TM2.F vs. CABK.MC
Compare and contrast key facts about Sydbank A/S (TM2.F) and Caixabank SA (CABK.MC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TM2.F or CABK.MC.
Key characteristics
| TM2.F | CABK.MC | |
|---|---|---|
| YTD Return | 192.24% | 64.58% |
| 1Y Return | 188.81% | 61.67% |
| 3Y Return (Ann) | 111.23% | 38.81% |
| 5Y Return (Ann) | 89.09% | 19.90% |
| 10Y Return (Ann) | 60.18% | 7.25% |
| Sharpe Ratio | 1.54 | 2.29 |
| Sortino Ratio | 9.02 | 2.72 |
| Omega Ratio | 2.09 | 1.39 |
| Calmar Ratio | 10.18 | 3.95 |
| Martin Ratio | 27.56 | 11.13 |
| Ulcer Index | 6.69% | 5.05% |
| Daily Std Dev | 119.06% | 24.45% |
| Max Drawdown | -76.16% | -62.36% |
| Current Drawdown | -6.73% | -2.94% |
Fundamentals
| TM2.F | CABK.MC | |
|---|---|---|
| Market Cap | €2.43B | €40.00B |
| EPS | €8.11 | €0.71 |
| PE Ratio | 5.67 | 7.85 |
| Total Revenue (TTM) | €5.74B | €18.86B |
Correlation
The correlation between TM2.F and CABK.MC is 0.21, 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.
Performance
TM2.F vs. CABK.MC - Performance Comparison
In the year-to-date period, TM2.F achieves a 192.24% return, which is significantly higher than CABK.MC's 64.58% return. Over the past 10 years, TM2.F has outperformed CABK.MC with an annualized return of 60.18%, while CABK.MC has yielded a comparatively lower 7.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TM2.F vs. CABK.MC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sydbank A/S (TM2.F) and Caixabank SA (CABK.MC). 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.
Dividends
TM2.F vs. CABK.MC - Dividend Comparison
TM2.F's dividend yield for the trailing twelve months is around 8.70%, more than CABK.MC's 7.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TM2.F Sydbank A/S | 8.70% | 5.81% | 4.09% | 4.74% | 7.14% | 6.84% | 7.52% | 4.25% | 1.48% | 3.21% | 0.00% | 0.00% |
CABK.MC Caixabank SA | 7.80% | 5.01% | 3.23% | 0.90% | 2.70% | 2.89% | 3.84% | 2.71% | 3.87% | 4.00% | 3.62% | 7.28% |
Drawdowns
TM2.F vs. CABK.MC - Drawdown Comparison
The maximum TM2.F drawdown since its inception was -76.16%, which is greater than CABK.MC's maximum drawdown of -62.36%. Use the drawdown chart below to compare losses from any high point for TM2.F and CABK.MC. For additional features, visit the drawdowns tool.
Volatility
TM2.F vs. CABK.MC - Volatility Comparison
Sydbank A/S (TM2.F) and Caixabank SA (CABK.MC) have volatilities of 8.80% and 9.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TM2.F vs. CABK.MC - Financials Comparison
This section allows you to compare key financial metrics between Sydbank A/S and Caixabank SA. 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