SAN vs XP: returns, Sharpe ratio and drawdown

Over the past year, XP returned +67.41% against +34.75% for SAN. Over five years, SAN averaged +28.75% a year, compared with -2.30% for XP. XP had the higher Sharpe ratio over the past year (1.12 vs 0.92), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -20.29% for SAN and -34.90% for XP.