PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BBVA vs. BAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


BBVABAC
YTD Return19.83%20.94%
1Y Return38.71%56.00%
3Y Return (Ann)22.75%-0.89%
5Y Return (Ann)22.44%9.74%
10Y Return (Ann)4.48%11.56%
Sharpe Ratio1.352.43
Sortino Ratio1.753.43
Omega Ratio1.241.42
Calmar Ratio1.451.23
Martin Ratio4.6810.49
Ulcer Index8.27%5.48%
Daily Std Dev28.72%23.59%
Max Drawdown-80.20%-93.45%
Current Drawdown-10.38%-12.99%

Fundamentals


BBVABAC
Market Cap$60.69B$309.84B
EPS$1.65$2.85
PE Ratio6.3814.01
PEG Ratio1.441.82
Total Revenue (TTM)$36.66B$72.05B
Gross Profit (TTM)$36.66B$70.37B
EBITDA (TTM)$1.66B$11.11B

Correlation

-0.50.00.51.00.4

The correlation between BBVA and BAC is 0.42, 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.

Performance

BBVA vs. BAC - Performance Comparison

In the year-to-date period, BBVA achieves a 19.83% return, which is significantly lower than BAC's 20.94% return. Over the past 10 years, BBVA has underperformed BAC with an annualized return of 4.48%, while BAC has yielded a comparatively higher 11.56% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%MayJuneJulyAugustSeptemberOctober
-7.63%
7.17%
BBVA
BAC

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BBVA vs. BAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) and Bank of America Corporation (BAC). 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
Sharpe ratio
The chart of Sharpe ratio for BBVA, currently valued at 1.35, compared to the broader market-4.00-2.000.002.001.35
Sortino ratio
The chart of Sortino ratio for BBVA, currently valued at 1.75, compared to the broader market-4.00-2.000.002.004.001.75
Omega ratio
The chart of Omega ratio for BBVA, currently valued at 1.24, compared to the broader market0.501.001.501.24
Calmar ratio
The chart of Calmar ratio for BBVA, currently valued at 1.45, compared to the broader market0.002.004.006.001.45
Martin ratio
The chart of Martin ratio for BBVA, currently valued at 4.68, compared to the broader market-10.000.0010.0020.004.68
BAC
Sharpe ratio
The chart of Sharpe ratio for BAC, currently valued at 2.37, compared to the broader market-4.00-2.000.002.002.37
Sortino ratio
The chart of Sortino ratio for BAC, currently valued at 3.37, compared to the broader market-4.00-2.000.002.004.003.37
Omega ratio
The chart of Omega ratio for BAC, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for BAC, currently valued at 1.20, compared to the broader market0.002.004.006.001.20
Martin ratio
The chart of Martin ratio for BAC, currently valued at 10.17, compared to the broader market-10.000.0010.0020.0010.17

BBVA vs. BAC - Sharpe Ratio Comparison

The current BBVA Sharpe Ratio is 1.35, which is lower than the BAC Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of BBVA and BAC, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
1.35
2.37
BBVA
BAC

Dividends

BBVA vs. BAC - Dividend Comparison

BBVA's dividend yield for the trailing twelve months is around 7.05%, more than BAC's 2.45% yield.


TTM20232022202120202019201820172016201520142013
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
7.05%5.58%6.28%2.79%3.53%5.20%5.67%3.92%6.02%4.29%5.71%4.43%
BAC
Bank of America Corporation
2.45%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%

Drawdowns

BBVA vs. BAC - Drawdown Comparison

The maximum BBVA drawdown since its inception was -80.20%, smaller than the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for BBVA and BAC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-10.38%
-12.99%
BBVA
BAC

Volatility

BBVA vs. BAC - Volatility Comparison

Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) has a higher volatility of 8.87% compared to Bank of America Corporation (BAC) at 5.12%. This indicates that BBVA's price experiences larger fluctuations and is considered to be riskier than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%MayJuneJulyAugustSeptemberOctober
8.87%
5.12%
BBVA
BAC

Financials

BBVA vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between Banco Bilbao Vizcaya Argentaria, S.A. and Bank of America Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items