BANE.ME vs. SBER.ME

Last updated Jun 5, 2026

BANE.ME (Public Joint Stock Oil Company Bashneft) and SBER.ME (Sberbank of Russia) are both stocks. BANE.ME operates in Oil & Gas Integrated (Energy), while SBER.ME operates in Banks - Regional (Financial Services). Over the past 10 years, BANE.ME returned -0.49%/yr vs 16.98%/yr for SBER.ME. At a 0.33 correlation, their price movements are largely independent.

Performance

BANE.ME vs. SBER.ME - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in Public Joint Stock Oil Company Bashneft (BANE.ME) and Sberbank of Russia (SBER.ME). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BANE.ME achieves a -7.33% return, which is significantly lower than SBER.ME's 7.53% return. Over the past 10 years, BANE.ME has underperformed SBER.ME with an annualized return of -0.49%, while SBER.ME has yielded a comparatively higher 16.98% annualized return.

BANE.ME

• 1D: -1.46%
• 1M: -5.11%
• YTD: -7.33%
• 6M: -6.23%
• 1Y: -31.94%
• 3Y*: -4.43%
• 5Y*: 4.87%
• 10Y*: -0.49%

SBER.ME

• 1D: -0.35%
• 1M: 0.91%
• YTD: 7.53%
• 6M: 5.19%
• 1Y: 13.69%
• 3Y*: 18.98%
• 5Y*: 7.96%
• 10Y*: 16.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BANE.ME vs. SBER.ME - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BANE.ME Public Joint Stock Oil Company Bashneft	-7.33%	-43.53%	27.19%	176.73%	-21.93%	-18.16%	-8.51%	12.76%	-10.80%	-32.23%
SBER.ME Sberbank of Russia	7.53%	20.34%	14.93%	116.82%	-51.91%	15.35%	16.92%	46.69%	-12.06%	35.56%

Correlation

The correlation between BANE.ME and SBER.ME is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.42
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Nov 22, 2011	0.33

The correlation between BANE.ME and SBER.ME shifts across timeframes, from 0.31 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

BANE.ME vs. SBER.ME — Risk / Return Rank

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

BANE.ME

BANE.ME Risk / Return Rank: 6
BANE.ME Sharpe Ratio Rank: 6
BANE.ME Sortino Ratio Rank: 7
BANE.ME Omega Ratio Rank: 9
BANE.ME Calmar Ratio Rank: 2
BANE.ME Martin Ratio Rank: 7

SBER.ME

SBER.ME Risk / Return Rank: 66
SBER.ME Sharpe Ratio Rank: 70
SBER.ME Sortino Ratio Rank: 65
SBER.ME Omega Ratio Rank: 62
SBER.ME Calmar Ratio Rank: 65
SBER.ME Martin Ratio Rank: 68

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.

BANE.ME vs. SBER.ME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Oil Company Bashneft (BANE.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.

	BANE.ME	SBER.ME	Difference
Sharpe ratio: Return per unit of total volatility	-0.92	0.92	-1.84
Sortino ratio: Return per unit of downside risk	-1.37	1.46	-2.83
Omega ratio: Gain probability vs. loss probability	0.85	1.18	-0.33
Calmar ratio: Return relative to maximum drawdown	-0.98	1.20	-2.19
Martin ratio: Return relative to average drawdown	-1.44	3.18	-4.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BANE.ME vs. SBER.ME - Sharpe Ratio Comparison

The current BANE.ME Sharpe Ratio is -0.92, which is lower than the SBER.ME Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BANE.ME and SBER.ME, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BANE.ME	SBER.ME	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.92	0.92	-1.84
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	0.21	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.01	0.49	-0.51
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	0.34	-0.14

Drawdowns

BANE.ME vs. SBER.ME - Drawdown Comparison

The maximum BANE.ME drawdown since its inception was -71.03%, smaller than the maximum SBER.ME drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for BANE.ME and SBER.ME.

Drawdown Indicators

	BANE.ME	SBER.ME	Difference
Max Drawdown Largest peak-to-trough decline	-71.03%	-87.29%	+16.26%
Max Drawdown (1Y) Largest decline over 1 year	-31.93%	-12.43%	-19.50%
Max Drawdown (3Y) Largest decline over 3 years	-58.28%	-25.44%	-32.84%
Max Drawdown (5Y) Largest decline over 5 years	-58.28%	-73.17%	+14.89%
Max Drawdown (10Y) Largest decline over 10 years	-71.03%	-73.17%	+2.14%
Current Drawdown Current decline from peak	-58.28%	-1.41%	-56.87%
Average Drawdown Average peak-to-trough decline	-31.20%	-20.18%	-11.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.41%	4.70%	+16.71%

Volatility

BANE.ME vs. SBER.ME - Volatility Comparison

Public Joint Stock Oil Company Bashneft (BANE.ME) has a higher volatility of 5.60% compared to Sberbank of Russia (SBER.ME) at 2.89%. This indicates that BANE.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.

Volatility by Period

	BANE.ME	SBER.ME	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.60%	2.89%	+2.71%
Volatility (6M) Calculated over the trailing 6-month period	23.64%	7.08%	+16.56%
Volatility (1Y) Calculated over the trailing 1-year period	34.34%	16.28%	+18.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.87%	37.71%	+2.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.22%	34.15%	+1.07%

Dividends

BANE.ME vs. SBER.ME - Dividend Comparison

BANE.ME has not paid dividends to shareholders, while SBER.ME's dividend yield for the trailing twelve months is around 10.79%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BANE.ME Public Joint Stock Oil Company Bashneft	0.00%	0.00%	8.34%	14.10%	12.46%	0.00%	6.49%	8.24%	8.50%	6.52%	4.57%	5.68%
SBER.ME Sberbank of Russia	10.79%	11.60%	11.92%	9.20%	0.00%	6.37%	6.90%	6.28%	6.44%	2.66%	1.14%	0.44%

Financials

Frequently Asked Questions

Can I hold both BANE.ME and SBER.ME in my portfolio?

BANE.ME and SBER.ME have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.