BBAR vs. BMA

In the year-to-date period, BBAR achieves a 303.08% return, which is significantly higher than BMA's 281.61% return. Over the past 10 years, BBAR has underperformed BMA with an annualized return of 7.28%, while BMA has yielded a comparatively higher 12.62% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Banco BBVA Argentina S.A. (BBAR) and Banco Macro S.A. (BMA). 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 current BBAR Sharpe Ratio is 4.73, which is comparable to the BMA Sharpe Ratio of 4.88. The chart below compares the historical Sharpe Ratios of BBAR and BMA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BBAR's dividend yield for the trailing twelve months is around 8.35%, more than BMA's 6.04% yield.

The maximum BBAR drawdown since its inception was -96.11%, roughly equal to the maximum BMA drawdown of -91.66%. Use the drawdown chart below to compare losses from any high point for BBAR and BMA. For additional features, visit the drawdowns tool.

Banco BBVA Argentina S.A. (BBAR) and Banco Macro S.A. (BMA) have volatilities of 20.96% and 20.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Banco BBVA Argentina S.A. and Banco Macro S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.