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BBVA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BBVAVOO
YTD Return19.18%22.64%
1Y Return34.21%34.74%
3Y Return (Ann)22.52%11.37%
5Y Return (Ann)21.41%16.16%
10Y Return (Ann)4.42%13.81%
Sharpe Ratio1.322.84
Sortino Ratio1.723.79
Omega Ratio1.241.52
Calmar Ratio1.423.05
Martin Ratio4.5917.66
Ulcer Index8.27%2.01%
Daily Std Dev28.72%12.46%
Max Drawdown-80.19%-33.99%
Current Drawdown-10.87%0.00%

Correlation

-0.50.00.51.00.5

The correlation between BBVA and VOO is 0.55, 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. VOO - Performance Comparison

In the year-to-date period, BBVA achieves a 19.18% return, which is significantly lower than VOO's 22.64% return. Over the past 10 years, BBVA has underperformed VOO with an annualized return of 4.42%, while VOO has yielded a comparatively higher 13.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-5.91%
12.98%
BBVA
VOO

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Risk-Adjusted Performance

BBVA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) and Vanguard S&P 500 ETF (VOO). 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 1.32, compared to the broader market-4.00-2.000.002.001.32
Sortino ratio
The chart of Sortino ratio for BBVA, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.72
Omega ratio
The chart of Omega ratio for BBVA, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for BBVA, currently valued at 2.03, compared to the broader market0.002.004.006.002.03
Martin ratio
The chart of Martin ratio for BBVA, currently valued at 4.59, compared to the broader market-30.00-20.00-10.000.0010.0020.004.59
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.84, compared to the broader market-4.00-2.000.002.002.84
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.79, compared to the broader market-4.00-2.000.002.004.003.79
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 3.05, compared to the broader market0.002.004.006.003.05
Martin ratio
The chart of Martin ratio for VOO, currently valued at 17.66, compared to the broader market-30.00-20.00-10.000.0010.0020.0017.66

BBVA vs. VOO - Sharpe Ratio Comparison

The current BBVA Sharpe Ratio is 1.32, which is lower than the VOO Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of BBVA and VOO, 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
1.32
2.84
BBVA
VOO

Dividends

BBVA vs. VOO - Dividend Comparison

BBVA's dividend yield for the trailing twelve months is around 7.31%, more than VOO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
7.31%5.58%6.28%2.79%3.53%5.20%5.67%3.92%6.02%4.29%5.71%4.43%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BBVA vs. VOO - Drawdown Comparison

The maximum BBVA drawdown since its inception was -80.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BBVA and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-10.87%
0
BBVA
VOO

Volatility

BBVA vs. VOO - Volatility Comparison

Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) has a higher volatility of 8.90% compared to Vanguard S&P 500 ETF (VOO) at 2.95%. This indicates that BBVA's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
8.90%
2.95%
BBVA
VOO