BVN vs. EPU
BVN (Compañía de Minas Buenaventura S.A.A.) is a stock, while EPU (iShares MSCI Peru ETF) is Mid Cap Blend Equities fund tracking the MSCI All Peru Capped Index. Over the past 10 years, BVN returned 11.67%/yr vs 14.73%/yr for EPU. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
BVN vs. EPU - Performance Comparison
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Returns By Period
In the year-to-date period, BVN achieves a 14.63% return, which is significantly lower than EPU's 18.54% return. Over the past 10 years, BVN has underperformed EPU with an annualized return of 11.67%, while EPU has yielded a comparatively higher 14.73% annualized return.
BVN
- 1D
- -4.35%
- 1M
- -7.35%
- YTD
- 14.63%
- 6M
- 7.45%
- 1Y
- 97.55%
- 3Y*
- 64.13%
- 5Y*
- 29.13%
- 10Y*
- 11.67%
EPU
- 1D
- -3.70%
- 1M
- 3.83%
- YTD
- 18.54%
- 6M
- 17.84%
- 1Y
- 83.34%
- 3Y*
- 46.58%
- 5Y*
- 29.75%
- 10Y*
- 14.73%
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. | 14.63% | 147.96% | -24.06% | 106.47% | 2.47% | -39.95% | -19.27% | -6.40% | 15.91% | 25.66% |
EPU iShares MSCI Peru ETF | 18.54% | 86.87% | 21.73% | 25.34% | 2.05% | -11.81% | -4.31% | 7.30% | -12.17% | 29.70% |
Correlation
The correlation between BVN and EPU is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2009 | 0.58 |
The correlation between BVN and EPU shifts across timeframes, from 0.58 (all time) to 0.74 (1 year), reflecting how their relationship changes across market environments.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BVN | EPU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 4.02 | -0.82 |
| Martin ratioReturn relative to average drawdown | 7.80 | 11.51 | -3.71 |
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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 (3Y)Largest decline over 3 years | -38.30% | -20.85% | -17.45% |
Max Drawdown (5Y)Largest decline over 5 years | -53.67% | -35.59% | -18.08% |
Max Drawdown (10Y)Largest decline over 10 years | -70.15% | -50.97% | -19.18% |
Current DrawdownCurrent decline from peak | -36.23% | -8.61% | -27.62% |
Average DrawdownAverage peak-to-trough decline | -46.39% | -18.79% | -27.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.55% | 7.27% | +5.28% |
Volatility
BVN vs. EPU - Volatility Comparison
Compañía de Minas Buenaventura S.A.A. (BVN) has a higher volatility of 20.20% compared to iShares MSCI Peru ETF (EPU) at 12.75%. 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 | 20.20% | 12.75% | +7.45% |
Volatility (6M)Calculated over the trailing 6-month period | 43.50% | 27.23% | +16.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.13% | 31.33% | +19.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.90% | 25.12% | +20.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.91% | 23.66% | +22.25% |
Dividends
BVN vs. EPU - Dividend Comparison
BVN's dividend yield for the trailing twelve months is around 3.66%, more than EPU's 2.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BVN Compañía de Minas Buenaventura S.A.A. | 3.66% | 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 | 2.02% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
Frequently Asked Questions
BVN and EPU have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BVN has higher volatility (20.20%) compared to EPU (12.75%). In terms of maximum drawdown, BVN dropped -93.68% vs EPU's -60.62%.
EPU currently has the higher Sharpe Ratio (2.67 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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