GAZP.ME vs. SBER.ME
Compare and contrast key facts about Public Joint Stock Company Gazprom (GAZP.ME) and Sberbank of Russia (SBER.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GAZP.ME or SBER.ME.
Key characteristics
| GAZP.ME | SBER.ME | |
|---|---|---|
| YTD Return | -13.63% | 7.15% |
| 1Y Return | -17.89% | 4.01% |
| 3Y Return (Ann) | -17.88% | -2.06% |
| 5Y Return (Ann) | -3.45% | 10.07% |
| 10Y Return (Ann) | 7.36% | 20.15% |
| Sharpe Ratio | -0.59 | 0.16 |
| Sortino Ratio | -0.75 | 0.36 |
| Omega Ratio | 0.90 | 1.05 |
| Calmar Ratio | -0.29 | 0.12 |
| Martin Ratio | -1.00 | 0.43 |
| Ulcer Index | 17.36% | 7.25% |
| Daily Std Dev | 29.17% | 18.70% |
| Max Drawdown | -98.94% | -87.29% |
| Current Drawdown | -51.99% | -15.23% |
Fundamentals
| GAZP.ME | SBER.ME | |
|---|---|---|
| Market Cap | RUB 3.90T | RUB 6.33T |
| EPS | RUB 88.52 | RUB 56.88 |
| PE Ratio | 1.97 | 10.46 |
| PEG Ratio | 0.00 | 0.56 |
| Total Revenue (TTM) | RUB 7.07T | RUB 4.30T |
| Gross Profit (TTM) | RUB 4.96T | RUB 3.55T |
| EBITDA (TTM) | RUB 1.47T | RUB 412.50B |
Correlation
The correlation between GAZP.ME and SBER.ME is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
GAZP.ME vs. SBER.ME - Performance Comparison
In the year-to-date period, GAZP.ME achieves a -13.63% return, which is significantly lower than SBER.ME's 7.15% return. Over the past 10 years, GAZP.ME has underperformed SBER.ME with an annualized return of 7.36%, while SBER.ME has yielded a comparatively higher 20.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GAZP.ME vs. SBER.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Gazprom (GAZP.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.
Dividends
GAZP.ME vs. SBER.ME - Dividend Comparison
GAZP.ME has not paid dividends to shareholders, while SBER.ME's dividend yield for the trailing twelve months is around 12.78%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAZP.ME Public Joint Stock Company Gazprom | 0.00% | 0.00% | 31.36% | 3.66% | 7.17% | 6.48% | 5.24% | 6.16% | 5.11% | 5.29% | 5.53% | 4.32% |
SBER.ME Sberbank of Russia | 12.78% | 9.20% | 0.00% | 6.37% | 6.90% | 6.28% | 6.44% | 2.66% | 1.14% | 0.44% | 5.83% | 2.54% |
Drawdowns
GAZP.ME vs. SBER.ME - Drawdown Comparison
The maximum GAZP.ME drawdown since its inception was -98.94%, which is greater than SBER.ME's maximum drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for GAZP.ME and SBER.ME. For additional features, visit the drawdowns tool.
Volatility
GAZP.ME vs. SBER.ME - Volatility Comparison
Public Joint Stock Company Gazprom (GAZP.ME) has a higher volatility of 9.83% compared to Sberbank of Russia (SBER.ME) at 7.92%. This indicates that GAZP.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.
Financials
GAZP.ME vs. SBER.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Gazprom 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.
Total Revenue: Total amount of money received from sales and other business activities