BSPB.ME vs. IMOEX
Compare and contrast key facts about "Bank "Saint-Petersburg" Public Joint-Stock Company (BSPB.ME) and MOEX Russia Index (IMOEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSPB.ME or IMOEX.
Correlation
The correlation between BSPB.ME and IMOEX is 0.64, 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.
Performance
BSPB.ME vs. IMOEX - Performance Comparison
Key characteristics
BSPB.ME:
1.45
IMOEX:
-0.42
BSPB.ME:
2.10
IMOEX:
-0.48
BSPB.ME:
1.26
IMOEX:
0.94
BSPB.ME:
2.36
IMOEX:
-0.21
BSPB.ME:
7.07
IMOEX:
-0.55
BSPB.ME:
6.72%
IMOEX:
16.70%
BSPB.ME:
33.01%
IMOEX:
21.47%
BSPB.ME:
-86.17%
IMOEX:
-83.89%
BSPB.ME:
-1.15%
IMOEX:
-32.97%
Returns By Period
In the year-to-date period, BSPB.ME achieves a 0.46% return, which is significantly higher than IMOEX's -0.32% return. Over the past 10 years, BSPB.ME has outperformed IMOEX with an annualized return of 43.20%, while IMOEX has yielded a comparatively lower 6.10% annualized return.
BSPB.ME
0.46%
18.65%
9.60%
46.18%
67.45%
43.20%
IMOEX
-0.32%
15.64%
-2.48%
-9.77%
-1.87%
6.10%
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Risk-Adjusted Performance
BSPB.ME vs. IMOEX — Risk-Adjusted Performance Rank
BSPB.ME
IMOEX
BSPB.ME vs. IMOEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for "Bank "Saint-Petersburg" Public Joint-Stock Company (BSPB.ME) and MOEX Russia Index (IMOEX). 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
BSPB.ME vs. IMOEX - Drawdown Comparison
The maximum BSPB.ME drawdown since its inception was -86.17%, roughly equal to the maximum IMOEX drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for BSPB.ME and IMOEX. For additional features, visit the drawdowns tool.
Volatility
BSPB.ME vs. IMOEX - Volatility Comparison
"Bank "Saint-Petersburg" Public Joint-Stock Company (BSPB.ME) and MOEX Russia Index (IMOEX) have volatilities of 13.42% and 13.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.