Banco Santander Brasil SA ADR

10-Year Study

BSBR.US · Financial Services · US · Common Stock

Executive Summary: Banco Santander Brasil SA ADR has compounded at 9.5% annually over the last 10 years, with a maximum drawdown of 62.1% and an annualized volatility of 37.0%.

1Y CAGR
+32.3%
3Y CAGR
+9.9%
5Y CAGR
+3.0%
10Y CAGR
+9.5%

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 →
62.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
41.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +67.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -36.8%
% 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.
202615.6-5.9-8.96.9————————5.9%
202517.3-3.38.013.3-1.14.8-11.612.35.55.511.2-5.167.5%
2024-11.5-0.30.4-1.3-4.5-7.04.110.5-6.1-8.8-12.1-6.0-36.8%
20237.0-3.9-2.73.55.911.0-3.2-10.2-5.94.718.34.629.1%
202217.0-4.031.2-16.211.6-22.8-0.25.9-1.42.5-6.51.17.6%
2021-16.1-7.25.51.312.83.9-5.46.2-18.8-2.5-2.5-7.7-30.1%
2020-16.6-10.2-40.6-4.8-3.411.19.6-9.0-4.412.132.518.7-23.7%
201922.7-9.9-6.32.50.63.0-4.4-9.16.28.5-11.516.713.9%
201821.00.26.6-9.4-17.4-16.229.5-12.23.929.1-1.1-0.621.2%
201716.310.6-19.5-2.8-9.2-2.78.08.9-0.8-0.10.710.515.1%
2016———15.7-10.818.810.512.0-4.322.10.97.892.7%

