SCGLY vs. SAN
SCGLY (Societe Generale ADR) and SAN (Banco Santander, S.A.) are both stocks. Both are in the Financial Services sector — SCGLY in Banks - Regional, SAN in Banks - Diversified. Over the past 10 years, SCGLY returned 16.02%/yr vs 18.27%/yr for SAN. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
SCGLY vs. SAN - Performance Comparison
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Returns By Period
In the year-to-date period, SCGLY achieves a 10.52% return, which is significantly lower than SAN's 17.37% return. Over the past 10 years, SCGLY has underperformed SAN with an annualized return of 16.02%, while SAN has yielded a comparatively higher 18.27% annualized return.
SCGLY
- 1D
- -2.44%
- 1M
- 12.12%
- YTD
- 10.52%
- 6M
- 10.39%
- 1Y
- 63.43%
- 3Y*
- 56.24%
- 5Y*
- 29.07%
- 10Y*
- 16.02%
SAN
- 1D
- -0.80%
- 1M
- 12.96%
- YTD
- 17.37%
- 6M
- 16.48%
- 1Y
- 74.35%
- 3Y*
- 65.80%
- 5Y*
- 32.15%
- 10Y*
- 18.27%
SCGLY vs. SAN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCGLY Societe Generale ADR | 10.52% | 195.45% | 8.74% | 16.36% | -23.55% | 70.39% | -40.49% | 21.83% | -35.67% | 15.46% |
SAN Banco Santander, S.A. | 17.37% | 164.72% | 14.96% | 46.20% | -6.62% | 10.41% | -21.99% | -2.32% | -28.49% | 32.28% |
Correlation
The correlation between SCGLY and SAN is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.69 |
The correlation between SCGLY and SAN has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.
Fundamentals
SCGLY:
$65.30B
SAN:
$199.62B
SCGLY:
€2.04
SAN:
€1.06
SCGLY:
7.57
SAN:
11.20
SCGLY:
0.24
SAN:
0.59
SCGLY:
0.87
SAN:
2.43
SCGLY:
0.81
SAN:
1.65
SCGLY:
€66.58B
SAN:
€74.92B
SCGLY:
€51.59B
SAN:
€46.97B
SCGLY:
€13.58B
SAN:
€21.14B
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Return for Risk
SCGLY vs. SAN — Risk / Return Rank
SCGLY
SAN
SCGLY vs. SAN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Societe Generale ADR (SCGLY) and Banco Santander, S.A. (SAN). 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.
| SCGLY | SAN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.35 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 3.68 | -0.97 |
| Martin ratioReturn relative to average drawdown | 7.71 | 11.37 | -3.66 |
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Drawdowns
SCGLY vs. SAN - Drawdown Comparison
The maximum SCGLY drawdown since its inception was -89.76%, which is greater than SAN's maximum drawdown of -82.94%. Use the drawdown chart below to compare losses from any high point for SCGLY and SAN.
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Drawdown Indicators
| SCGLY | SAN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.76% | -82.94% | -6.82% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -20.29% | -3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -25.67% | -20.29% | -5.38% |
Max Drawdown (5Y)Largest decline over 5 years | -51.15% | -41.13% | -10.02% |
Max Drawdown (10Y)Largest decline over 10 years | -75.30% | -73.84% | -1.46% |
Current DrawdownCurrent decline from peak | -4.07% | -0.80% | -3.27% |
Average DrawdownAverage peak-to-trough decline | -67.55% | -30.64% | -36.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.26% | 6.56% | +1.70% |
Volatility
SCGLY vs. SAN - Volatility Comparison
Societe Generale ADR (SCGLY) has a higher volatility of 10.57% compared to Banco Santander, S.A. (SAN) at 9.79%. This indicates that SCGLY's price experiences larger fluctuations and is considered to be riskier than SAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCGLY | SAN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.57% | 9.79% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 28.65% | 27.51% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.79% | 32.99% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.45% | 33.90% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.73% | 35.21% | +4.52% |
Dividends
SCGLY vs. SAN - Dividend Comparison
SCGLY's dividend yield for the trailing twelve months is around 2.16%, more than SAN's 2.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAN Banco Santander, S.A. | 2.06% | 2.11% | 4.63% | 3.58% | 3.83% | 2.71% | 0.00% | 6.20% | 5.83% | 4.60% | 3.29% | 7.06% |
SCGLY Societe Generale ADR | 2.16% | 2.42% | 3.43% | 6.76% | 6.98% | 1.90% | 0.00% | 7.15% | 8.65% | 9.50% | 9.53% | 2.82% |
Financials
SCGLY vs. SAN - Financials Comparison
This section allows you to compare key financial metrics between Societe Generale ADR and Banco Santander, S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SCGLY vs. SAN - Profitability Comparison
SCGLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Societe Generale ADR reported a gross profit of 7.17B and revenue of 7.17B. Therefore, the gross margin over that period was 100.0%.
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%.
SCGLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Societe Generale ADR reported an operating income of 2.49B and revenue of 7.17B, resulting in an operating margin of 34.8%.
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%.
SCGLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Societe Generale ADR reported a net income of 1.70B and revenue of 7.17B, resulting in a net margin of 23.7%.
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%.
Frequently Asked Questions
SCGLY and SAN have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCGLY has higher volatility (10.57%) compared to SAN (9.79%). In terms of maximum drawdown, SCGLY dropped -89.76% vs SAN's -82.94%.
SAN currently has the higher Sharpe Ratio (2.27 vs 1.78), 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.
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