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BBVA vs. ^IBEX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BBVA and ^IBEX is 0.68, 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.


-0.50.00.51.00.7

Performance

BBVA vs. ^IBEX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
23.64%
7.32%
BBVA
^IBEX

Key characteristics

Sharpe Ratio

BBVA:

1.17

^IBEX:

2.21

Sortino Ratio

BBVA:

1.58

^IBEX:

2.93

Omega Ratio

BBVA:

1.21

^IBEX:

1.38

Calmar Ratio

BBVA:

1.97

^IBEX:

0.80

Martin Ratio

BBVA:

3.48

^IBEX:

10.71

Ulcer Index

BBVA:

10.61%

^IBEX:

2.75%

Daily Std Dev

BBVA:

31.57%

^IBEX:

13.25%

Max Drawdown

BBVA:

-80.19%

^IBEX:

-62.65%

Current Drawdown

BBVA:

-1.32%

^IBEX:

-18.77%

Returns By Period

In the year-to-date period, BBVA achieves a 30.56% return, which is significantly higher than ^IBEX's 11.70% return. Over the past 10 years, BBVA has outperformed ^IBEX with an annualized return of 8.05%, while ^IBEX has yielded a comparatively lower 1.57% annualized return.


BBVA

YTD

30.56%

1M

13.71%

6M

23.64%

1Y

32.69%

5Y*

26.48%

10Y*

8.05%

^IBEX

YTD

11.70%

1M

8.01%

6M

14.84%

1Y

27.85%

5Y*

6.30%

10Y*

1.57%

*Annualized

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Risk-Adjusted Performance

BBVA vs. ^IBEX — Risk-Adjusted Performance Rank

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

BBVA
The Risk-Adjusted Performance Rank of BBVA is 7878
Overall Rank
The Sharpe Ratio Rank of BBVA is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BBVA is 7272
Sortino Ratio Rank
The Omega Ratio Rank of BBVA is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BBVA is 9090
Calmar Ratio Rank
The Martin Ratio Rank of BBVA is 7575
Martin Ratio Rank

^IBEX
The Risk-Adjusted Performance Rank of ^IBEX is 8686
Overall Rank
The Sharpe Ratio Rank of ^IBEX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IBEX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of ^IBEX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of ^IBEX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of ^IBEX is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBVA vs. ^IBEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) 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.


Sharpe ratio
The chart of Sharpe ratio for BBVA, currently valued at 1.04, compared to the broader market-2.000.002.001.041.45
The chart of Sortino ratio for BBVA, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.006.001.441.98
The chart of Omega ratio for BBVA, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.25
The chart of Calmar ratio for BBVA, currently valued at 1.73, compared to the broader market0.002.004.006.001.730.44
The chart of Martin ratio for BBVA, currently valued at 3.00, compared to the broader market-10.000.0010.0020.0030.003.004.70
BBVA
^IBEX

The current BBVA Sharpe Ratio is 1.17, which is lower than the ^IBEX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BBVA 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.04
1.45
BBVA
^IBEX

Drawdowns

BBVA vs. ^IBEX - Drawdown Comparison

The maximum BBVA drawdown since its inception was -80.19%, 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 and ^IBEX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.32%
-42.11%
BBVA
^IBEX

Volatility

BBVA vs. ^IBEX - Volatility Comparison

Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) has a higher volatility of 8.59% compared to IBEX 35 Index (^IBEX) at 4.50%. This indicates that BBVA'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.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
8.59%
4.50%
BBVA
^IBEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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