IMOEX vs. SBERP.ME

In the year-to-date period, IMOEX achieves a -16.02% return, which is significantly lower than SBERP.ME's -13.00% return. Over the past 10 years, IMOEX has underperformed SBERP.ME with an annualized return of 5.41%, while SBERP.ME has yielded a comparatively higher 21.85% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for MOEX Russia Index (IMOEX) 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.

The current IMOEX Sharpe Ratio is -0.95, which is comparable to the SBERP.ME Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of IMOEX and SBERP.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.

The maximum IMOEX drawdown since its inception was -83.89%, smaller than the maximum SBERP.ME drawdown of -91.05%. Use the drawdown chart below to compare losses from any high point for IMOEX and SBERP.ME. For additional features, visit the drawdowns tool.

The current volatility for MOEX Russia Index (IMOEX) is 9.79%, while Sberbank of Russia (SBERP.ME) has a volatility of 10.93%. This indicates that IMOEX experiences smaller price fluctuations and is considered to be less risky than SBERP.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.