PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
BVN vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BVN vs. QQQ

Last updated Jun 24, 2026

BVN (Compañía de Minas Buenaventura S.A.A.) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, BVN returned 11.67%/yr vs 22.07%/yr for QQQ. At a 0.15 correlation, their price movements are largely independent.

Performance

BVN vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compañía de Minas Buenaventura S.A.A. (BVN) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BVN achieves a 14.63% return, which is significantly lower than QQQ's 16.45% return. Over the past 10 years, BVN has underperformed QQQ with an annualized return of 11.67%, while QQQ has yielded a comparatively higher 22.07% 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%

QQQ

1D
-3.29%
1M
-0.43%
YTD
16.45%
6M
14.99%
1Y
34.88%
3Y*
26.05%
5Y*
16.01%
10Y*
22.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BVN vs. QQQ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
QQQ
Invesco QQQ ETF		16.45%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Correlation

The correlation between BVN and QQQ is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Mar 10, 1999

0.15

The correlation between BVN and QQQ shifts across timeframes, from 0.15 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Compañía de Minas Buenaventura S.A.A.

Invesco QQQ ETF

Often compared with BVN:
BVN vs. LLYBVN vs. VOOBVN vs. JPMBVN vs. IAUMBVN vs. QDVE.DEBVN vs. EPUBVN vs. SLV
Often compared with QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. SMHQQQ vs. QQQMQQQ vs. SPMO

Return for Risk

BVN vs. QQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BVN
BVN Risk / Return Rank: 8484
Overall Rank
BVN Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BVN Sortino Ratio Rank: 8181
Sortino Ratio Rank
BVN Omega Ratio Rank: 8282
Omega Ratio Rank
BVN Calmar Ratio Rank: 8585
Calmar Ratio Rank
BVN Martin Ratio Rank: 8484
Martin Ratio Rank
QQQ
QQQ Risk / Return Rank: 5959
Overall Rank
QQQ Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 5555
Sortino Ratio Rank
QQQ Omega Ratio Rank: 5858
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6161
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6262
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. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Compañía de Minas Buenaventura S.A.A. (BVN) and Invesco QQQ ETF (QQQ). 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.

BVNQQQDifference
Sharpe ratioReturn per unit of total volatility
1.92
1.95

-0.03

Sortino ratioReturn per unit of downside risk
2.29
2.57

-0.28

Omega ratioGain probability vs. loss probability

1.31

1.35

-0.03

Calmar ratioReturn relative to maximum drawdown

3.20

2.93

+0.27

Martin ratioReturn relative to average drawdown

7.80

10.86

-3.07

BVN vs. QQQ - Sharpe Ratio Comparison

The current BVN Sharpe Ratio is 1.92, which is comparable to the QQQ Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of BVN and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

BVN vs. QQQ - Drawdown Comparison

The maximum BVN drawdown since its inception was -93.68%, which is greater than QQQ's maximum drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for BVN and QQQ.

Loading charts...

Drawdown Indicators

BVNQQQDifference

Max Drawdown

Largest peak-to-trough decline

-93.68%

-82.97%

-10.71%

Max Drawdown (1Y)

Largest decline over 1 year

-30.64%

-11.96%

-18.68%

Max Drawdown (3Y)

Largest decline over 3 years

-38.30%

-22.77%

-15.53%

Max Drawdown (5Y)

Largest decline over 5 years

-53.67%

-35.12%

-18.55%

Max Drawdown (10Y)

Largest decline over 10 years

-70.15%

-35.12%

-35.03%

Current Drawdown

Current decline from peak

-36.23%

-4.25%

-31.98%

Average Drawdown

Average peak-to-trough decline

-46.39%

-32.73%

-13.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.55%

3.22%

+9.33%

Volatility

BVN vs. QQQ - Volatility Comparison

Compañía de Minas Buenaventura S.A.A. (BVN) has a higher volatility of 20.20% compared to Invesco QQQ ETF (QQQ) at 9.17%. This indicates that BVN's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

BVNQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.20%

9.17%

+11.03%

Volatility (6M)

Calculated over the trailing 6-month period

43.50%

14.57%

+28.93%

Volatility (1Y)

Calculated over the trailing 1-year period

51.13%

17.96%

+33.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.90%

22.69%

+23.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.91%

22.42%

+23.49%

Dividends

BVN vs. QQQ - Dividend Comparison

BVN's dividend yield for the trailing twelve months is around 3.66%, more than QQQ's 0.43% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
QQQ
Invesco QQQ ETF		0.43%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions

BVN and QQQ have a correlation of 0.34, 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 QQQ (9.17%). In terms of maximum drawdown, BVN dropped -93.68% vs QQQ's -82.97%.

QQQ currently has the higher Sharpe Ratio (1.95 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.

Portfolio Optimizer

Find the right allocation for BVN and QQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer