^IBEX vs. SAN
Compare and contrast key facts about IBEX 35 Index (^IBEX) and Banco Santander, S.A. (SAN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IBEX or SAN.
Key characteristics
| ^IBEX | SAN | |
|---|---|---|
| YTD Return | 12.13% | 29.41% |
| 1Y Return | 22.95% | 60.33% |
| 3Y Return (Ann) | 7.08% | 13.01% |
| 5Y Return (Ann) | 3.99% | 7.93% |
| 10Y Return (Ann) | 0.79% | -1.20% |
| Sharpe Ratio | 1.88 | 2.28 |
| Daily Std Dev | 12.34% | 26.45% |
| Max Drawdown | -62.65% | -79.91% |
| Current Drawdown | -28.96% | -26.98% |
Correlation
The correlation between ^IBEX and SAN is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^IBEX vs. SAN - Performance Comparison
In the year-to-date period, ^IBEX achieves a 12.13% return, which is significantly lower than SAN's 29.41% return. Over the past 10 years, ^IBEX has outperformed SAN with an annualized return of 0.79%, while SAN has yielded a comparatively lower -1.20% 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
^IBEX vs. SAN - Risk-Adjusted Performance Comparison
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.
Drawdowns
^IBEX vs. SAN - Drawdown Comparison
The maximum ^IBEX drawdown since its inception was -62.65%, smaller than the maximum SAN drawdown of -79.91%. Use the drawdown chart below to compare losses from any high point for ^IBEX and SAN. For additional features, visit the drawdowns tool.
Volatility
^IBEX vs. SAN - Volatility Comparison
The current volatility for IBEX 35 Index (^IBEX) is 4.81%, while Banco Santander, S.A. (SAN) has a volatility of 7.91%. 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.