank: 7777
Omega Ratio Rank
NVS Calmar Ratio Rank: 8080
Calmar Ratio Rank
NVS Martin Ratio Rank: 8080
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. NVS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Santander, S.A. (SAN) and Novartis AG (NVS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SANNVSDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.30

1.26

+0.05

Calmar ratioReturn relative to maximum drawdown

3.13

2.43

+0.70

Martin ratioReturn relative to average drawdown

9.63

5.88

+3.74

SAN vs. NVS - Sharpe Ratio Comparison

The current SAN Sharpe Ratio is 1.89, which is comparable to the NVS Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SAN and NVS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SAN vs. NVS - Drawdown Comparison

The maximum SAN drawdown since its inception was -82.94%, which is greater than NVS's maximum drawdown of -42.10%. Use the drawdown chart below to compare losses from any high point for SAN and NVS.


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Drawdown Indicators


SANNVSDifference

Max Drawdown

Largest peak-to-trough decline

-82.94%

-42.10%

-40.84%

Max Drawdown (1Y)

Largest decline over 1 year

-20.29%

-12.65%

-7.64%

Max Drawdown (3Y)

Largest decline over 3 years

-20.29%

-19.95%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-43.23%

-20.42%

-22.81%

Max Drawdown (10Y)

Largest decline over 10 years

-73.84%

-26.03%

-47.81%

Current Drawdown

Current decline from peak

-1.37%

-6.46%

+5.09%

Average Drawdown

Average peak-to-trough decline

-30.66%

-10.92%

-19.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.58%

5.23%

+1.35%

Volatility

SAN vs. NVS - Volatility Comparison

Banco Santander, S.A. (SAN) has a higher volatility of 10.68% compared to Novartis AG (NVS) at 7.18%. This indicates that SAN's price experiences larger fluctuations and is considered to be riskier than NVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SANNVSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.68%

7.18%

+3.50%

Volatility (6M)

Calculated over the trailing 6-month period

27.49%

14.96%

+12.53%

Volatility (1Y)

Calculated over the trailing 1-year period

33.65%

21.02%

+12.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.89%

18.89%

+15.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.85%

19.64%

+16.21%

Dividends

SAN vs. NVS - Dividend Comparison

SAN's dividend yield for the trailing twelve months is around 2.17%, less than NVS's 3.12% yield.


PositionTTM20252024202320222021202020192018201720162015
NVS
Novartis AG
3.12%2.90%3.84%3.44%3.70%3.86%3.22%3.03%3.47%3.24%3.73%3.10%
SAN
Banco Santander, S.A.
2.17%2.11%4.63%3.58%3.83%2.71%0.00%6.20%5.83%4.60%3.29%7.06%

Financials

SAN vs. NVS - Financials Comparison

This section allows you to compare key financial metrics between Banco Santander, S.A. and Novartis AG. 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


10.00B15.00B20.00B25.00B30.00B20222023202420252026
31.44B
13.52B
(SAN) Total Revenue
(NVS) Total Revenue
Please note, different currencies. SAN values in EUR, NVS values in USD

SAN vs. NVS - Profitability Comparison

The chart below illustrates the profitability comparison between Banco Santander, S.A. and Novartis AG over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
41.2%
74.4%
Portfolio components
SAN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Banco Santander, S.A. reported a gross profit of 12.95B and revenue of 31.44B. Therefore, the gross margin over that period was 41.2%.

NVS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Novartis AG reported a gross profit of 10.07B and revenue of 13.52B. Therefore, the gross margin over that period was 74.4%.

SAN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Banco Santander, S.A. reported an operating income of 5.11B and revenue of 31.44B, resulting in an operating margin of 16.3%.

NVS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Novartis AG reported an operating income of 4.24B and revenue of 13.52B, resulting in an operating margin of 31.3%.

SAN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Banco Santander, S.A. reported a net income of 5.54B and revenue of 31.44B, resulting in a net margin of 17.6%.

NVS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Novartis AG reported a net income of 3.16B and revenue of 13.52B, resulting in a net margin of 23.3%.


Frequently Asked Questions


SAN and NVS have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAN has higher volatility (10.68%) compared to NVS (7.18%). In terms of maximum drawdown, SAN dropped -82.94% vs NVS's -42.10%.

SAN currently has the higher Sharpe Ratio (1.89 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SAN and NVS

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