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BVN vs. FDD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BVN vs. FDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compañía de Minas Buenaventura S.A.A. (BVN) and First Trust STOXX European Select Dividend Index Fund (FDD). The values are adjusted to include any dividend payments, if applicable.

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BVN vs. FDD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BVN
Compañía de Minas Buenaventura S.A.A.
29.50%147.96%-24.06%106.47%2.47%-39.95%-19.27%-6.40%15.91%25.66%
FDD
First Trust STOXX European Select Dividend Index Fund
2.13%62.50%0.28%14.16%-16.14%16.03%-3.80%23.79%-8.98%19.07%

Returns By Period

In the year-to-date period, BVN achieves a 29.50% return, which is significantly higher than FDD's 2.13% return. Over the past 10 years, BVN has outperformed FDD with an annualized return of 17.66%, while FDD has yielded a comparatively lower 9.42% annualized return.


BVN

1D
6.12%
1M
-17.47%
YTD
29.50%
6M
49.06%
1Y
136.67%
3Y*
66.13%
5Y*
29.90%
10Y*
17.66%

FDD

1D
3.55%
1M
-4.63%
YTD
2.13%
6M
11.69%
1Y
36.97%
3Y*
22.64%
5Y*
10.69%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BVN vs. FDD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BVN
BVN Risk / Return Rank: 9494
Overall Rank
BVN Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BVN Sortino Ratio Rank: 9292
Sortino Ratio Rank
BVN Omega Ratio Rank: 9292
Omega Ratio Rank
BVN Calmar Ratio Rank: 9393
Calmar Ratio Rank
BVN Martin Ratio Rank: 9595
Martin Ratio Rank

FDD
FDD Risk / Return Rank: 9292
Overall Rank
FDD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FDD Sortino Ratio Rank: 9292
Sortino Ratio Rank
FDD Omega Ratio Rank: 9292
Omega Ratio Rank
FDD Calmar Ratio Rank: 9191
Calmar Ratio Rank
FDD Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BVN vs. FDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compañía de Minas Buenaventura S.A.A. (BVN) and First Trust STOXX European Select Dividend Index Fund (FDD). 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.


BVNFDDDifference

Sharpe ratio

Return per unit of total volatility

2.91

2.00

+0.92

Sortino ratio

Return per unit of downside risk

3.05

2.65

+0.40

Omega ratio

Gain probability vs. loss probability

1.42

1.40

+0.03

Calmar ratio

Return relative to maximum drawdown

4.53

3.15

+1.38

Martin ratio

Return relative to average drawdown

16.32

12.09

+4.22

BVN vs. FDD - Sharpe Ratio Comparison

The current BVN Sharpe Ratio is 2.91, which is higher than the FDD Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of BVN and FDD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BVNFDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

2.00

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.59

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.47

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.08

+0.09

Correlation

The correlation between BVN and FDD is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BVN vs. FDD - Dividend Comparison

BVN's dividend yield for the trailing twelve months is around 1.21%, less than FDD's 3.87% yield.


TTM20252024202320222021202020192018201720162015
BVN
Compañía de Minas Buenaventura S.A.A.
1.21%1.57%0.63%0.48%0.98%0.00%0.00%0.58%0.55%0.60%0.26%0.00%
FDD
First Trust STOXX European Select Dividend Index Fund
3.87%3.99%7.65%6.85%6.07%3.44%4.01%4.69%5.05%2.78%4.88%4.35%

Drawdowns

BVN vs. FDD - Drawdown Comparison

The maximum BVN drawdown since its inception was -93.68%, which is greater than FDD's maximum drawdown of -74.77%. Use the drawdown chart below to compare losses from any high point for BVN and FDD.


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Drawdown Indicators


BVNFDDDifference

Max Drawdown

Largest peak-to-trough decline

-93.68%

-74.77%

-18.91%

Max Drawdown (1Y)

Largest decline over 1 year

-30.64%

-11.44%

-19.20%

Max Drawdown (5Y)

Largest decline over 5 years

-56.92%

-35.11%

-21.81%

Max Drawdown (10Y)

Largest decline over 10 years

-70.15%

-41.43%

-28.72%

Current Drawdown

Current decline from peak

-27.95%

-5.69%

-22.26%

Average Drawdown

Average peak-to-trough decline

-46.52%

-35.79%

-10.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.51%

2.98%

+5.53%

Volatility

BVN vs. FDD - Volatility Comparison

Compañía de Minas Buenaventura S.A.A. (BVN) has a higher volatility of 19.52% compared to First Trust STOXX European Select Dividend Index Fund (FDD) at 7.53%. This indicates that BVN's price experiences larger fluctuations and is considered to be riskier than FDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BVNFDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.52%

7.53%

+11.99%

Volatility (6M)

Calculated over the trailing 6-month period

39.27%

11.41%

+27.86%

Volatility (1Y)

Calculated over the trailing 1-year period

47.23%

18.63%

+28.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.88%

18.26%

+26.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.11%

20.10%

+26.01%