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BSPB.ME vs. SBER.ME
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

BSPB.ME vs. SBER.ME - Performance Comparison

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

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


2026 (YTD)202520242023202220212020201920182017
BSPB.ME
"Bank "Saint-Petersburg" Public Joint-Stock Company
8.32%-15.80%87.53%203.93%41.17%68.27%-2.00%37.09%-15.84%-17.44%
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, BSPB.ME achieves a 8.32% return, which is significantly higher than SBER.ME's 5.40% return. Over the past 10 years, BSPB.ME has outperformed SBER.ME with an annualized return of 32.58%, while SBER.ME has yielded a comparatively lower 19.24% annualized return.


BSPB.ME

1D
0.91%
1M
-0.73%
YTD
8.32%
6M
-0.61%
1Y
-15.92%
3Y*
51.85%
5Y*
61.73%
10Y*
32.58%

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

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Return for Risk

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

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

BSPB.ME
BSPB.ME Risk / Return Rank: 1717
Overall Rank
BSPB.ME Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BSPB.ME Sortino Ratio Rank: 1313
Sortino Ratio Rank
BSPB.ME Omega Ratio Rank: 1313
Omega Ratio Rank
BSPB.ME Calmar Ratio Rank: 2121
Calmar Ratio Rank
BSPB.ME Martin Ratio Rank: 2323
Martin Ratio Rank

SBER.ME
SBER.ME Risk / Return Rank: 6565
Overall Rank
SBER.ME Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SBER.ME Sortino Ratio Rank: 6262
Sortino Ratio Rank
SBER.ME Omega Ratio Rank: 5959
Omega Ratio Rank
SBER.ME Calmar Ratio Rank: 6767
Calmar Ratio Rank
SBER.ME Martin Ratio Rank: 6969
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for "Bank "Saint-Petersburg" Public Joint-Stock Company (BSPB.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.


BSPB.MESBER.MEDifference

Sharpe ratio

Return per unit of total volatility

-0.68

0.82

-1.50

Sortino ratio

Return per unit of downside risk

-0.84

1.30

-2.13

Omega ratio

Gain probability vs. loss probability

0.89

1.16

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.58

1.32

-1.90

Martin ratio

Return relative to average drawdown

-0.99

3.38

-4.37

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

The current BSPB.ME Sharpe Ratio is -0.68, which is lower than the SBER.ME Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of BSPB.ME and SBER.ME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSPB.MESBER.MEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

0.82

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.37

0.27

+1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.56

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.34

-0.07

Correlation

The correlation between BSPB.ME and SBER.ME is 0.37, 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

BSPB.ME vs. SBER.ME - Dividend Comparison

BSPB.ME has not paid dividends to shareholders, while SBER.ME's dividend yield for the trailing twelve months is around 11.01%.


TTM20252024202320222021202020192018201720162015
BSPB.ME
"Bank "Saint-Petersburg" Public Joint-Stock Company
0.00%0.00%8.89%32.19%11.81%5.60%6.43%6.59%3.66%1.93%1.57%4.64%
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

BSPB.ME vs. SBER.ME - Drawdown Comparison

The maximum BSPB.ME drawdown since its inception was -86.17%, roughly equal to the maximum SBER.ME drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for BSPB.ME and SBER.ME.


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Drawdown Indicators


BSPB.MESBER.MEDifference

Max Drawdown

Largest peak-to-trough decline

-86.17%

-87.29%

+1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-26.75%

-12.43%

-14.32%

Max Drawdown (5Y)

Largest decline over 5 years

-47.06%

-73.17%

+26.11%

Max Drawdown (10Y)

Largest decline over 10 years

-47.06%

-73.17%

+26.11%

Current Drawdown

Current decline from peak

-18.76%

-1.61%

-17.15%

Average Drawdown

Average peak-to-trough decline

-48.73%

-20.35%

-28.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.56%

4.88%

+10.68%

Volatility

BSPB.ME vs. SBER.ME - Volatility Comparison

"Bank "Saint-Petersburg" Public Joint-Stock Company (BSPB.ME) has a higher volatility of 4.27% compared to Sberbank of Russia (SBER.ME) at 2.70%. This indicates that BSPB.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


BSPB.MESBER.MEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

2.70%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

14.33%

12.00%

+2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

23.31%

19.16%

+4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.78%

37.96%

+6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.23%

34.34%

+1.89%

Financials

BSPB.ME vs. SBER.ME - Financials Comparison

This section allows you to compare key financial metrics between "Bank "Saint-Petersburg" Public Joint-Stock Company 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in RUB except per share items