IRAO.ME vs. SBERP.ME

Last updated Jun 13, 2026

IRAO.ME (Public Joint Stock Company Inter RAO UES) and SBERP.ME (Sberbank of Russia) are both stocks. At a 0.32 correlation, their price movements are largely independent.

Performance

IRAO.ME vs. SBERP.ME - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in Public Joint Stock Company Inter RAO UES (IRAO.ME) and Sberbank of Russia (SBERP.ME). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IRAO.ME

• 1D: -1.09%
• 1M: -5.70%
• YTD: -2.36%
• 6M: -2.67%
• 1Y: -3.91%
• 3Y*: -3.58%
• 5Y*: -3.63%
• 10Y*: 8.86%

SBERP.ME

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

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IRAO.ME Public Joint Stock Company Inter RAO UES	-2.36%	-8.10%	2.16%	25.24%	-14.56%	-16.32%	9.36%	35.57%	17.89%	-7.79%
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 IRAO.ME and SBERP.ME is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (5Y) Calculated over the trailing 5-year period	0.31
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	0.32

Return for Risk

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

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

IRAO.ME

IRAO.ME Risk / Return Rank: 32
IRAO.ME Sharpe Ratio Rank: 33
IRAO.ME Sortino Ratio Rank: 28
IRAO.ME Omega Ratio Rank: 29
IRAO.ME Calmar Ratio Rank: 35
IRAO.ME Martin Ratio Rank: 34

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.

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

This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Inter RAO UES (IRAO.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.

	IRAO.ME	SBERP.ME	Difference
Sharpe ratio: Return per unit of total volatility	-0.23	—	—
Sortino ratio: Return per unit of downside risk	-0.18	—	—
Omega ratio: Gain probability vs. loss probability	0.98	—	—
Calmar ratio: Return relative to maximum drawdown	-0.24	—	—
Martin ratio: Return relative to average drawdown	-0.53	—	—

Drawdowns

Drawdown Indicators

	IRAO.ME	SBERP.ME	Difference
Max Drawdown Largest peak-to-trough decline	-94.01%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-20.85%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-30.62%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-66.86%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-71.98%	—	—
Current Drawdown Current decline from peak	-38.67%	—	—
Average Drawdown Average peak-to-trough decline	-53.57%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	9.77%	—	—

Volatility

Volatility by Period

	IRAO.ME	SBERP.ME	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.24%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.11%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.22%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.03%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.97%	—	—

Dividends

IRAO.ME vs. SBERP.ME - Dividend Comparison

IRAO.ME's dividend yield for the trailing twelve months is around 11.86%, while SBERP.ME has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IRAO.ME Public Joint Stock Company Inter RAO UES	11.86%	11.41%	8.74%	7.15%	6.98%	4.22%	3.70%	3.41%	3.36%	4.32%	0.46%	0.09%
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 IRAO.ME and SBERP.ME in my portfolio?

IRAO.ME and SBERP.ME have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.