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BBAR vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BBAR vs. IVV

Last updated Jun 23, 2026

BBAR (Banco BBVA Argentina S.A.) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, BBAR returned 4.87%/yr vs 15.75%/yr for IVV. At a 0.34 correlation, their price movements are largely independent.

Performance

BBAR vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco BBVA Argentina S.A. (BBAR) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBAR achieves a 17.31% return, which is significantly higher than IVV's 9.76% return. Over the past 10 years, BBAR has underperformed IVV with an annualized return of 4.87%, while IVV has yielded a comparatively higher 15.75% annualized return.

BBAR

1D
-4.16%
1M
37.46%
YTD
17.31%
6M
15.71%
1Y
29.37%
3Y*
64.02%
5Y*
51.39%
10Y*
4.87%

IVV

1D
-0.31%
1M
0.09%
YTD
9.76%
6M
9.30%
1Y
26.83%
3Y*
21.37%
5Y*
13.58%
10Y*
15.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBAR vs. IVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BBAR
Banco BBVA Argentina S.A.		17.31%-3.96%315.76%47.33%34.59%-1.87%-42.37%-49.21%-54.49%46.89%
IVV
iShares Core S&P 500 ETF		9.76%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between BBAR and IVV is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.34

Compare stocks, funds, or ETFs

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

Banco BBVA Argentina S.A.

iShares Core S&P 500 ETF

Often compared with BBAR:
BBAR vs. GGALBBAR vs. BBVABBAR vs. BMABBAR vs. AVGOBBAR vs. SPYBBAR vs. QQQBBAR vs. FLN
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

BBAR vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BBAR
BBAR Risk / Return Rank: 5757
Overall Rank
BBAR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BBAR Sortino Ratio Rank: 6161
Sortino Ratio Rank
BBAR Omega Ratio Rank: 5959
Omega Ratio Rank
BBAR Calmar Ratio Rank: 5555
Calmar Ratio Rank
BBAR Martin Ratio Rank: 5555
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 6969
Overall Rank
IVV Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6767
Sortino Ratio Rank
IVV Omega Ratio Rank: 6969
Omega Ratio Rank
IVV Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVV Martin Ratio Rank: 7474
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. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco BBVA Argentina S.A. (BBAR) and iShares Core S&P 500 ETF (IVV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

BBARIVVDifference
Sharpe ratioReturn per unit of total volatility
0.36
2.18

-1.81

Sortino ratioReturn per unit of downside risk
1.21
2.93

-1.72

Omega ratioGain probability vs. loss probability

1.15

1.39

-0.25

Calmar ratioReturn relative to maximum drawdown

0.55

3.03

-2.49

Martin ratioReturn relative to average drawdown

1.19

13.61

-12.43

BBAR vs. IVV - Sharpe Ratio Comparison

The current BBAR Sharpe Ratio is 0.36, which is lower than the IVV Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of BBAR and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

BBAR vs. IVV - Drawdown Comparison

The maximum BBAR drawdown since its inception was -96.23%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for BBAR and IVV.

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Drawdown Indicators

BBARIVVDifference

Max Drawdown

Largest peak-to-trough decline

-96.23%

-55.25%

-40.98%

Max Drawdown (1Y)

Largest decline over 1 year

-54.11%

-8.89%

-45.22%

Max Drawdown (3Y)

Largest decline over 3 years

-66.16%

-18.75%

-47.41%

Max Drawdown (5Y)

Largest decline over 5 years

-66.16%

-24.53%

-41.63%

Max Drawdown (10Y)

Largest decline over 10 years

-91.55%

-33.90%

-57.65%

Current Drawdown

Current decline from peak

-9.19%

-1.74%

-7.45%

Average Drawdown

Average peak-to-trough decline

-57.53%

-10.76%

-46.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.80%

1.98%

+22.82%

Volatility

BBAR vs. IVV - Volatility Comparison

Banco BBVA Argentina S.A. (BBAR) has a higher volatility of 22.40% compared to iShares Core S&P 500 ETF (IVV) at 4.67%. This indicates that BBAR's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BBARIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.40%

4.67%

+17.73%

Volatility (6M)

Calculated over the trailing 6-month period

46.27%

9.75%

+36.52%

Volatility (1Y)

Calculated over the trailing 1-year period

81.59%

12.41%

+69.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.92%

16.97%

+47.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.00%

18.10%

+46.90%

Dividends

BBAR vs. IVV - Dividend Comparison

BBAR's dividend yield for the trailing twelve months is around 1.48%, more than IVV's 1.09% yield.

PositionTTM20252024202320222021202020192018201720162015
BBAR
Banco BBVA Argentina S.A.		1.48%0.85%8.10%5.17%5.21%0.00%0.00%4.76%2.04%1.00%2.41%0.00%
IVV
iShares Core S&P 500 ETF		1.09%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions

BBAR and IVV have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBAR has higher volatility (22.40%) compared to IVV (4.67%). In terms of maximum drawdown, BBAR dropped -96.23% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (2.18 vs 0.36), 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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