BAP vs. ENGIY
BAP (Credicorp Ltd.) and ENGIY (Engie SA ADR) are both stocks. BAP operates in Banks - Regional (Financial Services), while ENGIY operates in Utilities - Diversified (Utilities). Over the past 10 years, BAP returned 12.23%/yr vs 13.87%/yr for ENGIY. At a 0.29 correlation, their price movements are largely independent.
Performance
BAP vs. ENGIY - Performance Comparison
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Returns By Period
In the year-to-date period, BAP achieves a 11.98% return, which is significantly lower than ENGIY's 21.91% return. Over the past 10 years, BAP has underperformed ENGIY with an annualized return of 12.23%, while ENGIY has yielded a comparatively higher 13.87% annualized return.
BAP
- 1D
- -0.81%
- 1M
- -2.76%
- YTD
- 11.98%
- 6M
- 19.32%
- 1Y
- 47.72%
- 3Y*
- 37.39%
- 5Y*
- 26.07%
- 10Y*
- 12.23%
ENGIY
- 1D
- -0.61%
- 1M
- -2.62%
- YTD
- 21.91%
- 6M
- 26.53%
- 1Y
- 46.43%
- 3Y*
- 33.82%
- 5Y*
- 23.62%
- 10Y*
- 13.87%
BAP vs. ENGIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAP Credicorp Ltd. | 11.98% | 65.23% | 31.35% | 16.29% | 14.47% | -24.73% | -17.56% | -0.26% | 7.07% | 37.84% |
ENGIY Engie SA ADR | 21.91% | 79.77% | -5.17% | 35.23% | 4.34% | 0.59% | -5.38% | 19.84% | -11.88% | 49.24% |
Correlation
The correlation between BAP and ENGIY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2008 | 0.29 |
The correlation between BAP and ENGIY shifts across timeframes, from 0.15 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
Fundamentals
BAP:
$25.42B
ENGIY:
$91.66B
BAP:
$90.36
ENGIY:
$2.94
BAP:
3.54
ENGIY:
10.52
BAP:
0.19
ENGIY:
0.03
BAP:
0.89
ENGIY:
0.57
BAP:
0.66
ENGIY:
2.78
BAP:
$28.76B
ENGIY:
$145.51B
BAP:
$22.06B
ENGIY:
$40.55B
BAP:
$11.19B
ENGIY:
$29.92B
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Return for Risk
BAP vs. ENGIY — Risk / Return Rank
BAP
ENGIY
BAP vs. ENGIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Credicorp Ltd. (BAP) and Engie SA ADR (ENGIY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| BAP | ENGIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.38 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 3.22 | -0.65 |
| Martin ratioReturn relative to average drawdown | 6.50 | 8.40 | -1.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAP | ENGIY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 2.17 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.98 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.53 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.16 | +0.27 |
Drawdowns
BAP vs. ENGIY - Drawdown Comparison
The maximum BAP drawdown since its inception was -75.92%, which is greater than ENGIY's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for BAP and ENGIY.
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Drawdown Indicators
| BAP | ENGIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.92% | -64.15% | -11.77% |
Max Drawdown (1Y)Largest decline over 1 year | -18.65% | -14.49% | -4.16% |
Max Drawdown (3Y)Largest decline over 3 years | -26.53% | -18.38% | -8.15% |
Max Drawdown (5Y)Largest decline over 5 years | -33.40% | -34.50% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -59.09% | -48.73% | -10.36% |
Current DrawdownCurrent decline from peak | -14.36% | -7.68% | -6.68% |
Average DrawdownAverage peak-to-trough decline | -23.96% | -35.46% | +11.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.36% | 5.55% | +1.81% |
Volatility
BAP vs. ENGIY - Volatility Comparison
Credicorp Ltd. (BAP) has a higher volatility of 13.46% compared to Engie SA ADR (ENGIY) at 5.08%. This indicates that BAP's price experiences larger fluctuations and is considered to be riskier than ENGIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAP | ENGIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.46% | 5.08% | +8.38% |
Volatility (6M)Calculated over the trailing 6-month period | 27.65% | 17.34% | +10.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.35% | 21.57% | +9.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.49% | 24.13% | +7.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.10% | 26.35% | +4.75% |
Dividends
BAP vs. ENGIY - Dividend Comparison
BAP's dividend yield for the trailing twelve months is around 0.46%, less than ENGIY's 3.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAP Credicorp Ltd. | 0.46% | 3.78% | 6.65% | 4.52% | 2.84% | 0.99% | 5.37% | 3.95% | 0.20% | 4.16% | 1.47% | 2.25% |
ENGIY Engie SA ADR | 3.94% | 6.40% | 5.47% | 8.78% | 6.76% | 4.33% | 0.00% | 5.25% | 6.00% | 9.09% | 12.96% | 6.36% |
Financials
BAP vs. ENGIY - Financials Comparison
This section allows you to compare key financial metrics between Credicorp Ltd. and Engie SA ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
BAP vs. ENGIY - Profitability Comparison
BAP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Credicorp Ltd. reported a gross profit of 6.01B and revenue of 7.74B. Therefore, the gross margin over that period was 77.7%.
ENGIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a gross profit of 3.79B and revenue of 33.63B. Therefore, the gross margin over that period was 11.3%.
BAP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Credicorp Ltd. reported an operating income of 2.91B and revenue of 7.74B, resulting in an operating margin of 37.7%.
ENGIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported an operating income of 3.94B and revenue of 33.63B, resulting in an operating margin of 11.7%.
BAP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Credicorp Ltd. reported a net income of 2.06B and revenue of 7.74B, resulting in a net margin of 26.6%.
ENGIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a net income of 898.30M and revenue of 33.63B, resulting in a net margin of 2.7%.
Frequently Asked Questions
BAP and ENGIY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAP has higher volatility (13.46%) compared to ENGIY (5.08%). In terms of maximum drawdown, BAP dropped -75.92% vs ENGIY's -64.15%.
ENGIY currently has the higher Sharpe Ratio (2.17 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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