BHP vs. CBA.AX
Compare and contrast key facts about BHP Group (BHP) and Commonwealth Bank of Australia (CBA.AX).
Performance
BHP vs. CBA.AX - Performance Comparison
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BHP vs. CBA.AX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BHP BHP Group | 22.86% | 28.91% | -24.64% | 16.50% | 44.34% | 0.91% | 25.37% | 24.50% | 10.55% | 33.87% |
CBA.AX Commonwealth Bank of Australia | 9.81% | 16.32% | 29.23% | 13.84% | -1.04% | 20.55% | 16.97% | 16.43% | -13.85% | 11.29% |
Different Trading Currencies
BHP is traded in USD, while CBA.AX is traded in AUD. To make them comparable, the CBA.AX values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BHP achieves a 22.86% return, which is significantly higher than CBA.AX's 9.81% return. Over the past 10 years, BHP has outperformed CBA.AX with an annualized return of 20.74%, while CBA.AX has yielded a comparatively lower 12.32% annualized return.
BHP
- 1D
- 5.39%
- 1M
- -9.07%
- YTD
- 22.86%
- 6M
- 33.04%
- 1Y
- 56.18%
- 3Y*
- 9.75%
- 5Y*
- 13.16%
- 10Y*
- 20.74%
CBA.AX
- 1D
- 0.44%
- 1M
- -6.48%
- YTD
- 9.81%
- 6M
- 6.62%
- 1Y
- 26.72%
- 3Y*
- 25.10%
- 5Y*
- 16.23%
- 10Y*
- 12.32%
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Return for Risk
BHP vs. CBA.AX — Risk / Return Rank
BHP
CBA.AX
BHP vs. CBA.AX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BHP Group (BHP) and Commonwealth Bank of Australia (CBA.AX). 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.
| BHP | CBA.AX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 1.01 | +0.73 |
Sortino ratioReturn per unit of downside risk | 2.31 | 1.47 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.19 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | 1.20 | +1.58 |
Martin ratioReturn relative to average drawdown | 10.26 | 2.45 | +7.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BHP | CBA.AX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.01 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.69 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.50 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.37 | -0.06 |
Correlation
The correlation between BHP and CBA.AX is 0.43, 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.
Dividends
BHP vs. CBA.AX - Dividend Comparison
BHP's dividend yield for the trailing twelve months is around 3.66%, more than CBA.AX's 2.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHP BHP Group | 3.66% | 3.64% | 5.98% | 4.98% | 22.44% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.38% |
CBA.AX Commonwealth Bank of Australia | 2.95% | 3.02% | 3.03% | 4.03% | 3.75% | 3.47% | 3.63% | 5.39% | 5.95% | 5.34% | 5.10% | 4.90% |
Drawdowns
BHP vs. CBA.AX - Drawdown Comparison
The maximum BHP drawdown since its inception was -76.22%, which is greater than CBA.AX's maximum drawdown of -70.79%. Use the drawdown chart below to compare losses from any high point for BHP and CBA.AX.
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Drawdown Indicators
| BHP | CBA.AX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.22% | -58.53% | -17.69% |
Max Drawdown (1Y)Largest decline over 1 year | -19.80% | -21.90% | +2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -37.21% | -21.90% | -15.31% |
Max Drawdown (10Y)Largest decline over 10 years | -44.29% | -39.02% | -5.27% |
Current DrawdownCurrent decline from peak | -10.65% | -9.84% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -8.21% | -13.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 10.91% | -5.55% |
Volatility
BHP vs. CBA.AX - Volatility Comparison
BHP Group (BHP) has a higher volatility of 12.91% compared to Commonwealth Bank of Australia (CBA.AX) at 6.03%. This indicates that BHP's price experiences larger fluctuations and is considered to be riskier than CBA.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BHP | CBA.AX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.91% | 6.03% | +6.88% |
Volatility (6M)Calculated over the trailing 6-month period | 22.72% | 18.02% | +4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.44% | 26.40% | +6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.93% | 23.41% | +8.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.59% | 24.52% | +8.07% |
Financials
BHP vs. CBA.AX - Financials Comparison
This section allows you to compare key financial metrics between BHP Group and Commonwealth Bank of Australia. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities