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BBVA vs. ENGIY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BBVA vs. ENGIY - Performance Comparison

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

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Returns By Period

In the year-to-date period, BBVA achieves a 3.26% return, which is significantly lower than ENGIY's 26.05% return. Over the past 10 years, BBVA has outperformed ENGIY with an annualized return of 21.87%, while ENGIY has yielded a comparatively lower 14.69% annualized return.


BBVA

1D
0.82%
1M
7.06%
YTD
3.26%
6M
6.36%
1Y
60.13%
3Y*
57.91%
5Y*
37.97%
10Y*
21.87%

ENGIY

1D
0.41%
1M
-0.50%
YTD
26.05%
6M
29.40%
1Y
45.49%
3Y*
35.41%
5Y*
24.42%
10Y*
14.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBVA vs. ENGIY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
3.26%153.74%14.20%62.48%10.09%22.05%-6.31%11.07%-35.01%32.83%
ENGIY
Engie SA ADR
26.05%79.77%-5.17%35.23%4.34%0.59%-5.38%19.84%-11.88%49.24%

Correlation

The correlation between BBVA and ENGIY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2008

0.48

Over the past year, the correlation between BBVA and ENGIY has dropped to 0.27 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

BBVA:

$132.08B

ENGIY:

$94.78B

EPS

BBVA:

€1.84

ENGIY:

€2.94

PE Ratio

BBVA:

10.94

ENGIY:

9.40

PEG Ratio

BBVA:

0.40

ENGIY:

0.03

PS Ratio

BBVA:

2.51

ENGIY:

0.51

PB Ratio

BBVA:

2.03

ENGIY:

2.49

Total Revenue (TTM)

BBVA:

€47.06B

ENGIY:

€145.51B

Gross Profit (TTM)

BBVA:

€32.43B

ENGIY:

€40.55B

EBITDA (TTM)

BBVA:

€18.16B

ENGIY:

€29.92B

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Return for Risk

BBVA vs. ENGIY — Risk / Return Rank

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

BBVA
BBVA Risk / Return Rank: 8383
Overall Rank
BBVA Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BBVA Sortino Ratio Rank: 8282
Sortino Ratio Rank
BBVA Omega Ratio Rank: 8181
Omega Ratio Rank
BBVA Calmar Ratio Rank: 8282
Calmar Ratio Rank
BBVA Martin Ratio Rank: 8383
Martin Ratio Rank

ENGIY
ENGIY Risk / Return Rank: 8787
Overall Rank
ENGIY Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ENGIY Sortino Ratio Rank: 8787
Sortino Ratio Rank
ENGIY Omega Ratio Rank: 8888
Omega Ratio Rank
ENGIY Calmar Ratio Rank: 8585
Calmar Ratio Rank
ENGIY Martin Ratio Rank: 8585
Martin Ratio Rank
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 vs. ENGIY - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BBVAENGIYDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

2.73

3.16

-0.43

Martin ratioReturn relative to average drawdown

7.12

8.15

-1.03

BBVA vs. ENGIY - Sharpe Ratio Comparison

The current BBVA Sharpe Ratio is 1.78, which is comparable to the ENGIY Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of BBVA and ENGIY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBVA vs. ENGIY - Drawdown Comparison

The maximum BBVA drawdown since its inception was -78.31%, which is greater than ENGIY's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for BBVA and ENGIY.


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Drawdown Indicators


BBVAENGIYDifference

Max Drawdown

Largest peak-to-trough decline

-78.31%

-64.15%

-14.16%

Max Drawdown (1Y)

Largest decline over 1 year

-22.14%

-14.49%

-7.65%

Max Drawdown (3Y)

Largest decline over 3 years

-22.14%

-18.38%

-3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-42.28%

-34.50%

-7.78%

Max Drawdown (10Y)

Largest decline over 10 years

-69.63%

-48.73%

-20.90%

Current Drawdown

Current decline from peak

-7.82%

-4.54%

-3.28%

Average Drawdown

Average peak-to-trough decline

-29.08%

-35.43%

+6.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.47%

5.60%

+2.87%

Volatility

BBVA vs. ENGIY - Volatility Comparison

Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) has a higher volatility of 9.96% compared to Engie SA ADR (ENGIY) at 4.97%. This indicates that BBVA's price experiences larger fluctuations and is considered to be riskier than ENGIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBVAENGIYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.96%

4.97%

+4.99%

Volatility (6M)

Calculated over the trailing 6-month period

27.04%

17.36%

+9.68%

Volatility (1Y)

Calculated over the trailing 1-year period

33.90%

21.58%

+12.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.60%

24.14%

+9.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.27%

26.33%

+9.94%

Dividends

BBVA vs. ENGIY - Dividend Comparison

BBVA's dividend yield for the trailing twelve months is around 4.64%, more than ENGIY's 3.81% yield.


PositionTTM20252024202320222021202020192018201720162015
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
4.64%3.51%7.71%5.51%6.29%2.79%3.50%5.23%5.75%5.17%6.02%4.29%
ENGIY
Engie SA ADR
3.81%6.40%5.47%8.78%6.76%4.33%0.00%5.25%6.00%9.09%12.96%6.36%

Financials

BBVA vs. ENGIY - Financials Comparison

This section allows you to compare key financial metrics between Banco Bilbao Vizcaya Argentaria, S.A. and Engie SA ADR. 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


10.00B20.00B30.00B40.00B50.00B20222023202420252026
10.65B
33.63B
(BBVA) Total Revenue
(ENGIY) Total Revenue
Values in EUR except per share items

BBVA vs. ENGIY - Profitability Comparison

The chart below illustrates the profitability comparison between Banco Bilbao Vizcaya Argentaria, S.A. and Engie SA ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
82.9%
11.3%
Portfolio components
BBVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Banco Bilbao Vizcaya Argentaria, S.A. reported a gross profit of 8.83B and revenue of 10.65B. Therefore, the gross margin over that period was 82.9%.

ENGIY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a gross profit of 3.79B and revenue of 33.63B. Therefore, the gross margin over that period was 11.3%.

BBVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Banco Bilbao Vizcaya Argentaria, S.A. reported an operating income of 4.72B and revenue of 10.65B, resulting in an operating margin of 44.3%.

ENGIY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported an operating income of 3.94B and revenue of 33.63B, resulting in an operating margin of 11.7%.

BBVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Banco Bilbao Vizcaya Argentaria, S.A. reported a net income of 2.99B and revenue of 10.65B, resulting in a net margin of 28.1%.

ENGIY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a net income of 898.30M and revenue of 33.63B, resulting in a net margin of 2.7%.


Frequently Asked Questions


BBVA and ENGIY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBVA has higher volatility (9.96%) compared to ENGIY (4.97%). In terms of maximum drawdown, BBVA dropped -78.31% vs ENGIY's -64.15%.

ENGIY currently has the higher Sharpe Ratio (2.13 vs 1.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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