SAN vs. USD=X
SAN (Banco Santander, S.A.) is a stock, while USD=X (USD Cash) is a currency. Over the past 10 years, SAN returned 16.53%/yr vs 0.00%/yr for USD=X.
Performance
SAN vs. USD=X - Performance Comparison
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Returns By Period
SAN
- 1D
- 1.28%
- 1M
- 9.05%
- YTD
- 16.51%
- 6M
- 16.81%
- 1Y
- 72.42%
- 3Y*
- 62.67%
- 5Y*
- 32.61%
- 10Y*
- 16.53%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
SAN vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAN Banco Santander, S.A. | 16.51% | 164.72% | 14.96% | 46.20% | -6.62% | 10.41% | -21.99% | -2.32% | -28.49% | 32.28% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
SAN vs. USD=X — Risk / Return Rank
SAN
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SAN vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco Santander, S.A. (SAN) and USD Cash (USD=X). 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.
| SAN | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.34 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | — | — |
| Martin ratioReturn relative to average drawdown | 11.07 | — | — |
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Drawdowns
SAN vs. USD=X - Drawdown Comparison
The maximum SAN drawdown since its inception was -82.94%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SAN and USD=X.
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Drawdown Indicators
| SAN | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.94% | 0.00% | -82.94% |
Max Drawdown (1Y)Largest decline over 1 year | -20.29% | 0.00% | -20.29% |
Max Drawdown (3Y)Largest decline over 3 years | -20.29% | 0.00% | -20.29% |
Max Drawdown (5Y)Largest decline over 5 years | -41.13% | 0.00% | -41.13% |
Max Drawdown (10Y)Largest decline over 10 years | -73.84% | 0.00% | -73.84% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -30.64% | 0.00% | -30.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 0.00% | +6.56% |
Volatility
SAN vs. USD=X - Volatility Comparison
Banco Santander, S.A. (SAN) has a higher volatility of 10.69% compared to USD Cash (USD=X) at 0.00%. This indicates that SAN's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAN | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.69% | 0.00% | +10.69% |
Volatility (6M)Calculated over the trailing 6-month period | 27.47% | 0.00% | +27.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.98% | 0.00% | +32.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.88% | 0.00% | +33.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.83% | 0.00% | +35.83% |
Frequently Asked Questions
SAN has higher volatility (10.69%) compared to USD=X (0.00%). In terms of maximum drawdown, SAN dropped -82.94% vs USD=X's 0.00%.
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