Compania de Minas Buenaventura SAA ADR

10-Year Study

BVN.US · Basic Materials · US · Common Stock

Executive Summary: Compania de Minas Buenaventura SAA ADR has compounded at 15.1% annually over the last 10 years, with a maximum drawdown of 68.8% and an annualized volatility of 69.6%.

1Y CAGR
+163.3%
3Y CAGR
+79.1%
5Y CAGR
+27.4%
10Y CAGR
+15.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
68.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.55
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +148.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -40.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202623.127.5-17.50.4————————30.0%
202510.8-0.122.6-7.65.89.63.612.527.1-6.49.512.3148.0%
2024-0.5-0.55.29.43.5-5.3-8.6-20.011.6-5.6-7.4-4.8-24.1%
20238.6-6.37.9-12.8-3.77.95.010.6-0.2-4.917.859.7106.5%
202210.722.21.7-5.6-9.5-22.7-17.6-2.226.53.117.6-8.72.5%
2021-16.58.6-9.3-3.118.5-21.4-8.7-9.2-9.916.6-7.20.1-40.0%
2020-14.4-13.8-34.62.74.816.429.818.7-13.20.4-9.59.8-19.3%
2019-3.56.33.8-5.9-6.49.9-8.60.0-0.41.10.4-1.8-6.4%
20189.60.8-2.14.9-3.0-11.90.8-8.46.53.22.614.715.9%
201722.3-10.8-2.10.23.6-7.66.49.7-4.87.81.70.625.7%
2016———37.9-5.825.022.6-15.612.0-4.0-15.71.053.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 69.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 52.7% of variance. Idiosyncratic stock-specific factors contribute 19.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0113790.777461185091
2016-05-0112989.184160027913
2016-06-0116236.407512938302
2016-07-0119904.925277664708
2016-08-0116793.481421178112
2016-09-0118804.442635343374
2016-10-0118057.073908239807
2016-11-0115213.263941385125
2016-12-0115362.999360353551
2017-01-0118781.61888701518
2017-02-0116752.195150316915
2017-03-0116398.208989940103
2017-04-0116434.552538233413
2017-05-0117023.02727219864
2017-06-0115736.756411001918
2017-07-0116749.28766645345
2017-08-0118377.76937837995
2017-09-0117501.88986451125
2017-10-0118870.297144850843
2017-11-0119185.75914403675
2017-12-0119309.181834040824
2018-01-0121160.522184101876
2018-02-0121325.08577077397
2018-03-0120886.201081583997
2018-04-0121913.70587893237
2018-05-0121254.28853869861
2018-06-0118726.231319416176
2018-07-0118877.420480316334
2018-08-0117297.348374716523
2018-09-0118423.998371809037
2018-10-0119014.799092865036
2018-11-0119510.670465778916
2018-12-0122380.647787404778
2019-01-0121594.17340233762
2019-02-0122960.25469558644
2019-03-0123843.4029191138
2019-04-0122448.392161423504
2019-05-0121008.170029656336
2019-06-0123085.42187590859
2019-07-0121105.134616502877
2019-08-0121105.134616502877
2019-09-0121021.98057800779
2019-10-0121243.53084840379
2019-11-0121323.777403035416
2019-12-0120949.293481421177
2020-01-0117938.739314996805
2020-02-0115469.122521370007
2020-03-0110113.97336744781
2020-04-0110391.34732802233
2020-05-0110890.853055765541
2020-06-0112680.55474792115
2020-07-0116454.1780543118
2020-08-0119534.075710879803
2020-09-0116953.68378205501
2020-10-0117023.02727219864
2020-11-0115399.779031226375
2020-12-0116911.961388614294
2021-01-0114123.393615165434
2021-02-0115344.246089434204
2021-03-0113915.363144734547
2021-04-0113485.200907134964
2021-05-0115982.438797464672
2021-06-0112555.678315985346
2021-07-0111459.702273652381
2021-08-0110405.30325056696
2021-09-019378.670698377624
2021-10-0110932.430075013084
2021-11-0110141.594464150725
2021-12-0110155.550386695353
2022-01-0111237.715880676862
2022-02-0113734.95377100657
2022-03-0113970.750712333549
2022-04-0113186.02081758446
2022-05-0111928.824795022389
2022-06-019219.049834273419
2022-07-017598.709077164623
2022-08-017431.09263243589
2022-09-019400.622201546781
2022-10-019693.987323370355
2022-11-0111398.063615746933
2022-12-0110406.320869919173
2023-01-0111300.22678374135
2023-02-0110587.893237192533
2023-03-0111425.975460836193
2023-04-019967.436180729197
2023-05-019600.94783973949
2023-06-0110362.272489387686
2023-07-0110883.875094493225
2023-08-0112039.890678606733
2023-09-0112011.688085131129
2023-10-0111419.57899633657
2023-11-0113449.729604000697
2023-12-0121485.869628423563
2024-01-0121387.16055125894
2024-02-0121288.45147409432
2024-03-0122388.061871256614
2024-04-0124503.111007733907
2024-05-0125352.82316683142
2024-06-0124007.3850090132
2024-07-0121953.538407861837
2024-08-0117562.947025644007
2024-09-0119602.40158167122
2024-10-0118497.703087747865
2024-11-0117138.01825899866
2024-12-0116316.508693376752
2025-01-0118072.77432110252
2025-02-0118058.673024364714
2025-03-0122137.727510612316
2025-04-0120456.038843984417
2025-05-0121640.547769959878
2025-06-0123720.852474268766
2025-07-0124573.181368843405
2025-08-0127650.316915741118
2025-09-0135147.990928650346
2025-10-0132894.254811885796
2025-11-0136023.725068325875
2025-12-0140457.63796010932
2026-01-0149805.19858114787
2026-02-0163484.91015874862
2026-03-0152392.85921963133
2026-04-0152596.38309007385
Annual Return Matrix
YearAnnual Return
20170.25686276365219207
20180.15906763837860627
2019-0.06395499896071499
2020-0.19271924833108967
2021-0.3995048738975707
20220.024692948552778482
20231.0646941312881553
2024-0.24059351678315521
20251.4795523797644288
20260.30003593244699966
Total Factor Risk
0.6955146273490234
VTI.US Exposure
-0.011512727185679014
VEA.US Exposure
0.0645332327397085
VWO.US Exposure
0.0010142944553102862
QQQ.US Exposure
-0.0027197273901345847
VTV.US Exposure
-0.012697716675543548
IJR.US Exposure
0.04616291948382654
QUAL.US Exposure
0.00005442564076741761
SHV.US Exposure
0.5265429911108808
TLT.US Exposure
0.06208255914273732
LQD.US Exposure
0.022577407593533237
HYG.US Exposure
0.030560240059257466
GLD.US Exposure
0.037443744090587656
USO.US Exposure
-0.0004275690509054256
VNQ.US Exposure
-0.008882949815245797
BTC-USD.CC Exposure
0.001048249783019919
CPER.US Exposure
0.05775871791568829
VIX.INDX Exposure
0.001593644776049976
UUP.US Exposure
-0.0059543310348819795
TIP.US Exposure
-0.0010390340279027661
Idiosyncratic Exposure
0.19186162838892581
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
14.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
69.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →11.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.20%
Market Cap$9.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+34.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
17.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Compania de Minas Buenaventura SAA ADR a high-risk investment?

Compania de Minas Buenaventura SAA ADR (BVN.US) has an annualized volatility of 69.6% and experienced a maximum drawdown of 68.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BVN.US?

Over the past 10 years, BVN.US has generated a Compound Annual Growth Rate (CAGR) of 15.1%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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