BMA vs. BBAR

In the year-to-date period, BMA achieves a 215.67% return, which is significantly lower than BBAR's 276.03% return. Over the past 10 years, BMA has outperformed BBAR with an annualized return of 10.36%, while BBAR has yielded a comparatively lower 6.17% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Banco Macro S.A. (BMA) and Banco BBVA Argentina S.A. (BBAR). 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.

The current BMA Sharpe Ratio is 5.87, which is comparable to the BBAR Sharpe Ratio of 5.39. The chart below compares the historical Sharpe Ratios of BMA and BBAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BMA's dividend yield for the trailing twelve months is around 7.30%, less than BBAR's 8.95% yield.

The maximum BMA drawdown since its inception was -91.66%, roughly equal to the maximum BBAR drawdown of -96.11%. Use the drawdown chart below to compare losses from any high point for BMA and BBAR. For additional features, visit the drawdowns tool.

The current volatility for Banco Macro S.A. (BMA) is 15.21%, while Banco BBVA Argentina S.A. (BBAR) has a volatility of 16.95%. This indicates that BMA experiences smaller price fluctuations and is considered to be less risky than BBAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Banco Macro S.A. and Banco BBVA Argentina S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.