Banco Santander S.A.

10-Year Study

BNC.LSE · Financial Services · GB · Common Stock

Executive Summary: Banco Santander S.A. has compounded at 16.4% annually over the last 10 years, with a maximum drawdown of 68.5% and an annualized volatility of 34.7%.

1Y CAGR
+64.8%
3Y CAGR
+59.4%
5Y CAGR
+30.6%
10Y CAGR
+16.4%

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 →
68.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.89
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +146.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -23.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.72.3-13.812.5————————4.9%
202512.223.21.03.413.21.09.57.29.50.65.29.6146.2%
2024-3.63.317.92.75.5-11.52.50.42.10.6-2.81.217.2%
202313.715.3-7.8-4.5-7.113.66.1-2.72.0-1.47.51.738.0%
20224.7-1.83.9-10.39.8-11.3-10.43.71.48.57.81.64.5%
2021-10.216.50.711.27.0-5.9-7.42.62.42.7-15.06.36.7%
2020-5.0-4.9-31.3-8.310.87.9-19.29.7-21.09.144.810.7-16.6%
20191.73.4-3.59.4-8.14.3-3.8-11.97.0-7.10.34.7-5.7%
20188.9-4.2-7.22.6-14.40.37.8-11.00.8-3.60.0-4.2-23.8%
20178.3-0.510.84.3-0.20.61.3-0.92.9-1.0-2.1-2.921.6%
2016———17.3-6.8-11.915.07.3-1.019.2-8.713.244.8%

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 34.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 43.2% of variance. Idiosyncratic stock-specific factors contribute 20.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111729.822154147256
2016-05-0110927.20764992448
2016-06-019622.965728508521
2016-07-0111064.112791711874
2016-08-0111876.630076371604
2016-09-0111755.621503180379
2016-10-0114008.488097517391
2016-11-0112793.775395153913
2016-12-0114480.385899972343
2017-01-0115682.143085072437
2017-02-0115598.230050843491
2017-03-0117285.2447507818
2017-04-0118027.35230923054
2017-05-0117991.687408258345
2017-06-0118107.59035888272
2017-07-0118348.31514455294
2017-08-0118175.053715404087
2017-09-0118697.433360988787
2017-10-0118502.318803582446
2017-11-0118121.39149488374
2017-12-0117604.40998149212
2018-01-0119164.41168336631
2018-02-0118354.596123981533
2018-03-0117037.27104473802
2018-04-0117485.62448146021
2018-05-0114974.971812708745
2018-06-0115021.294700789245
2018-07-0116196.050588210266
2018-08-0114412.342842555363
2018-09-0114532.505797008957
2018-10-0114010.397387623121
2018-11-0114014.184057693536
2018-12-0113421.660603739869
2019-01-0113646.946199502201
2019-02-0114108.255153487778
2019-03-0113618.115387070011
2019-04-0114904.030250813708
2019-05-0113700.390367392092
2019-06-0114283.6811538707
2019-07-0113743.309507094687
2019-08-0112114.397855638523
2019-09-0112964.94671006446
2019-10-0112050.354202565577
2019-11-0112092.385176675814
2019-12-0112662.879996596252
2020-01-0112032.335609590062
2020-02-0111444.8326844938
2020-03-017863.153360137852
2020-04-017210.995170931989
2020-05-017988.453847299338
2020-06-018622.497713106559
2020-07-016969.3928563830905
2020-08-017643.3829004190875
2020-09-016035.3245261344055
2020-10-016586.928542557492
2020-11-019536.170144872041
2020-12-0110558.299827685238
2021-01-019485.17242112877
2021-02-0111054.949262875742
2021-03-0111130.336971089411
2021-04-0112374.944157253176
2021-05-0113238.262386453083
2021-06-0112462.170527793734
2021-07-0111540.706703256963
2021-08-0111840.40674793116
2021-09-0112128.922288169848
2021-10-0112461.372774267662
2021-11-0110593.868998234306
2021-12-0111261.812070542685
2022-01-0111791.164081945242
2022-02-0111582.147339757908
2022-03-0112029.713659667708
2022-04-0110789.520709681537
2022-05-0111850.176569447103
2022-06-0110516.25289850448
2022-07-019423.171017082563
2022-08-019768.231327249132
2022-09-019907.184036420109
2022-10-0110748.537451868871
2022-11-0111584.455506626675
2022-12-0111769.162039696217
2023-01-0113379.432850426532
2023-02-0115423.048694875235
2023-03-0114222.450911566362
2023-04-0113577.834152360287
2023-05-0112613.158678494694
2023-06-0114325.462165209437
2023-07-0115193.667964345736
2023-08-0114783.6811538707
2023-09-0115073.084859701747
2023-10-0114860.845193269088
2023-11-0115971.706341608695
2023-12-0116243.251005169446
2024-01-0115650.791371497862
2024-02-0116169.19288616589
2024-03-0119057.4276171634
2024-04-0119575.58980577361
2024-05-0120658.92313910694
2024-06-0118290.70670325696
2024-07-0118744.19235433021
2024-08-0118819.776841746974
2024-09-0119222.8763801136
2024-10-0119342.108622120108
2024-11-0118800.52970834131
2024-12-0119032.63343757313
2025-01-0121353.686684961816
2025-02-0126305.26836428617
2025-03-0126563.160805837426
2025-04-0127461.39936605186
2025-05-0131084.41295977195
2025-06-0131399.456463930906
2025-07-0134392.38304933308
2025-08-0136860.23358223244
2025-09-0140378.23090178058
2025-10-0140632.24626119514
2025-11-0142759.58899738338
2025-12-0146854.723764545706
2026-01-0149513.90218478099
2026-02-0150630.75712127981
2026-03-0143663.70966026337
2026-04-0149141.61720594805
Annual Return Matrix
YearAnnual Return
20170.2157417698050259
2018-0.23759668072657136
2019-0.056534033272469086
2020-0.16620075128854728
20210.0666312052450666
20220.04505047375817939
20230.380153570014804
20240.17172562509290512
20251.4618098130365822
20260.04880817253121461
Total Factor Risk
0.34662242879146543
VTI.US Exposure
0.19409419529584968
VEA.US Exposure
0.4324051125609553
VWO.US Exposure
-0.008051420142958397
QQQ.US Exposure
-0.024510650269320873
VTV.US Exposure
-0.026198479901121764
IJR.US Exposure
-0.02577498926059938
QUAL.US Exposure
-0.0750347268623286
SHV.US Exposure
0.2005383060646109
TLT.US Exposure
0.003622643842793982
LQD.US Exposure
0.05991079709162911
HYG.US Exposure
0.053527616314522505
GLD.US Exposure
-0.009238703725879687
USO.US Exposure
0.000009822866418307557
VNQ.US Exposure
-0.021080705148925225
BTC-USD.CC Exposure
0.005201871505220602
CPER.US Exposure
0.03933178057304952
VIX.INDX Exposure
0.0028063629697577456
UUP.US Exposure
-0.0035457654357215953
TIP.US Exposure
-0.0000750057103251998
Idiosyncratic Exposure
0.202061937372373
Value Score
45.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
34.7%

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 →11.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.79%
Market Cap$123.0B
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 →
+5.3%
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 →
+16.8%
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 →
4.1% 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. (BNC.LSE) has an annualized volatility of 34.7% and experienced a maximum drawdown of 68.5% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of BNC.LSE?

Over the past 10 years, BNC.LSE has generated a Compound Annual Growth Rate (CAGR) of 16.4%. It has had a positive return in 70% 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.

Run a Full Backtest on Banco Santander S.A.

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest