Banco Santander Chile

10-Year Study

BSAC.US · Financial Services · US · Common Stock

Executive Summary: Banco Santander Chile has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 55.1% and an annualized volatility of 43.3%.

1Y CAGR
+53.7%
3Y CAGR
+32.5%
5Y CAGR
+16.2%
10Y CAGR
+12.0%

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 →
55.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +74.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -19.9%
% 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.
202613.2-3.7-1.57.2————————15.1%
20258.26.05.411.70.24.5-8.84.510.28.34.33.974.4%
2024-6.27.41.0-5.55.0-0.36.62.80.5-5.9-2.9-0.60.9%
20236.8-0.86.315.0-9.38.511.9-9.3-4.1-5.112.5-0.431.7%
202223.3-2.815.7-8.92.3-18.1-4.02.6-12.73.08.21.53.0%
20216.311.99.9-7.1-3.8-7.1-1.77.7-6.1-10.4-0.1-8.0-11.0%
2020-13.1-9.8-16.314.5-6.24.04.3-10.1-9.90.127.310.3-13.0%
20198.2-2.1-6.0-2.3-0.27.0-3.1-2.0-1.4-13.5-10.96.8-19.9%
20188.9-4.12.62.9-2.6-2.34.4-6.74.5-7.95.1-3.4-0.1%
2017-1.31.814.1-1.54.52.911.33.51.65.3-12.213.849.4%
2016———5.7-7.07.36.22.9-2.310.4-5.21.019.2%

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 43.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 52.4% of variance. Idiosyncratic stock-specific factors contribute 17.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110574.135536966165
2016-05-019838.283604836251
2016-06-0110557.794560910352
2016-07-0111211.856944491483
2016-08-0111538.930470416906
2016-09-0111277.305516984456
2016-10-0112454.617807430486
2016-11-0111805.974193111388
2016-12-0111920.445693771802
2017-01-0111767.87347173773
2017-02-0111980.390828733025
2017-03-0113670.115487519895
2017-04-0113458.698818030954
2017-05-0114068.141023470045
2017-06-0114472.516679649134
2017-07-0116101.449520777593
2017-08-0116659.667423036542
2017-09-0116921.631049547872
2017-10-0117815.897314322483
2017-11-0115645.849561418361
2017-12-0117810.139871981577
2018-01-0119393.521184001085
2018-02-0118596.200088055
2018-03-0119086.006028380805
2018-04-0119648.20333931656
2018-05-0119130.71087479256
2018-06-0118696.44731940258
2018-07-0119517.390862600332
2018-08-0118202.74663866969
2018-09-0119023.605513597722
2018-10-0117524.55379821858
2018-11-0118416.87269278965
2018-12-0117786.348088190472
2019-01-0119237.8162359874
2019-02-0118827.344464388523
2019-03-0117697.10773190639
2019-04-0117297.896840180172
2019-05-0117266.99292173265
2019-06-0118484.014630677008
2019-07-0117909.455752362246
2019-08-0117544.95885122092
2019-09-0117297.896840180172
2019-10-0114968.84207674332
2019-11-0113344.057980831103
2019-12-0114252.209841839669
2020-01-0112380.363734886712
2020-02-0111163.342025942358
2020-03-019347.038303925221
2020-04-0110699.444576150643
2020-05-0110031.496596335559
2020-06-0110432.231516916721
2020-07-0110883.936735868865
2020-08-019783.418566058182
2020-09-018816.506925864463
2020-10-018829.29183459207
2020-11-0111235.733396552308
2020-12-0112397.805398448876
2021-01-0113181.240898161004
2021-02-0114748.11189758526
2021-03-0116210.502252175975
2021-04-0115060.368476309817
2021-05-0114484.793578758427
2021-06-0113455.481423781623
2021-07-0113232.041859992549
2021-08-0114254.580553391808
2021-09-0113387.746808006232
2021-10-0111999.525857689572
2021-11-0111992.752396112033
2021-12-0111031.174856910624
2022-01-0113597.724116909945
2022-02-0113218.494936837471
2022-03-0115297.439631523688
2022-04-0113942.831984285569
2022-05-0114265.587428455314
2022-06-0111683.543875097368
2022-07-0111217.360382023231
2022-08-0111504.21647983202
2022-09-0110048.260913739969
2022-10-0110349.510617401022
2022-11-0111195.854641514547
2022-12-0111360.788430927623
2023-01-0112128.221627662817
2023-02-0112035.001862701933
2023-03-0112788.041453584852
2023-04-0114706.201104074236
2023-05-0113339.231889457105
2023-06-0114475.818742168185
2023-07-0116203.644122328715
2023-08-0114690.791478985335
2023-09-0114084.143326446982
2023-10-0113362.26165882074
2023-11-0115028.702543434822
2023-12-0114967.233379618652
2024-01-0114038.083787719715
2024-02-0115074.76208216209
2024-03-0115228.35032343279
2024-04-0114396.653909980694
2024-05-0115117.265553561148
2024-06-0115077.217461983948
2024-07-0116078.081078335083
2024-08-0116534.527720391507
2024-09-0116622.582720899514
2024-10-0115645.680224878924
2024-11-0115189.318251092222
2024-12-0115101.263250584208
2025-01-0116342.33074812883
2025-02-0117327.192061503032
2025-03-0118256.002980323094
2025-04-0120396.58617536492
2025-05-0120438.92031022454
2025-06-0121353.337623192332
2025-07-0119482.168862397128
2025-08-0120354.2520405053
2025-09-0122437.0914755986
2025-10-0124299.79340942188
2025-11-0125341.213126968534
2025-12-0126340.29870965557
2026-01-0129820.164595116334
2026-02-0128711.010261794287
2026-03-0128279.202086226163
2026-04-0130319.70738645985
Annual Return Matrix
YearAnnual Return
20170.49408338660416207
2018-0.0013358560888414583
2019-0.19869948731619325
2020-0.1301134675934177
2021-0.11023164968448651
20220.02988018758586808
20230.3174467133700998
20240.008954886154716402
20250.7442447212908869
20260.15107682417229196
Total Factor Risk
0.4330527576028408
VTI.US Exposure
-0.05097422304123088
VEA.US Exposure
0.1264839703391308
VWO.US Exposure
-0.015312014257295413
QQQ.US Exposure
0.1214041684083995
VTV.US Exposure
0.09892729045156615
IJR.US Exposure
0.0065980654813375585
QUAL.US Exposure
-0.0558485470477726
SHV.US Exposure
0.5241595932012411
TLT.US Exposure
0.04036707085075769
LQD.US Exposure
-0.00376416859492038
HYG.US Exposure
0.0066275652587018405
GLD.US Exposure
-0.0000046024369397341536
USO.US Exposure
-0.0009050375973856658
VNQ.US Exposure
0.0012943603700498808
BTC-USD.CC Exposure
0.0031702699562962543
CPER.US Exposure
0.006436011179596191
VIX.INDX Exposure
-0.003764830384674947
UUP.US Exposure
0.006493683768059091
TIP.US Exposure
0.009576489442840088
Idiosyncratic Exposure
0.17903488465224338
Value Score
44.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
48
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.3%

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 →14.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.00%
Market Cap$15.6B
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 →
+6.0%
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 →
+21.9%
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 →
4.4% 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 →
0.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Banco Santander Chile a high-risk investment?

Banco Santander Chile (BSAC.US) has an annualized volatility of 43.3% and experienced a maximum drawdown of 55.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BSAC.US has generated a Compound Annual Growth Rate (CAGR) of 12.0%. 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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