BBAR vs. AVGO

Last updated Apr 2, 2026

Compare and contrast key facts about Banco BBVA Argentina S.A. (BBAR) and Broadcom Inc. (AVGO).

Performance

BBAR vs. AVGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco BBVA Argentina S.A. (BBAR) and Broadcom Inc. (AVGO). The values are adjusted to include any dividend payments, if applicable.

BBAR vs. AVGO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BBAR Banco BBVA Argentina S.A.	-9.45%	-3.96%	315.76%	47.33%	34.59%	-1.87%	-42.37%	-49.21%	-54.49%	46.89%
AVGO Broadcom Inc.	-9.23%	50.63%	110.49%	104.18%	-13.27%	56.48%	44.88%	29.05%	2.18%	48.19%

Fundamentals

Market Cap BBAR : $3.32B AVGO : $1.53T
EPS BBAR : $1.09K AVGO : $5.13
PE Ratio BBAR : 0.01 AVGO : 61.08
PEG Ratio BBAR : 0.00 AVGO : 0.76
PS Ratio BBAR : 0.00 AVGO : 22.34
PB Ratio BBAR : 0.00 AVGO : 19.18
Total Revenue (TTM) BBAR : $5.66T AVGO : $68.28B
Gross Profit (TTM) BBAR : $3.57T AVGO : $46.31B
EBITDA (TTM) BBAR : $451.06B AVGO : $36.65B

Returns By Period

The year-to-date returns for both investments are quite close, with BBAR having a -9.45% return and AVGO slightly higher at -9.23%. Over the past 10 years, BBAR has underperformed AVGO with an annualized return of 2.07%, while AVGO has yielded a comparatively higher 38.30% annualized return.

BBAR

• 1D: 1.37%
• 1M: 11.51%
• YTD: -9.45%
• 6M: 104.53%
• 1Y: -9.67%
• 3Y*: 74.35%
• 5Y*: 52.48%
• 10Y*: 2.07%

AVGO

• 1D: 1.29%
• 1M: -1.47%
• YTD: -9.23%
• 6M: -5.59%
• 1Y: 87.53%
• 3Y*: 71.96%
• 5Y*: 48.74%
• 10Y*: 38.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BBAR vs. AVGO — Risk / Return Rank

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

BBAR

BBAR Risk / Return Rank: 37
BBAR Sharpe Ratio Rank: 35
BBAR Sortino Ratio Rank: 40
BBAR Omega Ratio Rank: 38
BBAR Calmar Ratio Rank: 37
BBAR Martin Ratio Rank: 36

AVGO

AVGO Risk / Return Rank: 86
AVGO Sharpe Ratio Rank: 88
AVGO Sortino Ratio Rank: 86
AVGO Omega Ratio Rank: 84
AVGO Calmar Ratio Rank: 86
AVGO Martin Ratio Rank: 84

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBAR vs. AVGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco BBVA Argentina S.A. (BBAR) and Broadcom Inc. (AVGO). 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.

	BBAR	AVGO	Difference
Sharpe ratio Return per unit of total volatility	-0.12	1.82	-1.94
Sortino ratio Return per unit of downside risk	0.44	2.55	-2.11
Omega ratio Gain probability vs. loss probability	1.05	1.33	-0.28
Calmar ratio Return relative to maximum drawdown	-0.13	3.10	-3.23
Martin ratio Return relative to average drawdown	-0.26	7.61	-7.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBAR vs. AVGO - Sharpe Ratio Comparison

The current BBAR Sharpe Ratio is -0.12, which is lower than the AVGO Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of BBAR and AVGO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BBAR	AVGO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.12	1.82	-1.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	1.16	-0.34
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.03	0.99	-0.96
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	1.06	-1.02

Correlation

The correlation between BBAR and AVGO is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BBAR vs. AVGO - Dividend Comparison

BBAR's dividend yield for the trailing twelve months is around 1.39%, more than AVGO's 0.79% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BBAR Banco BBVA Argentina S.A.	1.39%	0.85%	8.10%	5.17%	5.21%	0.00%	0.00%	4.76%	2.04%	1.00%	2.41%	0.00%
AVGO Broadcom Inc.	0.79%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%

Drawdowns

BBAR vs. AVGO - Drawdown Comparison

The maximum BBAR drawdown since its inception was -96.23%, which is greater than AVGO's maximum drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for BBAR and AVGO.

Drawdown Indicators

	BBAR	AVGO	Difference
Max Drawdown Largest peak-to-trough decline	-96.23%	-48.30%	-47.93%
Max Drawdown (1Y) Largest decline over 1 year	-64.19%	-28.67%	-35.52%
Max Drawdown (5Y) Largest decline over 5 years	-66.16%	-41.15%	-25.01%
Max Drawdown (10Y) Largest decline over 10 years	-91.55%	-48.30%	-43.25%
Current Drawdown Current decline from peak	-29.91%	-23.78%	-6.13%
Average Drawdown Average peak-to-trough decline	-57.73%	-8.00%	-49.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	32.21%	11.66%	+20.55%

Volatility

BBAR vs. AVGO - Volatility Comparison

Banco BBVA Argentina S.A. (BBAR) has a higher volatility of 19.65% compared to Broadcom Inc. (AVGO) at 12.62%. This indicates that BBAR's price experiences larger fluctuations and is considered to be riskier than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBAR	AVGO	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.65%	12.62%	+7.03%
Volatility (6M) Calculated over the trailing 6-month period	56.50%	32.50%	+24.00%
Volatility (1Y) Calculated over the trailing 1-year period	81.30%	48.25%	+33.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.18%	42.33%	+21.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	64.44%	38.90%	+25.54%

Financials

BBAR vs. AVGO - Profitability Comparison

The chart below illustrates the profitability comparison between Banco BBVA Argentina S.A. and Broadcom Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

BBAR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Banco BBVA Argentina S.A. reported a gross profit of 1.65T and revenue of 1.73T. Therefore, the gross margin over that period was 95.1%.

AVGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Broadcom Inc. reported a gross profit of 13.16B and revenue of 19.31B. Therefore, the gross margin over that period was 68.1%.

BBAR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Banco BBVA Argentina S.A. reported an operating income of 101.83B and revenue of 1.73T, resulting in an operating margin of 5.9%.

AVGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Broadcom Inc. reported an operating income of 8.56B and revenue of 19.31B, resulting in an operating margin of 44.3%.

BBAR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Banco BBVA Argentina S.A. reported a net income of 54.37B and revenue of 1.73T, resulting in a net margin of 3.1%.

AVGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Broadcom Inc. reported a net income of 7.35B and revenue of 19.31B, resulting in a net margin of 38.1%.