^IBEX vs. BBVA
Compare and contrast key facts about IBEX 35 Index (^IBEX) and Banco Bilbao Vizcaya Argentaria, S.A. (BBVA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^IBEX or BBVA.
Performance
^IBEX vs. BBVA - Performance Comparison
Returns By Period
In the year-to-date period, ^IBEX achieves a 15.57% return, which is significantly lower than BBVA's 16.95% return. Over the past 10 years, ^IBEX has underperformed BBVA with an annualized return of 1.03%, while BBVA has yielded a comparatively higher 5.15% annualized return.
^IBEX
15.57%
-2.10%
2.96%
19.60%
4.73%
1.03%
BBVA
16.95%
-1.19%
-4.40%
18.25%
20.67%
5.15%
Key characteristics
| ^IBEX | BBVA | |
|---|---|---|
| Sharpe Ratio | 1.35 | 0.67 |
| Sortino Ratio | 1.87 | 1.00 |
| Omega Ratio | 1.23 | 1.14 |
| Calmar Ratio | 0.46 | 1.07 |
| Martin Ratio | 6.64 | 2.16 |
| Ulcer Index | 2.63% | 9.33% |
| Daily Std Dev | 12.89% | 30.13% |
| Max Drawdown | -62.65% | -80.19% |
| Current Drawdown | -26.78% | -12.54% |
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Correlation
The correlation between ^IBEX and BBVA is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
^IBEX vs. BBVA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IBEX 35 Index (^IBEX) and Banco Bilbao Vizcaya Argentaria, S.A. (BBVA). 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.
Drawdowns
^IBEX vs. BBVA - Drawdown Comparison
The maximum ^IBEX drawdown since its inception was -62.65%, smaller than the maximum BBVA drawdown of -80.19%. Use the drawdown chart below to compare losses from any high point for ^IBEX and BBVA. For additional features, visit the drawdowns tool.
Volatility
^IBEX vs. BBVA - Volatility Comparison
The current volatility for IBEX 35 Index (^IBEX) is 6.32%, while Banco Bilbao Vizcaya Argentaria, S.A. (BBVA) has a volatility of 11.90%. This indicates that ^IBEX experiences smaller price fluctuations and is considered to be less risky than BBVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.