BBVA vs. ^IBEX
Compare and contrast key facts about Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) and IBEX 35 Index (^IBEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBVA or ^IBEX.
Performance
BBVA vs. ^IBEX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with BBVA having a 14.36% return and ^IBEX slightly higher at 14.72%. Over the past 10 years, BBVA has outperformed ^IBEX with an annualized return of 4.91%, while ^IBEX has yielded a comparatively lower 0.96% annualized return.
BBVA
14.36%
-0.92%
-7.21%
15.51%
19.95%
4.91%
^IBEX
14.72%
-2.12%
2.30%
17.93%
4.52%
0.96%
Key characteristics
| BBVA | ^IBEX | |
|---|---|---|
| Sharpe Ratio | 0.51 | 1.17 |
| Sortino Ratio | 0.83 | 1.64 |
| Omega Ratio | 1.11 | 1.20 |
| Calmar Ratio | 0.82 | 0.40 |
| Martin Ratio | 1.63 | 5.72 |
| Ulcer Index | 9.41% | 2.65% |
| Daily Std Dev | 30.12% | 12.87% |
| Max Drawdown | -80.19% | -62.65% |
| Current Drawdown | -14.47% | -27.32% |
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Correlation
The correlation between BBVA and ^IBEX is 0.65, 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.
Risk-Adjusted Performance
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.
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.
Volatility
BBVA vs. ^IBEX - Volatility Comparison
Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) has a higher volatility of 11.69% compared to IBEX 35 Index (^IBEX) at 6.27%. 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.