Banco Santander (SAN.MC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Banco Santander, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $12.25 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +56.56% |
| Total return over period | +289.90% |
| Annualized volatility | 30.11% |
| Sharpe ratio | 1.76 |
| Sortino ratio | 2.68 |
| Max drawdown | -19.84% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.12% |
| Correlation with the S&P 500 | 0.25 |
| Period range | $3.03 – $12.51 |
| Trading days analyzed | 765 |
Over the last 3.0 years, Banco Santander (SAN.MC) has posted an annualized return of +56.56% with annual volatility of 30.11%, a Sharpe ratio of 1.76. Its worst stretch (max drawdown from a peak) was -19.84%. Its correlation with the S&P 500 is 0.25, 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 SAN.MC would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
Optimize a portfolio with SAN.MC →
Other Financials stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio