BBVA.MC vs. IDR.MC
Compare and contrast key facts about Banco Bilbao Vizcaya Argentaria SA (BBVA.MC) and Indra A (IDR.MC).
Performance
BBVA.MC vs. IDR.MC - Performance Comparison
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BBVA.MC vs. IDR.MC - 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% |
IDR.MC Indra A | 1.65% | 186.12% | 23.62% | 34.32% | 13.68% | 36.39% | -31.43% | 23.62% | -27.79% | 9.56% |
Returns By Period
In the year-to-date period, BBVA.MC achieves a -6.38% return, which is significantly lower than IDR.MC's 1.65% return. Both investments have delivered pretty close results over the past 10 years, with BBVA.MC having a 17.56% annualized return and IDR.MC not far ahead at 18.00%.
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%
IDR.MC
- 1D
- 1.27%
- 1M
- -19.51%
- YTD
- 1.65%
- 6M
- 24.91%
- 1Y
- 83.30%
- 3Y*
- 60.46%
- 5Y*
- 47.45%
- 10Y*
- 18.00%
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Return for Risk
BBVA.MC vs. IDR.MC — Risk / Return Rank
BBVA.MC
IDR.MC
BBVA.MC vs. IDR.MC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Banco Bilbao Vizcaya Argentaria SA (BBVA.MC) and Indra A (IDR.MC). 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 | IDR.MC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 1.72 | 0.00 |
Sortino ratioReturn per unit of downside risk | 2.23 | 2.42 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 4.38 | 3.36 | +1.01 |
Martin ratioReturn relative to average drawdown | 12.74 | 11.04 | +1.69 |
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 | IDR.MC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 1.72 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.28 | 1.34 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.52 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | — | — |
Correlation
The correlation between BBVA.MC and IDR.MC is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BBVA.MC vs. IDR.MC - Dividend Comparison
BBVA.MC's dividend yield for the trailing twelve months is around 3.15%, more than IDR.MC's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBVA.MC Banco Bilbao Vizcaya Argentaria SA | 3.15% | 2.95% | 5.83% | 4.63% | 5.03% | 2.36% | 3.21% | 4.23% | 4.37% | 3.42% | 4.66% | 3.45% |
IDR.MC Indra A | 0.51% | 0.52% | 1.46% | 1.79% | 1.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BBVA.MC vs. IDR.MC - Drawdown Comparison
The maximum BBVA.MC drawdown since its inception was -78.40%, smaller than the maximum IDR.MC drawdown of -8,906.75%. Use the drawdown chart below to compare losses from any high point for BBVA.MC and IDR.MC.
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Drawdown Indicators
| BBVA.MC | IDR.MC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.40% | -8,906.75% | +8,828.35% |
Max Drawdown (1Y)Largest decline over 1 year | -18.70% | -30.23% | +11.53% |
Max Drawdown (5Y)Largest decline over 5 years | -33.96% | -30.68% | -3.28% |
Max Drawdown (10Y)Largest decline over 10 years | -68.95% | -63.01% | -5.94% |
Current DrawdownCurrent decline from peak | -14.80% | -6,836.82% | +6,822.02% |
Average DrawdownAverage peak-to-trough decline | -28.60% | -1,430.71% | +1,402.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.42% | 9.20% | -2.78% |
Volatility
BBVA.MC vs. IDR.MC - Volatility Comparison
The current volatility for Banco Bilbao Vizcaya Argentaria SA (BBVA.MC) is 9.35%, while Indra A (IDR.MC) has a volatility of 17.17%. This indicates that BBVA.MC experiences smaller price fluctuations and is considered to be less risky than IDR.MC 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 | IDR.MC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.35% | 17.17% | -7.82% |
Volatility (6M)Calculated over the trailing 6-month period | 22.28% | 38.62% | -16.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.08% | 47.67% | -16.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.54% | 34.81% | -4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.56% | 34.12% | -0.56% |
Financials
BBVA.MC vs. IDR.MC - Financials Comparison
This section allows you to compare key financial metrics between Banco Bilbao Vizcaya Argentaria SA and Indra A. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities