Way to let Mail always mark the messages coming from a domain as spam

I keep getting emails from a domain, which always use the same email address; every time I mark them as junk in Mail, but Mail keeps showing those email in my inbox.

Is there a way to force Mail to consider those emails as junk? Do those emails contain a header that forces Mail to consider them acceptable messages? As far as I can see, I only have the problem with those emails; other emails that I mark as junk are never shown again in the inbox.

The emails I receive are not in my Google Mail account.

Update: Mail allows to set some custom actions for junk mail. I forgot to say I edited those settings to be as in the following screenshot:

I simply added the last condition to the default ones used by Mail, to avoid messages coming from Drupal.org would be moved to the spam folder (it can happened that I receive messages about spam on Drupal.org, as I am a site maintainer there). As the condition before the one I added is "Message is Junk Mail," and as the spammy address is not in my address book, it not in my previous recipients, and I have already marked the email as junk, I would expect the emails to be marked as spam, always.

In the "Junk Mail" tab, those custom actions are enabled.

Still, even after I changed the settings for junk mail, I am getting those junk messages as if they were normal messages. This means that, having changed the settings didn't help, or make things worse.