ALRS.ME vs. SBER.ME
Compare and contrast key facts about Public Joint Stock Company ALROSA (ALRS.ME) and Sberbank of Russia (SBER.ME).
Performance
ALRS.ME vs. SBER.ME - Performance Comparison
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ALRS.ME vs. SBER.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALRS.ME Public Joint Stock Company ALROSA | -17.82% | -28.09% | -11.85% | 24.09% | -51.95% | 45.01% | 21.61% | -4.65% | 47.56% | -14.40% |
SBER.ME Sberbank of Russia | 5.40% | 20.34% | 14.93% | 116.82% | -51.91% | 15.35% | 16.92% | 46.69% | -12.06% | 35.56% |
Returns By Period
In the year-to-date period, ALRS.ME achieves a -17.82% return, which is significantly lower than SBER.ME's 5.40% return. Over the past 10 years, ALRS.ME has underperformed SBER.ME with an annualized return of -0.59%, while SBER.ME has yielded a comparatively higher 19.24% annualized return.
ALRS.ME
- 1D
- -0.32%
- 1M
- -14.34%
- YTD
- -17.82%
- 6M
- -19.43%
- 1Y
- -35.77%
- 3Y*
- -16.79%
- 5Y*
- -15.86%
- 10Y*
- -0.59%
SBER.ME
- 1D
- 0.68%
- 1M
- 0.95%
- YTD
- 5.40%
- 6M
- 10.55%
- 1Y
- 15.69%
- 3Y*
- 27.47%
- 5Y*
- 10.26%
- 10Y*
- 19.24%
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Return for Risk
ALRS.ME vs. SBER.ME — Risk / Return Rank
ALRS.ME
SBER.ME
ALRS.ME vs. SBER.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company ALROSA (ALRS.ME) and Sberbank of Russia (SBER.ME). 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.
| ALRS.ME | SBER.ME | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.32 | 0.82 | -2.14 |
Sortino ratioReturn per unit of downside risk | -1.99 | 1.30 | -3.29 |
Omega ratioGain probability vs. loss probability | 0.78 | 1.16 | -0.38 |
Calmar ratioReturn relative to maximum drawdown | -1.01 | 1.32 | -2.33 |
Martin ratioReturn relative to average drawdown | -1.94 | 3.38 | -5.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ALRS.ME | SBER.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.32 | 0.82 | -2.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | 0.27 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.56 | -0.58 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.34 | -0.33 |
Correlation
The correlation between ALRS.ME and SBER.ME is 0.34, 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.
Dividends
ALRS.ME vs. SBER.ME - Dividend Comparison
ALRS.ME has not paid dividends to shareholders, while SBER.ME's dividend yield for the trailing twelve months is around 11.01%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALRS.ME Public Joint Stock Company ALROSA | 0.00% | 0.00% | 7.55% | 5.41% | 0.00% | 14.93% | 2.67% | 9.43% | 11.33% | 11.90% | 2.15% | 2.63% |
SBER.ME Sberbank of Russia | 11.01% | 11.60% | 11.92% | 9.20% | 0.00% | 6.37% | 6.90% | 6.28% | 6.44% | 2.66% | 1.14% | 0.44% |
Drawdowns
ALRS.ME vs. SBER.ME - Drawdown Comparison
The maximum ALRS.ME drawdown since its inception was -85.03%, roughly equal to the maximum SBER.ME drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for ALRS.ME and SBER.ME.
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Drawdown Indicators
| ALRS.ME | SBER.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.03% | -87.29% | +2.26% |
Max Drawdown (1Y)Largest decline over 1 year | -34.73% | -12.43% | -22.30% |
Max Drawdown (5Y)Largest decline over 5 years | -72.75% | -73.17% | +0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -72.75% | -73.17% | +0.42% |
Current DrawdownCurrent decline from peak | -72.75% | -1.61% | -71.14% |
Average DrawdownAverage peak-to-trough decline | -36.25% | -20.35% | -15.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.89% | 4.88% | +13.01% |
Volatility
ALRS.ME vs. SBER.ME - Volatility Comparison
Public Joint Stock Company ALROSA (ALRS.ME) has a higher volatility of 4.26% compared to Sberbank of Russia (SBER.ME) at 2.70%. This indicates that ALRS.ME's price experiences larger fluctuations and is considered to be riskier than SBER.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALRS.ME | SBER.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 2.70% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 16.74% | 12.00% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.14% | 19.16% | +7.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.26% | 37.96% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.29% | 34.34% | -1.05% |
Financials
ALRS.ME vs. SBER.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company ALROSA and Sberbank of Russia. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities