CHMF.ME vs. SBERP.ME

Last updated Jun 13, 2026

CHMF.ME (PAO Severstal) and SBERP.ME (Sberbank of Russia) are both stocks. At a 0.31 correlation, their price movements are largely independent.

Performance

CHMF.ME vs. SBERP.ME - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in PAO Severstal (CHMF.ME) and Sberbank of Russia (SBERP.ME). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CHMF.ME

• 1D: 0.47%
• 1M: -9.25%
• YTD: -28.81%
• 6M: -28.57%
• 1Y: -30.27%
• 3Y*: -6.51%
• 5Y*: -9.62%
• 10Y*: 11.69%

SBERP.ME

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CHMF.ME vs. SBERP.ME - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CHMF.ME PAO Severstal	-28.81%	-28.05%	16.85%	55.64%	-37.03%	41.42%	57.09%	12.79%	23.14%	8.44%
SBERP.ME Sberbank of Russia	0.00%	0.00%	0.00%	12.44%	-49.59%	23.29%	15.49%	49.15%	-6.80%	53.18%

Correlation

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

	Correlation
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since Nov 21, 2011	0.31

Return for Risk

CHMF.ME vs. SBERP.ME — Risk / Return Rank

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

CHMF.ME

CHMF.ME Risk / Return Rank: 6
CHMF.ME Sharpe Ratio Rank: 3
CHMF.ME Sortino Ratio Rank: 3
CHMF.ME Omega Ratio Rank: 9
CHMF.ME Calmar Ratio Rank: 10
CHMF.ME Martin Ratio Rank: 3

SBERP.ME

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

CHMF.ME vs. SBERP.ME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PAO Severstal (CHMF.ME) and Sberbank of Russia (SBERP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CHMF.ME	SBERP.ME	Difference
Sharpe ratio: Return per unit of total volatility	-1.17	—	—
Sortino ratio: Return per unit of downside risk	-1.84	—	—
Omega ratio: Gain probability vs. loss probability	0.84	—	—
Calmar ratio: Return relative to maximum drawdown	-0.83	—	—
Martin ratio: Return relative to average drawdown	-1.68	—	—

Drawdowns

Drawdown Indicators

	CHMF.ME	SBERP.ME	Difference
Max Drawdown Largest peak-to-trough decline	-91.05%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-40.07%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-58.54%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-61.81%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-61.81%	—	—
Current Drawdown Current decline from peak	-58.02%	—	—
Average Drawdown Average peak-to-trough decline	-25.26%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	21.01%	—	—

Volatility

Volatility by Period

	CHMF.ME	SBERP.ME	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.35%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.90%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.55%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.31%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.35%	—	—

Dividends

CHMF.ME vs. SBERP.ME - Dividend Comparison

Neither CHMF.ME nor SBERP.ME has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHMF.ME PAO Severstal	0.00%	0.00%	23.17%	0.00%	12.15%	15.80%	8.04%	12.98%	16.68%	12.40%	7.76%	8.74%
SBERP.ME Sberbank of Russia	0.00%	0.00%	0.00%	0.00%	0.00%	6.71%	7.75%	7.01%	7.27%	3.17%	1.52%	0.59%

Financials

Frequently Asked Questions

Can I hold both CHMF.ME and SBERP.ME in my portfolio?

CHMF.ME and SBERP.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.