BBVA.MC vs. ^IBEX

Last updated Apr 3, 2026

Compare and contrast key facts about Banco Bilbao Vizcaya Argentaria SA (BBVA.MC) and IBEX 35 Index (^IBEX).

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.

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	-6.38%	122.13%	21.25%	54.41%	13.56%	33.28%	-15.33%	12.05%	-32.54%	14.77%
^IBEX IBEX 35 Index	1.43%	49.27%	14.78%	22.76%	-5.56%	7.93%	-15.45%	11.82%	-14.97%	7.40%

Returns By Period

In the year-to-date period, BBVA.MC achieves a -6.38% return, which is significantly lower than ^IBEX's 1.43% return. Over the past 10 years, BBVA.MC has outperformed ^IBEX with an annualized return of 17.56%, while ^IBEX has yielded a comparatively lower 7.40% annualized return.

BBVA.MC

• 1D: -0.53%
• 1M: 3.90%
• YTD: -6.38%
• 6M: 16.67%
• 1Y: 54.40%
• 3Y*: 49.80%
• 5Y*: 39.85%
• 10Y*: 17.56%

^IBEX

• 1D: -0.14%
• 1M: 2.89%
• YTD: 1.43%
• 6M: 13.29%
• 1Y: 31.50%
• 3Y*: 24.23%
• 5Y*: 15.40%
• 10Y*: 7.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 86
BBVA.MC Sharpe Ratio Rank: 86
BBVA.MC Sortino Ratio Rank: 81
BBVA.MC Omega Ratio Rank: 80
BBVA.MC Calmar Ratio Rank: 90
BBVA.MC Martin Ratio Rank: 91

^IBEX

^IBEX Risk / Return Rank: 93
^IBEX Sharpe Ratio Rank: 90
^IBEX Sortino Ratio Rank: 89
^IBEX Omega Ratio Rank: 90
^IBEX Calmar Ratio Rank: 98
^IBEX Martin Ratio Rank: 98

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.

	BBVA.MC	^IBEX	Difference
Sharpe ratio Return per unit of total volatility	1.73	1.76	-0.03
Sortino ratio Return per unit of downside risk	2.23	2.24	-0.01
Omega ratio Gain probability vs. loss probability	1.30	1.34	-0.04
Calmar ratio Return relative to maximum drawdown	4.38	5.06	-0.69
Martin ratio Return relative to average drawdown	12.74	18.24	-5.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBVA.MC vs. ^IBEX - Sharpe Ratio Comparison

The current BBVA.MC Sharpe Ratio is 1.73, which is comparable to the ^IBEX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of BBVA.MC and ^IBEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BBVA.MC	^IBEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.73	1.76	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.28	0.93	+0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.39	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.25	+0.10

Correlation

The correlation between BBVA.MC and ^IBEX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

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.

Drawdown Indicators

	BBVA.MC	^IBEX	Difference
Max Drawdown Largest peak-to-trough decline	-78.40%	-62.65%	-15.75%
Max Drawdown (1Y) Largest decline over 1 year	-18.70%	-10.65%	-8.05%
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 Drawdown Current decline from peak	-14.80%	-5.09%	-9.71%
Average Drawdown Average peak-to-trough decline	-28.60%	-28.45%	-0.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.42%	2.68%	+3.74%

Volatility

BBVA.MC vs. ^IBEX - Volatility Comparison

Banco Bilbao Vizcaya Argentaria SA (BBVA.MC) has a higher volatility of 9.35% compared to IBEX 35 Index (^IBEX) at 6.37%. 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.

Volatility by Period

	BBVA.MC	^IBEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.35%	6.37%	+2.98%
Volatility (6M) Calculated over the trailing 6-month period	22.28%	11.81%	+10.47%
Volatility (1Y) Calculated over the trailing 1-year period	31.08%	17.54%	+13.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.54%	16.12%	+14.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.56%	18.52%	+15.04%