LQDT vs. SBMX
Compare and contrast key facts about Liquidity Services, Inc. (LQDT) and Sberbank MOEX Russia Total Return ETF (SBMX).
SBMX is a passively managed fund by Sberbank Asset Management that tracks the performance of the MOEX Total Return. It was launched on Aug 3, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LQDT or SBMX.
Key characteristics
| LQDT | SBMX | |
|---|---|---|
| YTD Return | 31.09% | -5.49% |
| 1Y Return | 25.68% | -4.60% |
| 3Y Return (Ann) | -2.38% | -5.85% |
| 5Y Return (Ann) | 23.88% | 5.84% |
| Sharpe Ratio | 0.74 | -0.07 |
| Daily Std Dev | 32.50% | 15.71% |
| Max Drawdown | -95.31% | -99.46% |
| Current Drawdown | -65.43% | -99.08% |
Correlation
The correlation between LQDT and SBMX is 0.08, 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.
Performance
LQDT vs. SBMX - Performance Comparison
In the year-to-date period, LQDT achieves a 31.09% return, which is significantly higher than SBMX's -5.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LQDT vs. SBMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Liquidity Services, Inc. (LQDT) and Sberbank MOEX Russia Total Return ETF (SBMX). 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.
Dividends
LQDT vs. SBMX - Dividend Comparison
Neither LQDT nor SBMX has paid dividends to shareholders.
Drawdowns
LQDT vs. SBMX - Drawdown Comparison
The maximum LQDT drawdown since its inception was -95.31%, roughly equal to the maximum SBMX drawdown of -99.46%. Use the drawdown chart below to compare losses from any high point for LQDT and SBMX. For additional features, visit the drawdowns tool.
Volatility
LQDT vs. SBMX - Volatility Comparison
Liquidity Services, Inc. (LQDT) has a higher volatility of 9.24% compared to Sberbank MOEX Russia Total Return ETF (SBMX) at 7.96%. This indicates that LQDT's price experiences larger fluctuations and is considered to be riskier than SBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.