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NBHC vs. BAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NBHC vs. BAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Bank Holdings Corporation (NBHC) and Credicorp Ltd. (BAP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NBHC achieves a 14.23% return, which is significantly lower than BAP's 38.87% return. Over the past 10 years, NBHC has underperformed BAP with an annualized return of 10.43%, while BAP has yielded a comparatively higher 14.93% annualized return.


NBHC

1D
-0.16%
1M
2.50%
YTD
14.23%
6M
10.06%
1Y
22.88%
3Y*
17.45%
5Y*
5.61%
10Y*
10.43%

BAP

1D
-0.57%
1M
13.84%
YTD
38.87%
6M
37.87%
1Y
82.46%
3Y*
46.30%
5Y*
33.56%
10Y*
14.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NBHC vs. BAP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NBHC
National Bank Holdings Corporation
14.23%-8.94%19.11%-8.81%-2.16%37.06%-4.50%16.56%-3.44%2.77%
BAP
Credicorp Ltd.
38.87%65.23%31.35%16.29%14.47%-24.73%-17.56%-0.26%8.91%37.84%

Correlation

The correlation between NBHC and BAP is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.26

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

0.31

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

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2012

0.29

The correlation between NBHC and BAP shifts across timeframes, from 0.17 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

NBHC:

$3.71

BAP:

PEN 90.36

PE Ratio

NBHC:

11.53

BAP:

14.24

PEG Ratio

NBHC:

2.63

BAP:

0.78

PS Ratio

NBHC:

2.04

BAP:

3.56

Total Revenue (TTM)

NBHC:

$598.85M

BAP:

PEN 28.76B

Gross Profit (TTM)

NBHC:

$313.20M

BAP:

PEN 22.06B

EBITDA (TTM)

NBHC:

$128.33M

BAP:

PEN 11.19B

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Return for Risk

NBHC vs. BAP — Risk / Return Rank

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

NBHC
NBHC Risk / Return Rank: 6868
Overall Rank
NBHC Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NBHC Sortino Ratio Rank: 6565
Sortino Ratio Rank
NBHC Omega Ratio Rank: 6363
Omega Ratio Rank
NBHC Calmar Ratio Rank: 7171
Calmar Ratio Rank
NBHC Martin Ratio Rank: 7070
Martin Ratio Rank

BAP
BAP Risk / Return Rank: 9191
Overall Rank
BAP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BAP Sortino Ratio Rank: 9090
Sortino Ratio Rank
BAP Omega Ratio Rank: 9292
Omega Ratio Rank
BAP Calmar Ratio Rank: 9393
Calmar Ratio Rank
BAP Martin Ratio Rank: 9090
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.

NBHC vs. BAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Bank Holdings Corporation (NBHC) and Credicorp Ltd. (BAP). 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.


NBHCBAPDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-1.70

Omega ratioGain probability vs. loss probability

1.17

1.44

-0.27

Calmar ratioReturn relative to maximum drawdown

1.60

5.28

-3.68

Martin ratioReturn relative to average drawdown

3.61

11.66

-8.05

NBHC vs. BAP - Sharpe Ratio Comparison

The current NBHC Sharpe Ratio is 0.89, which is lower than the BAP Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of NBHC and BAP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NBHC vs. BAP - Drawdown Comparison

The maximum NBHC drawdown since its inception was -48.43%, smaller than the maximum BAP drawdown of -75.92%. Use the drawdown chart below to compare losses from any high point for NBHC and BAP.


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Drawdown Indicators


NBHCBAPDifference

Max Drawdown

Largest peak-to-trough decline

-48.43%

-75.92%

+27.49%

Max Drawdown (1Y)

Largest decline over 1 year

-14.41%

-15.71%

+1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-32.94%

-26.53%

-6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-43.64%

-33.40%

-10.24%

Max Drawdown (10Y)

Largest decline over 10 years

-48.43%

-59.09%

+10.66%

Current Drawdown

Current decline from peak

-12.07%

-1.65%

-10.42%

Average Drawdown

Average peak-to-trough decline

-13.48%

-23.91%

+10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.35%

7.09%

-0.74%

Volatility

NBHC vs. BAP - Volatility Comparison

The current volatility for National Bank Holdings Corporation (NBHC) is 6.03%, while Credicorp Ltd. (BAP) has a volatility of 14.90%. This indicates that NBHC experiences smaller price fluctuations and is considered to be less risky than BAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBHCBAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

14.90%

-8.87%

Volatility (6M)

Calculated over the trailing 6-month period

16.74%

29.49%

-12.75%

Volatility (1Y)

Calculated over the trailing 1-year period

25.90%

33.30%

-7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.60%

31.71%

-1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.39%

31.28%

+0.11%

Dividends

NBHC vs. BAP - Dividend Comparison

NBHC's dividend yield for the trailing twelve months is around 2.92%, less than BAP's 3.75% yield.


PositionTTM20252024202320222021202020192018201720162015
BAP
Credicorp Ltd.
3.75%3.78%6.65%4.52%2.84%0.99%5.37%3.95%1.94%4.16%1.47%2.25%
NBHC
National Bank Holdings Corporation
2.92%3.16%2.60%2.80%2.23%1.98%2.44%2.13%1.75%1.05%0.69%0.94%

Financials

NBHC vs. BAP - Financials Comparison

This section allows you to compare key financial metrics between National Bank Holdings Corporation and Credicorp Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B20222023202420252026
159.15M
7.74B
(NBHC) Total Revenue
(BAP) Total Revenue
Please note, different currencies. NBHC values in USD, BAP values in PEN

NBHC vs. BAP - Profitability Comparison

The chart below illustrates the profitability comparison between National Bank Holdings Corporation and Credicorp Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
77.7%
Portfolio components
NBHC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, National Bank Holdings Corporation reported a gross profit of 0.00 and revenue of 159.15M. Therefore, the gross margin over that period was 0.0%.

BAP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Credicorp Ltd. reported a gross profit of 6.01B and revenue of 7.74B. Therefore, the gross margin over that period was 77.7%.

NBHC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, National Bank Holdings Corporation reported an operating income of 0.00 and revenue of 159.15M, resulting in an operating margin of 0.0%.

BAP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Credicorp Ltd. reported an operating income of 2.91B and revenue of 7.74B, resulting in an operating margin of 37.7%.

NBHC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, National Bank Holdings Corporation reported a net income of 20.79M and revenue of 159.15M, resulting in a net margin of 13.1%.

BAP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Credicorp Ltd. reported a net income of 2.06B and revenue of 7.74B, resulting in a net margin of 26.6%.


Frequently Asked Questions


NBHC and BAP have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BAP has higher volatility (14.90%) compared to NBHC (6.03%). In terms of maximum drawdown, NBHC dropped -48.43% vs BAP's -75.92%.

BAP currently has the higher Sharpe Ratio (2.49 vs 0.89), 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

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