BBVA.MC vs. ^IBEX
BBVA.MC (Banco Bilbao Vizcaya Argentaria SA) is a stock, while ^IBEX (IBEX 35 Index) is an index. Over the past 10 years, BBVA.MC returned 18.24%/yr vs 7.55%/yr for ^IBEX. Their correlation of 0.84 suggests significant overlap in exposure.
Performance
BBVA.MC vs. ^IBEX - Performance Comparison
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Returns By Period
In the year-to-date period, BBVA.MC achieves a 0.59% return, which is significantly lower than ^IBEX's 5.59% return. Over the past 10 years, BBVA.MC has outperformed ^IBEX with an annualized return of 18.24%, while ^IBEX has yielded a comparatively lower 7.55% annualized return.
BBVA.MC
- 1D
- 0.61%
- 1M
- 4.11%
- YTD
- 0.59%
- 6M
- 6.86%
- 1Y
- 55.09%
- 3Y*
- 51.93%
- 5Y*
- 37.04%
- 10Y*
- 18.24%
^IBEX
- 1D
- 0.55%
- 1M
- 0.95%
- YTD
- 5.59%
- 6M
- 9.51%
- 1Y
- 28.67%
- 3Y*
- 25.31%
- 5Y*
- 15.00%
- 10Y*
- 7.55%
BBVA.MC vs. ^IBEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BBVA.MC Banco Bilbao Vizcaya Argentaria SA | 0.59% | 122.13% | 21.25% | 54.41% | 13.56% | 33.28% | -15.33% | 12.05% | -32.54% | 14.77% |
^IBEX IBEX 35 Index | 5.59% | 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 0.86, 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 | 0.86 |
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 Dec 3, 1991 | 0.84 |
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
BBVA.MC
^IBEX
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.
| BBVA.MC | ^IBEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 2.99 | -0.04 |
| Martin ratioReturn relative to average drawdown | 7.36 | 9.92 | -2.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BBVA.MC | ^IBEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.82 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | 0.90 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.40 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.26 | +0.10 |
Drawdowns
BBVA.MC vs. ^IBEX - Drawdown Comparison
The maximum BBVA.MC drawdown since its inception was -78.40%, 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 | ^IBEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.40% | -62.65% | -15.75% |
Max Drawdown (1Y)Largest decline over 1 year | -18.70% | -9.64% | -9.06% |
Max Drawdown (3Y)Largest decline over 3 years | -21.53% | -12.60% | -8.93% |
Max Drawdown (5Y)Largest decline over 5 years | -33.96% | -21.76% | -12.20% |
Max Drawdown (10Y)Largest decline over 10 years | -68.95% | -45.16% | -23.79% |
Current DrawdownCurrent decline from peak | -8.45% | -1.19% | -7.26% |
Average DrawdownAverage peak-to-trough decline | -28.51% | -28.32% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.54% | 2.90% | +4.64% |
Volatility
BBVA.MC vs. ^IBEX - Volatility Comparison
Banco Bilbao Vizcaya Argentaria SA (BBVA.MC) has a higher volatility of 7.26% compared to IBEX 35 Index (^IBEX) at 4.44%. 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 | ^IBEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 4.44% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 23.13% | 13.16% | +9.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.07% | 15.88% | +14.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.76% | 16.30% | +14.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.42% | 18.50% | +14.92% |
Frequently Asked Questions
BBVA.MC and ^IBEX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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