BSAC vs INTR: Correlation
Measured on weekly returns over the past three years, Banco Santander - Chile (BSAC) and Inter & Co. Inc. - Class A (INTR) carry a correlation of 0.52, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are BSAC and INTR?
On 3 years of weekly data the BSAC/INTR correlation comes out at 0.52, moderate. The past 12 months show a tighter link (0.66) than the 3-year average (0.52). The 5-year figure is 0.33, and annualized covariance runs at 578.1 %².
By 3-year correlation, INTR places #6 of the 15 assets tracked against BSAC. Correlation aside, the last 12 months split them widely, with BSAC ahead by 89.6 points (+54.5% versus -35.1%). Note the risk asymmetry: INTR runs 1.7 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
BSAC vs INTR: side by side
| BSAC (Banco Santander - Chile) | INTR (Inter & Co. Inc. - Class A) | |
|---|---|---|
| 1-year return | +54.5% | -35.1% |
| 5-year return | +119.0% | +59.8% |
| Volatility (ann.) | 25.9% | 43.3% |
| Beta vs S&P 500 | 0.63 | 0.64 |
| Max drawdown (3Y) | -18.4% | -49.9% |
| Market cap | $16.4B | $2.4B |
| P/E (trailing) | 13.4 | 8.3 |
| Dividend yield | 0.00% | 11.27% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | BSAC | INTR |
|---|---|---|
| 2022 | +3.0% | – |
| 2023 | +31.7% | +134.6% |
| 2024 | +0.9% | -23.7% |
| 2025 | +74.3% | +104.0% |
| 2026 | +17.7% | -35.8% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are BSAC and INTR good diversifiers for each other?
Somewhat, no more. With 0.52 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between BSAC and INTR?
Using weekly returns as of 2026-08-27: 0.52 over 3 years, with 0.66 over the last year and 0.33 over 5 years.
Is INTR a good diversifier for BSAC?
Somewhat, no more. With 0.52 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.52 mean?
On the −1 to +1 scale, 0.52 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/bsac-vs-intr.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/bsac-vs-intr/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: BSAC correlations · INTR correlations
