PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BZ=F vs. SBMX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between BZ=F and SBMX is 0.19, 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.


-0.50.00.51.00.2

Performance

BZ=F vs. SBMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crude Oil Brent (BZ=F) and Sberbank MOEX Russia Total Return ETF (SBMX). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.73%
-31.51%
BZ=F
SBMX

Key characteristics

Sharpe Ratio

BZ=F:

-0.32

SBMX:

-0.84

Sortino Ratio

BZ=F:

-0.28

SBMX:

-1.06

Omega Ratio

BZ=F:

0.96

SBMX:

0.87

Calmar Ratio

BZ=F:

-0.15

SBMX:

-0.49

Martin Ratio

BZ=F:

-0.58

SBMX:

-1.16

Ulcer Index

BZ=F:

13.31%

SBMX:

13.22%

Daily Std Dev

BZ=F:

24.38%

SBMX:

18.13%

Max Drawdown

BZ=F:

-86.77%

SBMX:

-54.16%

Current Drawdown

BZ=F:

-49.97%

SBMX:

-30.48%

Returns By Period

In the year-to-date period, BZ=F achieves a -5.14% return, which is significantly higher than SBMX's -15.72% return.


BZ=F

YTD

-5.14%

1M

0.10%

6M

-14.09%

1Y

-7.92%

5Y*

1.91%

10Y*

1.70%

SBMX

YTD

-15.72%

1M

-9.97%

6M

-15.85%

1Y

-14.96%

5Y*

1.63%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BZ=F vs. SBMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crude Oil Brent (BZ=F) 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.


Sharpe ratio
The chart of Sharpe ratio for BZ=F, currently valued at -0.44, compared to the broader market00.000.501.001.502.00-0.44
The chart of Sortino ratio for BZ=F, currently valued at -0.46, compared to the broader market00.000.501.001.502.002.50-0.46
The chart of Omega ratio for BZ=F, currently valued at 0.94, compared to the broader market01.001.101.201.300.94
The chart of Calmar ratio for BZ=F, currently valued at -0.23, compared to the broader market00.001.002.003.00-0.23
The chart of Martin ratio for BZ=F, currently valued at -0.80, compared to the broader market00.002.004.006.008.0010.00-0.80
BZ=F
SBMX

The current BZ=F Sharpe Ratio is -0.32, which is higher than the SBMX Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of BZ=F and SBMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.44
-1.13
BZ=F
SBMX

Drawdowns

BZ=F vs. SBMX - Drawdown Comparison

The maximum BZ=F drawdown since its inception was -86.77%, which is greater than SBMX's maximum drawdown of -54.16%. Use the drawdown chart below to compare losses from any high point for BZ=F and SBMX. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-42.90%
-53.15%
BZ=F
SBMX

Volatility

BZ=F vs. SBMX - Volatility Comparison

The current volatility for Crude Oil Brent (BZ=F) is 5.48%, while Sberbank MOEX Russia Total Return ETF (SBMX) has a volatility of 14.25%. This indicates that BZ=F experiences smaller price fluctuations and is considered to be less risky than SBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.48%
14.25%
BZ=F
SBMX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab