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BBSEY vs. BCH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BBSEY vs. BCH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BB Seguridade Participacoes SA (BBSEY) and Banco de Chile (BCH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBSEY achieves a 19.86% return, which is significantly higher than BCH's 9.45% return. Over the past 10 years, BBSEY has underperformed BCH with an annualized return of 7.98%, while BCH has yielded a comparatively higher 13.58% annualized return.


BBSEY

1D
-2.04%
1M
7.37%
YTD
19.86%
6M
24.54%
1Y
26.92%
3Y*
15.59%
5Y*
18.21%
10Y*
7.98%

BCH

1D
-2.20%
1M
4.39%
YTD
9.45%
6M
9.88%
1Y
42.68%
3Y*
33.91%
5Y*
22.85%
10Y*
13.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBSEY vs. BCH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBSEY
BB Seguridade Participacoes SA
19.86%28.37%-11.82%21.54%85.71%-34.45%-33.93%44.43%-8.63%7.08%
BCH
Banco de Chile
9.45%81.24%6.15%23.37%41.22%-20.93%2.32%-24.00%-6.21%45.00%

Correlation

The correlation between BBSEY and BCH is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.24

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

0.25

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

0.28

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2014

0.31

Fundamentals

Market Cap

BBSEY:

$14.55B

BCH:

$19.80B

EPS

BBSEY:

R$4.73

BCH:

CLP 2.26K

PE Ratio

BBSEY:

8.15

BCH:

15.76

PEG Ratio

BBSEY:

0.33

BCH:

0.99

PS Ratio

BBSEY:

12.26

BCH:

5.87

PB Ratio

BBSEY:

5.99

BCH:

3.35

Total Revenue (TTM)

BBSEY:

R$6.10B

BCH:

CLP 3.07T

Gross Profit (TTM)

BBSEY:

R$6.08B

BCH:

CLP 2.62T

EBITDA (TTM)

BBSEY:

R$9.81B

BCH:

CLP 1.55T

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Return for Risk

BBSEY vs. BCH — Risk / Return Rank

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

BBSEY
BBSEY Risk / Return Rank: 6565
Overall Rank
BBSEY Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BBSEY Sortino Ratio Rank: 6060
Sortino Ratio Rank
BBSEY Omega Ratio Rank: 5858
Omega Ratio Rank
BBSEY Calmar Ratio Rank: 7171
Calmar Ratio Rank
BBSEY Martin Ratio Rank: 7272
Martin Ratio Rank

BCH
BCH Risk / Return Rank: 7676
Overall Rank
BCH Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BCH Sortino Ratio Rank: 7575
Sortino Ratio Rank
BCH Omega Ratio Rank: 7373
Omega Ratio Rank
BCH Calmar Ratio Rank: 7777
Calmar Ratio Rank
BCH Martin Ratio Rank: 7676
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.

BBSEY vs. BCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BB Seguridade Participacoes SA (BBSEY) and Banco de Chile (BCH). 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.


BBSEYBCHDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.14

1.24

-0.10

Calmar ratioReturn relative to maximum drawdown

1.56

2.15

-0.59

Martin ratioReturn relative to average drawdown

3.76

4.84

-1.08

BBSEY vs. BCH - Sharpe Ratio Comparison

The current BBSEY Sharpe Ratio is 0.65, which is lower than the BCH Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of BBSEY and BCH, 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

BBSEY vs. BCH - Drawdown Comparison

The maximum BBSEY drawdown since its inception was -66.26%, which is greater than BCH's maximum drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for BBSEY and BCH.


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Drawdown Indicators


BBSEYBCHDifference

Max Drawdown

Largest peak-to-trough decline

-66.26%

-57.68%

-8.58%

Max Drawdown (1Y)

Largest decline over 1 year

-17.39%

-19.99%

+2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

-19.99%

-4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-28.35%

-26.93%

-1.42%

Max Drawdown (10Y)

Largest decline over 10 years

-59.41%

-57.68%

-1.73%

Current Drawdown

Current decline from peak

-6.32%

-10.29%

+3.97%

Average Drawdown

Average peak-to-trough decline

-31.71%

-12.89%

-18.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.19%

8.84%

-1.65%

Volatility

BBSEY vs. BCH - Volatility Comparison

BB Seguridade Participacoes SA (BBSEY) has a higher volatility of 14.02% compared to Banco de Chile (BCH) at 8.74%. This indicates that BBSEY's price experiences larger fluctuations and is considered to be riskier than BCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBSEYBCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.02%

8.74%

+5.28%

Volatility (6M)

Calculated over the trailing 6-month period

35.26%

25.36%

+9.90%

Volatility (1Y)

Calculated over the trailing 1-year period

42.14%

30.25%

+11.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.73%

28.43%

+9.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.01%

29.21%

+11.80%

Dividends

BBSEY vs. BCH - Dividend Comparison

BBSEY's dividend yield for the trailing twelve months is around 11.26%, more than BCH's 5.58% yield.


PositionTTM20252024202320222021202020192018201720162015
BBSEY
BB Seguridade Participacoes SA
11.26%11.19%4.13%10.00%6.19%4.52%15.23%3.96%10.63%5.74%12.26%4.08%
BCH
Banco de Chile
5.58%5.54%7.46%9.01%6.39%3.76%3.95%5.04%3.55%2.20%3.32%4.35%

Financials

BBSEY vs. BCH - Financials Comparison

This section allows you to compare key financial metrics between BB Seguridade Participacoes SA and Banco de Chile. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00B1.00T1.50T2.00T20222023202420252026
1.53B
1.05T
(BBSEY) Total Revenue
(BCH) Total Revenue
Please note, different currencies. BBSEY values in BRL, BCH values in CLP

Frequently Asked Questions


BBSEY and BCH have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBSEY has higher volatility (14.02%) compared to BCH (8.74%). In terms of maximum drawdown, BBSEY dropped -66.26% vs BCH's -57.68%.

BCH currently has the higher Sharpe Ratio (1.42 vs 0.65), 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.

Portfolio Optimizer

Find the right allocation for BBSEY and BCH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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