Banco de Sabadell (SAB.MC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Banco de Sabadell, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $3.33 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +62.53% |
| Total return over period | +336.87% |
| Annualized volatility | 30.53% |
| Sharpe ratio | 1.93 |
| Sortino ratio | 2.86 |
| Max drawdown | -18.08% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.34% |
| Correlation with the S&P 500 | 0.17 |
| Period range | $0.73 – $3.41 |
| Trading days analyzed | 765 |
Over the last 3.0 years, Banco de Sabadell (SAB.MC) has posted an annualized return of +62.53% with annual volatility of 30.53%, a Sharpe ratio of 1.93. Its worst stretch (max drawdown from a peak) was -18.08%. Its correlation with the S&P 500 is 0.17, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how SAB.MC would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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