Banco Santander Risk Adjusted Performance
| BSAC Stock | | | USD 30.22 -0.31 -1.02% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Banco Santander's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
At
-0.06, Banco Santander exhibits slightly negative risk-adjusted return in Risk Adjusted Performance. Banco Santander's return has marginally failed to compensate for the volatility experienced.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | -0.06 | |
Risk Adjusted Performance Peers Comparison
Banco Santander's Risk Adjusted Performance of -0.0576 falls below the -0.02 peer average. Values range from -0.0924 (Banco De Chile) to 0.0658 (Woori Financial Group), with tight clustering across the group. Banco Santander's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Banco Santander and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Banco Santander to PeersMethodology, Assumptions & Data Sources
Banco Santander's Risk Adjusted Performance currently stands at -0.06. The Risk Adjusted Performance for Banco Santander applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Banco Santander operates in the financial services sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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