Banco Santander S.A.

10-Year Study

BSD2.XETRA · Financial Services · DE · Common Stock

Executive Summary: Banco Santander S.A. has compounded at 14.3% annually over the last 10 years, with a maximum drawdown of 69.0% and an annualized volatility of 35.7%.

1Y CAGR
+57.5%
3Y CAGR
+58.1%
5Y CAGR
+29.5%
10Y CAGR
+14.3%

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 →
69.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +137.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -24.6%
% 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.
20266.8-0.3-11.210.2————————4.2%
202513.225.2-0.31.413.7-0.27.08.59.00.74.69.4137.1%
2024-1.12.418.23.44.8-10.03.00.82.2-0.2-2.60.420.8%
202314.416.1-7.7-5.4-4.711.49.2-2.50.6-2.19.4-0.141.2%
20225.9-4.55.0-7.67.2-11.3-9.3-0.6-1.412.98.4-2.0-0.5%
2021-6.519.31.69.310.1-7.9-3.00.61.14.0-15.86.815.9%
2020-4.7-6.8-32.9-4.30.47.3-16.82.9-14.17.045.77.6-24.2%
20195.93.9-3.510.2-12.33.5-5.2-11.28.6-1.3-1.75.8-0.2%
20189.8-5.0-6.55.0-16.4-0.26.3-11.21.3-2.0-0.7-5.3-24.6%
20176.3-0.311.35.7-2.90.01.2-4.67.7-0.7-3.1-2.717.9%
2016———14.8-3.4-20.311.66.5-2.414.5-3.813.428.2%

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 35.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 48.2% of variance. Idiosyncratic stock-specific factors contribute 19.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111476.49938313368
2016-05-0111082.898873721493
2016-06-018837.903450471604
2016-07-019862.299518446292
2016-08-0110506.626338201935
2016-09-0110253.51215823616
2016-10-0111743.144824292593
2016-11-0111299.797031082104
2016-12-0112815.696262984042
2017-01-0113627.969912842758
2017-02-0113583.396346559477
2017-03-0115114.816731006485
2017-04-0115982.409360448919
2017-05-0115511.601066581763
2017-06-0115514.386914474468
2017-07-0115697.456918852231
2017-08-0114975.524336371232
2017-09-0116134.437059736538
2017-10-0116021.809209217177
2017-11-0115531.897958371472
2017-12-0115116.010665817645
2018-01-0116600.07163608867
2018-02-0115765.51120308831
2018-03-0114736.339395868985
2018-04-0115474.191109165438
2018-05-0112943.447287778086
2018-06-0112923.94635252915
2018-07-0113737.413937199028
2018-08-0112204.79961794086
2018-09-0112361.603056473115
2018-10-0112116.846420185457
2018-11-0112032.077048593146
2018-12-0111392.127989811755
2019-01-0112061.129462331357
2019-02-0112532.733712739284
2019-03-0112098.937398018066
2019-04-0113332.67003621602
2019-05-0111698.571258009311
2019-06-0112107.294941696182
2019-07-0111479.285231026384
2019-08-0110198.989135193216
2019-09-0111073.34739523222
2019-10-0110928.08532654117
2019-11-0110745.413300433796
2019-12-0111373.423011103594
2020-01-0110836.948302622675
2020-02-0110104.270306841245
2020-03-016783.1416404664305
2020-04-016488.239742110081
2020-05-016512.118438333267
2020-06-016984.518645281966
2020-07-015810.880725912365
2020-08-015978.827556015442
2020-09-015137.899470688901
2020-10-015496.47789230708
2020-11-018009.710669797429
2020-12-018619.811358299838
2021-01-018063.03975802921
2021-02-019621.124686592111
2021-03-019772.754407609344
2021-04-0110682.53273371274
2021-05-0111765.033629163845
2021-06-0110833.764476459584
2021-07-0110509.412186094638
2021-08-0110575.0786007084
2021-09-0110689.29836430931
2021-10-0111113.941178811638
2021-11-019353.28531062204
2021-12-019992.836391133043
2022-01-0110581.446253034583
2022-02-0110102.280415489315
2022-03-0110603.733036176223
2022-04-019799.816929995623
2022-05-0110501.850598957297
2022-06-019317.069288016874
2022-07-018453.456441278306
2022-08-018402.913200939229
2022-09-018286.703545986387
2022-10-019355.275201973971
2022-11-0110142.476220798344
2022-12-019939.905281171646
2023-01-0111375.412902455524
2023-02-0113212.082620288931
2023-03-0112188.880487125401
2023-04-0111536.196123691645
2023-05-0110993.75174115493
2023-06-0112249.373184224141
2023-07-0113374.855732876984
2023-08-0113041.747920563537
2023-09-0113119.353683288893
2023-10-0112839.972937477613
2023-11-0114051.020814263542
2023-12-0114034.30572690731
2024-01-0113873.124527400803
2024-02-0114206.630317984636
2024-03-0116796.67290165957
2024-04-0117371.35352409758
2024-05-0118198.3523699606
2024-06-0116372.428065427626
2024-07-0116865.12516416604
2024-08-0116997.253949934333
2024-09-0117363.791936960242
2024-10-0117335.93345803319
2024-11-0116891.39173001154
2024-12-0116959.048035977237
2025-01-0119197.67580690094
2025-02-0124029.927965933057
2025-03-0123948.740398774225
2025-04-0124287.81788514347
2025-05-0127623.2737692522
2025-06-0127579.894137780073
2025-07-0129516.854379750865
2025-08-0132015.7599395073
2025-09-0134895.53070402356
2025-10-0135133.521709714645
2025-11-0136745.33370477972
2025-12-0140211.72443984557
2026-01-0142941.85537469653
2026-02-0142814.50232817288
2026-03-0138010.904604608586
2026-04-0141891.192740876344
Annual Return Matrix
YearAnnual Return
20170.17949195702130294
2018-0.24635353588541942
2019-0.0016419213973798419
2020-0.2421093148575827
20210.15928713236991543
2022-0.005296905492054638
20230.4119154388212687
20240.20839950090744108
20251.3711074085373003
20260.041765637371338205
Total Factor Risk
0.357211867996556
VTI.US Exposure
0.23222798261311814
VEA.US Exposure
0.48200952793718044
VWO.US Exposure
-0.007402714413431401
QQQ.US Exposure
-0.010002287437261755
VTV.US Exposure
-0.003910778792025479
IJR.US Exposure
-0.016812756924693174
QUAL.US Exposure
-0.0945915715140435
SHV.US Exposure
0.1785771611105353
TLT.US Exposure
0.001960060089395116
LQD.US Exposure
0.023233214469816292
HYG.US Exposure
0.02229702419921077
GLD.US Exposure
-0.016481230079040433
USO.US Exposure
0.001107825929817308
VNQ.US Exposure
-0.02631737074119682
BTC-USD.CC Exposure
0.0035160661228682455
CPER.US Exposure
0.04851417135167509
VIX.INDX Exposure
-0.00509958256729453
UUP.US Exposure
-0.009241783127165832
TIP.US Exposure
-0.000041833448771445715
Idiosyncratic Exposure
0.1964588752213075
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.7%

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 →11.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.40%
Market Cap$142.2B
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 →
+4.0%
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 →
+15.8%
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 →
5.7% 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. (BSD2.XETRA) has an annualized volatility of 35.7% and experienced a maximum drawdown of 69.0% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of BSD2.XETRA?

Over the past 10 years, BSD2.XETRA has generated a Compound Annual Growth Rate (CAGR) of 14.3%. 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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