PortfoliosLab logo
BAP vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BAP and VOO is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

BAP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credicorp Ltd. (BAP) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.57%
6.68%
BAP
VOO

Key characteristics

Sharpe Ratio

BAP:

1.18

VOO:

2.06

Sortino Ratio

BAP:

1.76

VOO:

2.75

Omega Ratio

BAP:

1.21

VOO:

1.38

Calmar Ratio

BAP:

0.86

VOO:

3.07

Martin Ratio

BAP:

5.39

VOO:

13.32

Ulcer Index

BAP:

4.96%

VOO:

1.95%

Daily Std Dev

BAP:

22.65%

VOO:

12.59%

Max Drawdown

BAP:

-73.50%

VOO:

-33.99%

Current Drawdown

BAP:

-12.17%

VOO:

-2.67%

Returns By Period

In the year-to-date period, BAP achieves a 0.25% return, which is significantly lower than VOO's 0.62% return. Over the past 10 years, BAP has underperformed VOO with an annualized return of 4.68%, while VOO has yielded a comparatively higher 13.34% annualized return.


BAP

YTD

0.25%

1M

-3.78%

6M

10.57%

1Y

27.24%

5Y*

0.16%

10Y*

4.68%

VOO

YTD

0.62%

1M

-1.89%

6M

6.68%

1Y

25.42%

5Y*

14.43%

10Y*

13.34%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BAP vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAP
The Risk-Adjusted Performance Rank of BAP is 8080
Overall Rank
The Sharpe Ratio Rank of BAP is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BAP is 7878
Sortino Ratio Rank
The Omega Ratio Rank of BAP is 7575
Omega Ratio Rank
The Calmar Ratio Rank of BAP is 7878
Calmar Ratio Rank
The Martin Ratio Rank of BAP is 8383
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BAP vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Credicorp Ltd. (BAP) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for BAP, currently valued at 1.18, compared to the broader market-4.00-2.000.002.001.182.06
The chart of Sortino ratio for BAP, currently valued at 1.76, compared to the broader market-4.00-2.000.002.004.001.762.75
The chart of Omega ratio for BAP, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.38
The chart of Calmar ratio for BAP, currently valued at 0.86, compared to the broader market0.002.004.006.000.863.07
The chart of Martin ratio for BAP, currently valued at 5.39, compared to the broader market-10.000.0010.0020.005.3913.32
BAP
VOO

The current BAP Sharpe Ratio is 1.18, which is lower than the VOO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of BAP and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.18
2.06
BAP
VOO

Dividends

BAP vs. VOO - Dividend Comparison

BAP's dividend yield for the trailing twelve months is around 2.09%, more than VOO's 1.24% yield.


TTM20242023202220212020201920182017201620152014
BAP
Credicorp Ltd.
2.09%2.10%0.45%0.29%4.10%5.37%3.94%0.20%4.32%1.47%2.25%1.19%
VOO
Vanguard S&P 500 ETF
1.24%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

BAP vs. VOO - Drawdown Comparison

The maximum BAP drawdown since its inception was -73.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BAP and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.17%
-2.67%
BAP
VOO

Volatility

BAP vs. VOO - Volatility Comparison

Credicorp Ltd. (BAP) has a higher volatility of 5.79% compared to Vanguard S&P 500 ETF (VOO) at 4.43%. This indicates that BAP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
5.79%
4.43%
BAP
VOO