Banco Santander S.A

10-Year Study

BCDRF.US · Financial Services · US · Common Stock

Executive Summary: Banco Santander S.A has compounded at 16.5% annually over the last 10 years, with a maximum drawdown of 70.6% and an annualized volatility of 50.3%.

1Y CAGR
+73.0%
3Y CAGR
+65.3%
5Y CAGR
+30.0%
10Y CAGR
+16.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
70.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
39.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +195.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -28.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.4-2.8-7.613.3————————5.3%
202524.618.96.53.415.44.42.812.610.6-2.36.812.5195.8%
2024-0.15.118.15.12.4-6.32.5-0.35.3-0.8-9.9-5.513.4%
202320.712.5-12.211.4-13.2-6.129.0-4.56.0-3.78.0-3.941.7%
20229.0-5.80.9-15.19.6-9.5-12.7-3.1-5.710.424.5-4.7-8.8%
20213.311.00.014.78.4-9.2-3.9-0.7-1.06.0-18.57.513.7%
2020-2.1-5.0-31.6-12.15.36.2-10.0-6.2-8.97.860.92.2-14.7%
201912.4-3.35.24.9-12.32.3-6.0-11.37.43.7-4.43.3-1.4%
201816.3-4.1-6.82.2-16.8-1.36.9-10.62.8-10.52.4-8.2-28.0%
201710.9-6.715.810.4-1.84.51.7-4.28.52.1-6.0-4.431.7%
2016———25.7-11.4-14.84.90.52.615.0-7.412.222.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 50.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 55.1% of variance. Idiosyncratic stock-specific factors contribute 15.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0112572.769582708843
2016-05-0111133.943361994163
2016-06-019482.527411848228
2016-07-019942.809813047252
2016-08-019990.534038021613
2016-09-0110254.003313086692
2016-10-0111793.405379821725
2016-11-0110915.83182140885
2016-12-0112246.98272461939
2017-01-0113586.81075964345
2017-02-0112680.839315295416
2017-03-0114688.412084878124
2017-04-0116218.742604717203
2017-05-0115922.142462727776
2017-06-0116639.189082590518
2017-07-0116923.56235702453
2017-08-0116216.77052930504
2017-09-0117589.33501617102
2017-10-0117952.19689200915
2017-11-0116876.626962215036
2017-12-0116133.943361994163
2018-01-0118767.84728248008
2018-02-0117994.39930582945
2018-03-0116774.867870947382
2018-04-0117137.33533170308
2018-05-0114254.555494202099
2018-06-0114071.152480870867
2018-07-0115041.807998737871
2018-08-0113447.187820462254
2018-09-0113819.515658278771
2018-10-0112371.617890668138
2018-11-0112666.245957245403
2018-12-0111621.834818963476
2019-01-0113063.81636033762
2019-02-0112628.38210933186
2019-03-0113281.533485840499
2019-04-0113926.007730535617
2019-05-0112212.668612447738
2019-06-0112489.1535852331
2019-07-0111742.920249270332
2019-08-0110416.89674213142
2019-09-0111187.189398122584
2019-10-0111602.902895006706
2019-11-0111090.952118008992
2019-12-0111460.51905024848
2020-01-0111223.081170623964
2020-02-0110664.194998816756
2020-03-017296.284609923484
2020-04-016412.794825274117
2020-05-016752.386211248718
2020-06-017172.832689122032
2020-07-016455.7860692592885
2020-08-016053.088270095448
2020-09-015516.2893429044725
2020-10-015946.9906129210385
2020-11-019568.50989981857
2020-12-019780.310799084957
2021-01-0110106.492072256842
2021-02-0111214.798453892876
2021-03-0111214.798453892876
2021-04-0112858.720517472588
2021-05-0113944.150824327522
2021-06-0112661.51297625621
2021-07-0112168.09970813284
2021-08-0112086.061370986825
2021-09-0111970.892166916463
2021-10-0112684.389051037313
2021-11-0110339.5913859746
2021-12-0111115.405853119824
2022-01-0112116.82574741658
2022-02-0111415.95014593358
2022-03-0111514.159501459333
2022-04-019780.310799084957
2022-05-0110715.863374615445
2022-06-019695.511556361915
2022-07-018460.597933264968
2022-08-018198.706318529621
2022-09-017731.718860929241
2022-10-018536.72004417449
2022-11-0110627.514396150507
2022-12-0110132.523467697405
2023-01-0112230.02287607478
2023-02-0113763.50871657332
2023-03-0112091.188767058451
2023-04-0113474.796876232547
2023-05-0111701.901080697326
2023-06-0110992.348347400804
2023-07-0114183.955194446637
2023-08-0113545.791591070441
2023-09-0114361.04756645894
2023-10-0113829.376035339592
2023-11-0114938.865662222923
2023-12-0114358.681075964343
2024-01-0114340.537982172436
2024-02-0115065.867318766268
2024-03-0117785.359312140095
2024-04-0118688.569850911095
2024-05-0119132.681233730378
2024-06-0117933.65938313481
2024-07-0118377.77076595409
2024-08-0118318.214088506742
2024-09-0119280.58688964266
2024-10-0119121.243196339827
2024-11-0117228.05080066262
2024-12-0116281.454602824013
2025-01-0120287.134180011042
2025-02-0124118.876705845232
2025-03-0125686.67665851542
2025-04-0126570.955273329648
2025-05-0130676.027451289734
2025-06-0132039.12597617733
2025-07-0132924.982251321286
2025-08-0137068.31269227735
2025-09-0141011.674686440005
2025-10-0140072.57237516763
2025-11-0142794.03644395361
2025-12-0148158.08156503904
2026-01-0149814.62491125661
2026-02-0148434.17212274197
2026-03-0144766.11185611738
2026-04-0150721.779600851936
Annual Return Matrix
YearAnnual Return
20170.31738108273485555
2018-0.2796655747323131
2019-0.01388040453403927
2020-0.146608390405066
20210.13650844860265376
2022-0.08842523596621965
20230.41708836123005066
20240.1339101771734652
20251.9578488372093026
20260.053235053235053176
Total Factor Risk
0.5033197755995488
VTI.US Exposure
-0.00030603239754185607
VEA.US Exposure
0.19820678494074237
VWO.US Exposure
-0.004396362400691963
QQQ.US Exposure
-0.0030290132713669863
VTV.US Exposure
-0.0097564167151333
IJR.US Exposure
0.014934844186122353
QUAL.US Exposure
-0.016155987888518925
SHV.US Exposure
0.5507041343025886
TLT.US Exposure
0.013093474474703362
LQD.US Exposure
0.04607932769935279
HYG.US Exposure
0.05963330896576126
GLD.US Exposure
-0.0035001843738811916
USO.US Exposure
0.0005441267251874434
VNQ.US Exposure
-0.017520311260735676
BTC-USD.CC Exposure
0.0008398416739918487
CPER.US Exposure
0.008368957442795885
VIX.INDX Exposure
-0.004474687255796285
UUP.US Exposure
0.006655213058413892
TIP.US Exposure
0.005829519663224806
Idiosyncratic Exposure
0.1542494624307818
Value Score
45.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
25.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
50.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →11.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.11%
Market Cap$160.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+21.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Banco Santander S.A a high-risk investment?

Banco Santander S.A (BCDRF.US) has an annualized volatility of 50.3% and experienced a maximum drawdown of 70.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BCDRF.US?

Over the past 10 years, BCDRF.US has generated a Compound Annual Growth Rate (CAGR) of 16.5%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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