^IBEX vs. SAN

In the year-to-date period, ^IBEX achieves a 16.90% return, which is significantly lower than SAN's 65.05% return. Over the past 10 years, ^IBEX has underperformed SAN with an annualized return of 1.78%, while SAN has yielded a comparatively higher 4.21% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for IBEX 35 Index (^IBEX) 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.

The current ^IBEX Sharpe Ratio is 1.34, which is comparable to the SAN Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of ^IBEX and SAN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^IBEX drawdown since its inception was -62.65%, smaller than the maximum SAN drawdown of -80.32%. Use the drawdown chart below to compare losses from any high point for ^IBEX and SAN. For additional features, visit the drawdowns tool.

The current volatility for IBEX 35 Index (^IBEX) is 6.15%, while Banco Santander, S.A. (SAN) has a volatility of 8.36%. This indicates that ^IBEX 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.