BVN vs. EPU
Compare and contrast key facts about Compañía de Minas Buenaventura S.A.A. (BVN) and iShares MSCI Peru ETF (EPU).
EPU is a passively managed fund by iShares that tracks the performance of the MSCI All Peru Capped Index. It was launched on Jun 19, 2009.
Performance
BVN vs. EPU - Performance Comparison
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BVN vs. EPU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BVN Compañía de Minas Buenaventura S.A.A. | 33.60% | 147.96% | -24.06% | 106.47% | 2.47% | -39.95% | -19.27% | -6.40% | 15.91% | 25.66% |
EPU iShares MSCI Peru ETF | 14.25% | 86.87% | 21.73% | 25.34% | 2.05% | -11.81% | -4.31% | 7.30% | -12.17% | 29.70% |
Returns By Period
In the year-to-date period, BVN achieves a 33.60% return, which is significantly higher than EPU's 14.25% return. Over the past 10 years, BVN has outperformed EPU with an annualized return of 18.03%, while EPU has yielded a comparatively lower 15.87% annualized return.
BVN
- 1D
- 3.16%
- 1M
- -13.17%
- YTD
- 33.60%
- 6M
- 51.78%
- 1Y
- 145.41%
- 3Y*
- 67.87%
- 5Y*
- 30.71%
- 10Y*
- 18.03%
EPU
- 1D
- 2.42%
- 1M
- -11.48%
- YTD
- 14.25%
- 6M
- 35.96%
- 1Y
- 89.75%
- 3Y*
- 45.24%
- 5Y*
- 24.03%
- 10Y*
- 15.87%
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Return for Risk
BVN vs. EPU — Risk / Return Rank
BVN
EPU
BVN vs. EPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compañía de Minas Buenaventura S.A.A. (BVN) and iShares MSCI Peru ETF (EPU). 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.
| BVN | EPU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.09 | 3.07 | +0.02 |
Sortino ratioReturn per unit of downside risk | 3.17 | 3.41 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.49 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 4.71 | 4.44 | +0.26 |
Martin ratioReturn relative to average drawdown | 16.91 | 18.15 | -1.24 |
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
| BVN | EPU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.09 | 3.07 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.96 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.67 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.45 | -0.28 |
Correlation
The correlation between BVN and EPU is 0.58, 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
BVN vs. EPU - Dividend Comparison
BVN's dividend yield for the trailing twelve months is around 1.17%, less than EPU's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BVN Compañía de Minas Buenaventura S.A.A. | 1.17% | 1.57% | 0.63% | 0.48% | 0.98% | 0.00% | 0.00% | 0.58% | 0.55% | 0.60% | 0.26% | 0.00% |
EPU iShares MSCI Peru ETF | 1.43% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
Drawdowns
BVN vs. EPU - Drawdown Comparison
The maximum BVN drawdown since its inception was -93.68%, which is greater than EPU's maximum drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for BVN and EPU.
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Drawdown Indicators
| BVN | EPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.68% | -60.62% | -33.06% |
Max Drawdown (1Y)Largest decline over 1 year | -30.64% | -20.85% | -9.79% |
Max Drawdown (5Y)Largest decline over 5 years | -56.92% | -35.59% | -21.33% |
Max Drawdown (10Y)Largest decline over 10 years | -70.15% | -50.97% | -19.18% |
Current DrawdownCurrent decline from peak | -25.67% | -11.91% | -13.76% |
Average DrawdownAverage peak-to-trough decline | -46.52% | -18.90% | -27.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.52% | 5.11% | +3.41% |
Volatility
BVN vs. EPU - Volatility Comparison
Compañía de Minas Buenaventura S.A.A. (BVN) has a higher volatility of 17.38% compared to iShares MSCI Peru ETF (EPU) at 13.10%. This indicates that BVN's price experiences larger fluctuations and is considered to be riskier than EPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BVN | EPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.38% | 13.10% | +4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 39.37% | 24.12% | +15.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.31% | 29.37% | +17.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.90% | 25.09% | +19.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.11% | 23.63% | +22.48% |