BVN vs. EWY
BVN (Compañía de Minas Buenaventura S.A.A.) is a stock, while EWY (iShares MSCI South Korea ETF) is Asia Pacific Equities fund tracking the MSCI Korea Index. Over the past 10 years, BVN returned 12.16%/yr vs 18.13%/yr for EWY. At a 0.23 correlation, their price movements are largely independent.
Performance
BVN vs. EWY - Performance Comparison
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Returns By Period
In the year-to-date period, BVN achieves a 19.84% return, which is significantly lower than EWY's 125.28% return. Over the past 10 years, BVN has underperformed EWY with an annualized return of 12.16%, while EWY has yielded a comparatively higher 18.13% annualized return.
BVN
- 1D
- -0.52%
- 1M
- -3.14%
- YTD
- 19.84%
- 6M
- 14.53%
- 1Y
- 107.43%
- 3Y*
- 66.58%
- 5Y*
- 30.09%
- 10Y*
- 12.16%
EWY
- 1D
- -0.08%
- 1M
- 20.32%
- YTD
- 125.28%
- 6M
- 138.71%
- 1Y
- 226.78%
- 3Y*
- 54.89%
- 5Y*
- 21.37%
- 10Y*
- 18.13%
BVN vs. EWY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BVN Compañía de Minas Buenaventura S.A.A. | 19.84% | 147.96% | -24.06% | 106.47% | 2.47% | -39.95% | -19.27% | -6.40% | 15.91% | 25.66% |
EWY iShares MSCI South Korea ETF | 125.28% | 95.33% | -20.48% | 19.05% | -26.59% | -7.58% | 39.43% | 7.97% | -20.37% | 44.97% |
Correlation
The correlation between BVN and EWY is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 12, 2000 | 0.23 |
The correlation between BVN and EWY shifts across timeframes, from 0.23 (all time) to 0.35 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
BVN vs. EWY — Risk / Return Rank
BVN
EWY
BVN vs. EWY - 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 South Korea ETF (EWY). 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 | EWY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.64 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 9.89 | -6.37 |
| Martin ratioReturn relative to average drawdown | 8.67 | 34.51 | -25.84 |
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Drawdowns
BVN vs. EWY - Drawdown Comparison
The maximum BVN drawdown since its inception was -93.68%, which is greater than EWY's maximum drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for BVN and EWY.
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Drawdown Indicators
| BVN | EWY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.68% | -74.14% | -19.54% |
Max Drawdown (1Y)Largest decline over 1 year | -30.64% | -23.08% | -7.56% |
Max Drawdown (3Y)Largest decline over 3 years | -38.30% | -27.36% | -10.94% |
Max Drawdown (5Y)Largest decline over 5 years | -53.67% | -48.55% | -5.12% |
Max Drawdown (10Y)Largest decline over 10 years | -70.15% | -49.73% | -20.42% |
Current DrawdownCurrent decline from peak | -33.33% | -0.08% | -33.25% |
Average DrawdownAverage peak-to-trough decline | -46.39% | -20.10% | -26.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.44% | 6.60% | +5.84% |
Volatility
BVN vs. EWY - Volatility Comparison
The current volatility for Compañía de Minas Buenaventura S.A.A. (BVN) is 19.75%, while iShares MSCI South Korea ETF (EWY) has a volatility of 26.14%. This indicates that BVN experiences smaller price fluctuations and is considered to be less risky than EWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BVN | EWY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.75% | 26.14% | -6.39% |
Volatility (6M)Calculated over the trailing 6-month period | 43.25% | 43.40% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.02% | 47.40% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.86% | 30.51% | +15.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.92% | 28.24% | +17.68% |
Dividends
BVN vs. EWY - Dividend Comparison
BVN's dividend yield for the trailing twelve months is around 3.50%, more than EWY's 0.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BVN Compañía de Minas Buenaventura S.A.A. | 3.50% | 1.57% | 0.63% | 0.48% | 0.98% | 0.00% | 0.00% | 0.58% | 0.55% | 0.60% | 0.26% | 0.00% |
EWY iShares MSCI South Korea ETF | 0.93% | 2.10% | 2.55% | 2.52% | 1.23% | 2.16% | 0.73% | 2.10% | 1.34% | 2.90% | 1.21% | 2.42% |
Frequently Asked Questions
BVN and EWY have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EWY has higher volatility (26.14%) compared to BVN (19.75%). In terms of maximum drawdown, BVN dropped -93.68% vs EWY's -74.14%.
EWY currently has the higher Sharpe Ratio (4.83 vs 2.12), 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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