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

Performance

VOD vs. SAN - Performance Comparison

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

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Returns By Period

In the year-to-date period, VOD achieves a 19.76% return, which is significantly higher than SAN's 11.07% return. Over the past 10 years, VOD has underperformed SAN with an annualized return of -0.06%, while SAN has yielded a comparatively higher 16.85% annualized return.


VOD

1D
1.77%
1M
2.00%
YTD
19.76%
6M
25.65%
1Y
61.62%
3Y*
27.46%
5Y*
4.14%
10Y*
-0.06%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOD vs. SAN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOD
Vodafone Group Plc
19.76%63.00%5.68%-4.59%-27.22%-3.57%-9.63%5.64%-34.92%38.22%
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%

Correlation

The correlation between VOD and SAN is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.32

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

0.39

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

0.42

Correlation (All Time)
Calculated using the full available price history since Dec 16, 1988

0.38

The correlation between VOD and SAN shifts across timeframes, from 0.30 (1 year) to 0.42 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

VOD:

$35.85B

SAN:

$188.90B

EPS

VOD:

-€1.92

SAN:

€1.06

PS Ratio

VOD:

0.41

SAN:

2.27

PB Ratio

VOD:

0.61

SAN:

1.54

Total Revenue (TTM)

VOD:

€78.20B

SAN:

€74.92B

Gross Profit (TTM)

VOD:

€25.34B

SAN:

€46.97B

EBITDA (TTM)

VOD:

€25.58B

SAN:

€21.14B

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Return for Risk

VOD vs. SAN — Risk / Return Rank

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

VOD
VOD Risk / Return Rank: 9292
Overall Rank
VOD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VOD Sortino Ratio Rank: 8989
Sortino Ratio Rank
VOD Omega Ratio Rank: 9191
Omega Ratio Rank
VOD Calmar Ratio Rank: 9595
Calmar Ratio Rank
VOD Martin Ratio Rank: 9393
Martin Ratio Rank

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
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.

VOD vs. SAN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vodafone Group Plc (VOD) 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.


VODSANDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.43

1.30

+0.13

Calmar ratioReturn relative to maximum drawdown

6.16

3.13

+3.03

Martin ratioReturn relative to average drawdown

14.54

9.63

+4.92

VOD vs. SAN - Sharpe Ratio Comparison

The current VOD Sharpe Ratio is 2.39, which is comparable to the SAN Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of VOD and SAN, 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

VOD vs. SAN - Drawdown Comparison

The maximum VOD drawdown since its inception was -79.32%, roughly equal to the maximum SAN drawdown of -82.94%. Use the drawdown chart below to compare losses from any high point for VOD and SAN.


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Drawdown Indicators


VODSANDifference

Max Drawdown

Largest peak-to-trough decline

-79.32%

-82.94%

+3.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-20.29%

+10.24%

Max Drawdown (3Y)

Largest decline over 3 years

-20.03%

-20.29%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-49.24%

-43.23%

-6.01%

Max Drawdown (10Y)

Largest decline over 10 years

-62.36%

-73.84%

+11.48%

Current Drawdown

Current decline from peak

-16.19%

-1.37%

-14.82%

Average Drawdown

Average peak-to-trough decline

-32.70%

-30.66%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

6.58%

-2.33%

Volatility

VOD vs. SAN - Volatility Comparison

The current volatility for Vodafone Group Plc (VOD) is 7.37%, while Banco Santander, S.A. (SAN) has a volatility of 10.68%. This indicates that VOD experiences smaller price fluctuations and is considered to be less risky 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


VODSANDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

10.68%

-3.31%

Volatility (6M)

Calculated over the trailing 6-month period

19.67%

27.49%

-7.82%

Volatility (1Y)

Calculated over the trailing 1-year period

25.97%

33.65%

-7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.00%

33.89%

-6.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.85%

35.85%

-8.00%

Dividends

VOD vs. SAN - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 3.43%, more than SAN's 2.17% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VOD
Vodafone Group Plc
3.43%3.86%8.58%11.15%9.27%7.04%6.11%4.92%8.99%5.33%12.26%6.77%

Financials

VOD vs. SAN - Financials Comparison

This section allows you to compare key financial metrics between Vodafone Group Plc 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


15.00B20.00B25.00B30.00B20222023202420252026
21.14B
31.44B
(VOD) Total Revenue
(SAN) Total Revenue
Values in EUR except per share items

VOD vs. SAN - Profitability Comparison

The chart below illustrates the profitability comparison between Vodafone Group Plc and Banco Santander, S.A. 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
30.5%
41.2%
Portfolio components
VOD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vodafone Group Plc reported a gross profit of 6.44B and revenue of 21.14B. Therefore, the gross margin over that period was 30.5%.

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%.

VOD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vodafone Group Plc reported an operating income of 1.13B and revenue of 21.14B, resulting in an operating margin of 5.3%.

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%.

VOD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vodafone Group Plc reported a net income of -1.24B and revenue of 21.14B, resulting in a net margin of -5.9%.

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


VOD and SAN have a correlation of 0.30, 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 VOD (7.37%). In terms of maximum drawdown, VOD dropped -79.32% vs SAN's -82.94%.

VOD currently has the higher Sharpe Ratio (2.39 vs 1.89), 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 VOD and SAN

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