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BBAR vs. FLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBAR vs. FLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco BBVA Argentina S.A. (BBAR) and First Trust Latin America AlphaDEX Fund (FLN). The values are adjusted to include any dividend payments, if applicable.

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BBAR vs. FLN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FLN
First Trust Latin America AlphaDEX Fund
15.41%55.05%-23.10%29.68%2.73%-6.94%-12.27%27.22%-8.31%21.54%

Returns By Period

In the year-to-date period, BBAR achieves a -9.45% return, which is significantly lower than FLN's 15.41% return. Over the past 10 years, BBAR has underperformed FLN with an annualized return of 2.07%, while FLN has yielded a comparatively higher 9.88% 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%

FLN

1D
1.61%
1M
-1.03%
YTD
15.41%
6M
24.91%
1Y
52.82%
3Y*
19.94%
5Y*
13.04%
10Y*
9.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BBAR vs. FLN — Risk / Return Rank

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

BBAR
BBAR Risk / Return Rank: 3737
Overall Rank
BBAR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BBAR Sortino Ratio Rank: 4040
Sortino Ratio Rank
BBAR Omega Ratio Rank: 3838
Omega Ratio Rank
BBAR Calmar Ratio Rank: 3737
Calmar Ratio Rank
BBAR Martin Ratio Rank: 3636
Martin Ratio Rank

FLN
FLN Risk / Return Rank: 9494
Overall Rank
FLN Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FLN Sortino Ratio Rank: 9292
Sortino Ratio Rank
FLN Omega Ratio Rank: 9191
Omega Ratio Rank
FLN Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLN Martin Ratio Rank: 9494
Martin Ratio Rank
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. FLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco BBVA Argentina S.A. (BBAR) and First Trust Latin America AlphaDEX Fund (FLN). 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.


BBARFLNDifference

Sharpe ratio

Return per unit of total volatility

-0.12

2.32

-2.43

Sortino ratio

Return per unit of downside risk

0.44

2.83

-2.39

Omega ratio

Gain probability vs. loss probability

1.05

1.41

-0.35

Calmar ratio

Return relative to maximum drawdown

-0.13

4.91

-5.04

Martin ratio

Return relative to average drawdown

-0.26

15.32

-15.58

BBAR vs. FLN - Sharpe Ratio Comparison

The current BBAR Sharpe Ratio is -0.12, which is lower than the FLN Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of BBAR and FLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBARFLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

2.32

-2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.58

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.36

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.09

-0.05

Correlation

The correlation between BBAR and FLN is 0.35, 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. FLN - Dividend Comparison

BBAR's dividend yield for the trailing twelve months is around 1.39%, less than FLN's 3.47% yield.


TTM20252024202320222021202020192018201720162015
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%
FLN
First Trust Latin America AlphaDEX Fund
3.47%3.40%6.26%4.17%5.57%4.70%1.64%1.91%3.08%10.28%1.06%2.34%

Drawdowns

BBAR vs. FLN - Drawdown Comparison

The maximum BBAR drawdown since its inception was -96.23%, which is greater than FLN's maximum drawdown of -57.95%. Use the drawdown chart below to compare losses from any high point for BBAR and FLN.


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Drawdown Indicators


BBARFLNDifference

Max Drawdown

Largest peak-to-trough decline

-96.23%

-57.95%

-38.28%

Max Drawdown (1Y)

Largest decline over 1 year

-64.19%

-11.42%

-52.77%

Max Drawdown (5Y)

Largest decline over 5 years

-66.16%

-25.95%

-40.21%

Max Drawdown (10Y)

Largest decline over 10 years

-91.55%

-57.75%

-33.80%

Current Drawdown

Current decline from peak

-29.91%

-4.22%

-25.69%

Average Drawdown

Average peak-to-trough decline

-57.73%

-19.07%

-38.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.21%

3.66%

+28.55%

Volatility

BBAR vs. FLN - Volatility Comparison

Banco BBVA Argentina S.A. (BBAR) has a higher volatility of 19.65% compared to First Trust Latin America AlphaDEX Fund (FLN) at 10.17%. This indicates that BBAR's price experiences larger fluctuations and is considered to be riskier than FLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBARFLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.65%

10.17%

+9.48%

Volatility (6M)

Calculated over the trailing 6-month period

56.50%

17.25%

+39.25%

Volatility (1Y)

Calculated over the trailing 1-year period

81.30%

23.00%

+58.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.18%

22.55%

+41.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.44%

27.73%

+36.71%