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 37.0%. The dominant macroeconomic risk driver is TLT.US, accounting for 17.1% of variance. Idiosyncratic stock-specific factors contribute 30.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111570.261176093574
2016-05-0110322.86492549271
2016-06-0112258.452171126422
2016-07-0113545.505527960262
2016-08-0115171.046306681621
2016-09-0114520.50953372857
2016-10-0117728.328793462588
2016-11-0117880.147412273673
2016-12-0119266.944399935906
2017-01-0122398.65406184906
2017-02-0124772.071783368046
2017-03-0119935.10655343695
2017-04-0119369.89264540939
2017-05-0117580.51594295786
2017-06-0117103.028360839606
2017-07-0118466.19131549431
2017-08-0120111.360358916838
2017-09-0119951.129626662394
2017-10-0119929.498477808047
2017-11-0120066.896330716234
2017-12-0122177.13507450729
2018-01-0126840.650536772955
2018-02-0126888.31917961865
2018-03-0128652.459541740107
2018-04-0125950.568819099506
2018-05-0121426.053517064574
2018-06-0117954.65470277199
2018-07-0123254.68674891844
2018-08-0120413.795866047105
2018-09-0121208.540298029162
2018-10-0127372.21599102708
2018-11-0127058.163755808368
2018-12-0126889.120333279927
2019-01-0132990.70661752924
2019-02-0129716.39160390963
2019-03-0127856.11280243551
2019-04-0128565.934946322704
2019-05-0128740.586444480054
2019-06-0129613.843935266785
2019-07-0128300.7530844416
2019-08-0125716.631950008014
2019-09-0127322.143887197566
2019-10-0129636.276237782404
2019-11-0126228.56913956097
2019-12-0130620.89408748598
2020-01-0125533.16776157667
2020-02-0122927.014901458097
2020-03-0113608.796667200768
2020-04-0112950.648934465631
2020-05-0112508.412113443359
2020-06-0113892.40506329114
2020-07-0115222.72071783368
2020-08-0113859.15718634834
2020-09-0113242.669443999359
2020-10-0114850.985419003364
2020-11-0119684.34545745874
2020-12-0123361.640762698284
2021-01-0119601.025476686427
2021-02-0118195.000801153663
2021-03-0119202.451530203496
2021-04-0119447.604550552795
2021-05-0121929.178016343536
2021-06-0122790.81877904182
2021-07-0121567.857715109756
2021-08-0122894.96875500721
2021-09-0118600.38455375741
2021-10-0118142.124659509693
2021-11-0117697.484377503606
2021-12-0116329.11392405063
2022-01-0119110.719435987823
2022-02-0118347.219996795382
2022-03-0124067.056561448484
2022-04-0120173.850344496077
2022-05-0122517.224803717352
2022-06-0117386.63675692998
2022-07-0117354.991187309726
2022-08-0118387.277679859
2022-09-0118130.10735459061
2022-10-0118579.95513539497
2022-11-0117373.818298349623
2022-12-0117569.700368530685
2023-01-0118803.47700688992
2023-02-0118075.228328793462
2023-03-0117578.913635635312
2023-04-0118192.19676333921
2023-05-0119268.546707258454
2023-06-0121386.796987662237
2023-07-0120693.799070661757
2023-08-0118580.355712225606
2023-09-0117489.184425572825
2023-10-0118312.77038936068
2023-11-0121670.805960583242
2023-12-0122674.651498157345
2024-01-0120067.296907546868
2024-02-0119997.195962185546
2024-03-0120067.296907546868
2024-04-0119800.112161512578
2024-05-0118910.03044383913
2024-06-0117592.132671046307
2024-07-0118318.378464989586
2024-08-0120233.536292260855
2024-09-0119004.967152699886
2024-10-0117327.351385995833
2024-11-0115239.144367889761
2024-12-0114323.4257330556
2025-01-0116796.186508572344
2025-02-0116237.38182983496
2025-03-0117540.858836724885
2025-04-0119870.213106873896
2025-05-0119643.48662073386
2025-06-0120588.046787373816
2025-07-0118190.19387918603
2025-08-0120425.412594135556
2025-09-0121543.02195161032
2025-10-0122731.13283127704
2025-11-0125282.807242429102
2025-12-0123987.341772151896
2026-01-0127719.91668001923
2026-02-0126077.551674411152
2026-03-0123754.20605672168
2026-04-0125396.571062329753
Annual Return Matrix
YearAnnual Return
20170.15104578152937753
20180.2124704224843308
20190.13878377975747092
2020-0.2370686271944742
2021-0.30102880658436215
20220.07597389853792569
20230.2905542509290713
2024-0.3683066866884551
20250.6746930670917584
20260.05874887278314023
Total Factor Risk
0.37041306073851593
VTI.US Exposure
-0.08464808427843523
VEA.US Exposure
0.07172688495999098
VWO.US Exposure
0.049346827951596894
QQQ.US Exposure
0.08093727458294267
VTV.US Exposure
0.12374633525243484
IJR.US Exposure
-0.007841703748886453
QUAL.US Exposure
-0.01805415495498366
SHV.US Exposure
0.0477026776575414
TLT.US Exposure
0.17092891281893347
LQD.US Exposure
0.12445185827933937
HYG.US Exposure
0.041201718773639644
GLD.US Exposure
0.04357072193823703
USO.US Exposure
0.00037384250306982716
VNQ.US Exposure
-0.0010408724665008583
BTC-USD.CC Exposure
0.007140786727533311
CPER.US Exposure
0.009501755279507536
VIX.INDX Exposure
0.023399876748250302
UUP.US Exposure
0.009913799219135332
TIP.US Exposure
0.00040117832388654364
Idiosyncratic Exposure
0.30724036443276703
Value Score
42.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
65.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.0%

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 →19.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.45%
Market Cap$45.3B
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 →
+1.3%
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 →
+11.6%
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 →
11.9% 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 →
0.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Banco Santander Brasil SA ADR a high-risk investment?

Banco Santander Brasil SA ADR (BSBR.US) has an annualized volatility of 37.0% and experienced a maximum drawdown of 62.1% over the last 10 years. Its primary macro risk driver is TLT.US.

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

Over the past 10 years, BSBR.US has generated a Compound Annual Growth Rate (CAGR) of 9.5%. 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.

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