GMKN.ME vs. SBERP.ME
Compare and contrast key facts about Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel (GMKN.ME) and Sberbank of Russia (SBERP.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GMKN.ME or SBERP.ME.
Key characteristics
| GMKN.ME | SBERP.ME | |
|---|---|---|
| YTD Return | -32.22% | -7.15% |
| 1Y Return | -37.05% | -8.47% |
| 3Y Return (Ann) | -21.08% | -4.35% |
| 5Y Return (Ann) | -9.05% | 9.07% |
| 10Y Return (Ann) | 9.98% | 22.23% |
| Sharpe Ratio | -0.00 | -0.52 |
| Sortino Ratio | 96.60 | -0.59 |
| Omega Ratio | 37.12 | 0.92 |
| Calmar Ratio | -0.37 | -0.35 |
| Martin Ratio | -0.47 | -0.83 |
| Ulcer Index | 77.46% | 11.84% |
| Daily Std Dev | 9,823.44% | 18.72% |
| Max Drawdown | -99.37% | -91.05% |
| Current Drawdown | -99.27% | -23.18% |
Fundamentals
| GMKN.ME | SBERP.ME | |
|---|---|---|
| Market Cap | RUB 2.61T | RUB 2.72T |
| EPS | RUB 604.76 | RUB 50.40 |
| PE Ratio | 6.36 | 2.51 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | RUB 3.62B | RUB 1.61T |
| Gross Profit (TTM) | RUB 2.11B | RUB 1.61T |
| EBITDA (TTM) | RUB 1.70B | -RUB 74.73B |
Correlation
The correlation between GMKN.ME and SBERP.ME is 0.61, 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
GMKN.ME vs. SBERP.ME - Performance Comparison
In the year-to-date period, GMKN.ME achieves a -32.22% return, which is significantly lower than SBERP.ME's -7.15% return. Over the past 10 years, GMKN.ME has underperformed SBERP.ME with an annualized return of 9.98%, while SBERP.ME has yielded a comparatively higher 22.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
GMKN.ME vs. SBERP.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel (GMKN.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.
Dividends
GMKN.ME vs. SBERP.ME - Dividend Comparison
GMKN.ME's dividend yield for the trailing twelve months is around 616.28%, while SBERP.ME has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMKN.ME Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel | 616.28% | 0.00% | 0.00% | 0.00% | 4.98% | 11.94% | 10.61% | 6.18% | 6.66% | 14.18% | 12.51% | 4.09% |
SBERP.ME Sberbank of Russia | 0.00% | 9.17% | 0.00% | 6.72% | 7.77% | 7.01% | 7.22% | 3.17% | 1.52% | 0.59% | 8.49% | 4.00% |
Drawdowns
GMKN.ME vs. SBERP.ME - Drawdown Comparison
The maximum GMKN.ME drawdown since its inception was -99.37%, which is greater than SBERP.ME's maximum drawdown of -91.05%. Use the drawdown chart below to compare losses from any high point for GMKN.ME and SBERP.ME. For additional features, visit the drawdowns tool.
Volatility
GMKN.ME vs. SBERP.ME - Volatility Comparison
Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel (GMKN.ME) has a higher volatility of 12.91% compared to Sberbank of Russia (SBERP.ME) at 6.99%. This indicates that GMKN.ME's price experiences larger fluctuations and is considered to be riskier than SBERP.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GMKN.ME vs. SBERP.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel 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