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BBVA.MC vs. ^IBEX
Performance
Return for Risk
Drawdowns
Volatility

Performance

BBVA.MC vs. ^IBEX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Banco Bilbao Vizcaya Argentaria SA (BBVA.MC) and IBEX 35 Index (^IBEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBVA.MC achieves a 11.04% return, which is significantly lower than ^IBEX's 12.03% return. Over the past 10 years, BBVA.MC has outperformed ^IBEX with an annualized return of 22.82%, while ^IBEX has yielded a comparatively lower 9.75% annualized return.


BBVA.MC

1D
1.74%
1M
8.78%
YTD
11.04%
6M
12.72%
1Y
78.41%
3Y*
56.21%
5Y*
40.14%
10Y*
22.82%

^IBEX

1D
0.00%
1M
6.01%
YTD
12.03%
6M
12.91%
1Y
40.38%
3Y*
27.87%
5Y*
16.35%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBVA.MC vs. ^IBEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBVA.MC
Banco Bilbao Vizcaya Argentaria SA
11.04%124.63%22.73%56.68%15.03%33.45%-14.26%12.98%-31.91%15.77%
^IBEX
IBEX 35 Index
12.03%49.27%14.78%22.76%-5.56%7.93%-15.45%11.82%-14.97%7.40%

Correlation

The correlation between BBVA.MC and ^IBEX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.85

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

0.80

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

0.78

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

0.79

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2006

0.86

The correlation between BBVA.MC and ^IBEX has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.

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Return for Risk

BBVA.MC vs. ^IBEX — Risk / Return Rank

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

BBVA.MC
BBVA.MC Risk / Return Rank: 9191
Overall Rank
BBVA.MC Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BBVA.MC Sortino Ratio Rank: 9292
Sortino Ratio Rank
BBVA.MC Omega Ratio Rank: 9090
Omega Ratio Rank
BBVA.MC Calmar Ratio Rank: 9090
Calmar Ratio Rank
BBVA.MC Martin Ratio Rank: 8989
Martin Ratio Rank

^IBEX
^IBEX Risk / Return Rank: 9292
Overall Rank
^IBEX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
^IBEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
^IBEX Omega Ratio Rank: 9393
Omega Ratio Rank
^IBEX Calmar Ratio Rank: 9393
Calmar Ratio Rank
^IBEX Martin Ratio Rank: 9090
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.

BBVA.MC vs. ^IBEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Bilbao Vizcaya Argentaria SA (BBVA.MC) and IBEX 35 Index (^IBEX). 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.


BBVA.MC^IBEXDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.41

1.45

-0.05

Calmar ratioReturn relative to maximum drawdown

4.13

4.13

0.00

Martin ratioReturn relative to average drawdown

10.14

14.00

-3.87

BBVA.MC vs. ^IBEX - Sharpe Ratio Comparison

The current BBVA.MC Sharpe Ratio is 2.55, which is comparable to the ^IBEX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of BBVA.MC and ^IBEX, 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

BBVA.MC vs. ^IBEX - Drawdown Comparison

The maximum BBVA.MC drawdown since its inception was -75.62%, which is greater than ^IBEX's maximum drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for BBVA.MC and ^IBEX.


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Drawdown Indicators


BBVA.MC^IBEXDifference

Max Drawdown

Largest peak-to-trough decline

-75.62%

-62.65%

-12.97%

Max Drawdown (1Y)

Largest decline over 1 year

-18.70%

-9.64%

-9.06%

Max Drawdown (3Y)

Largest decline over 3 years

-21.57%

-12.60%

-8.97%

Max Drawdown (5Y)

Largest decline over 5 years

-33.39%

-20.93%

-12.46%

Max Drawdown (10Y)

Largest decline over 10 years

-67.99%

-45.16%

-22.83%

Current Drawdown

Current decline from peak

-0.28%

-0.78%

+0.50%

Average Drawdown

Average peak-to-trough decline

-34.21%

-29.26%

-4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.66%

2.86%

+4.80%

Volatility

BBVA.MC vs. ^IBEX - Volatility Comparison

Banco Bilbao Vizcaya Argentaria SA (BBVA.MC) has a higher volatility of 7.57% compared to IBEX 35 Index (^IBEX) at 3.90%. This indicates that BBVA.MC's price experiences larger fluctuations and is considered to be riskier than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBVA.MC^IBEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

3.90%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

23.58%

13.52%

+10.06%

Volatility (1Y)

Calculated over the trailing 1-year period

30.42%

16.01%

+14.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.77%

16.38%

+14.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.97%

18.03%

+14.94%

Frequently Asked Questions


BBVA.MC and ^IBEX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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