MDMG.ME vs. BSPB.ME

Last updated Jun 5, 2026

MDMG.ME (MD Medical Group Investments Plc) and BSPB.ME ("Bank "Saint-Petersburg" Public Joint-Stock Company) are both stocks. MDMG.ME operates in Medical Care Facilities (Healthcare), while BSPB.ME operates in Banks - Regional (Financial Services). Over the past 5 years, MDMG.ME returned 18.48%/yr vs 52.33%/yr for BSPB.ME. At a 0.28 correlation, their price movements are largely independent.

Performance

MDMG.ME vs. BSPB.ME - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in MD Medical Group Investments Plc (MDMG.ME) and "Bank "Saint-Petersburg" Public Joint-Stock Company (BSPB.ME). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MDMG.ME achieves a -12.00% return, which is significantly lower than BSPB.ME's -2.18% return.

MDMG.ME

• 1D: -0.46%
• 1M: 1.92%
• YTD: -12.00%
• 6M: -5.65%
• 1Y: 34.91%
• 3Y*: 32.91%
• 5Y*: 18.48%
• 10Y*: —

BSPB.ME

• 1D: -1.05%
• 1M: -10.99%
• YTD: -2.18%
• 6M: -7.21%
• 1Y: -19.34%
• 3Y*: 33.34%
• 5Y*: 52.33%
• 10Y*: 29.08%

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

MDMG.ME vs. BSPB.ME - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MDMG.ME MD Medical Group Investments Plc	-12.00%	66.59%	17.55%	115.53%	-45.86%	83.95%	-1.94%
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company	-2.18%	-15.80%	87.53%	203.93%	41.17%	68.27%	18.96%

Correlation

The correlation between MDMG.ME and BSPB.ME is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (All Time) Calculated using the full available price history since Nov 10, 2020	0.28

Return for Risk

MDMG.ME vs. BSPB.ME — Risk / Return Rank

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

MDMG.ME

MDMG.ME Risk / Return Rank: 78
MDMG.ME Sharpe Ratio Rank: 83
MDMG.ME Sortino Ratio Rank: 79
MDMG.ME Omega Ratio Rank: 78
MDMG.ME Calmar Ratio Rank: 75
MDMG.ME Martin Ratio Rank: 75

BSPB.ME

BSPB.ME Risk / Return Rank: 13
BSPB.ME Sharpe Ratio Rank: 8
BSPB.ME Sortino Ratio Rank: 10
BSPB.ME Omega Ratio Rank: 10
BSPB.ME Calmar Ratio Rank: 17
BSPB.ME Martin Ratio Rank: 20

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.

MDMG.ME vs. BSPB.ME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MD Medical Group Investments Plc (MDMG.ME) and "Bank "Saint-Petersburg" Public Joint-Stock Company (BSPB.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.

	MDMG.ME	BSPB.ME	Difference
Sharpe ratio: Return per unit of total volatility	1.62	-0.85	+2.47
Sortino ratio: Return per unit of downside risk	2.23	-1.11	+3.34
Omega ratio: Gain probability vs. loss probability	1.28	0.86	+0.43
Calmar ratio: Return relative to maximum drawdown	1.97	-0.68	+2.65
Martin ratio: Return relative to average drawdown	4.74	-1.05	+5.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MDMG.ME vs. BSPB.ME - Sharpe Ratio Comparison

The current MDMG.ME Sharpe Ratio is 1.62, which is higher than the BSPB.ME Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of MDMG.ME and BSPB.ME, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MDMG.ME	BSPB.ME	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	-0.85	+2.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	1.16	-0.66
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.80	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.25	+0.48

Drawdowns

MDMG.ME vs. BSPB.ME - Drawdown Comparison

The maximum MDMG.ME drawdown since its inception was -63.61%, smaller than the maximum BSPB.ME drawdown of -86.17%. Use the drawdown chart below to compare losses from any high point for MDMG.ME and BSPB.ME.

Drawdown Indicators

	MDMG.ME	BSPB.ME	Difference
Max Drawdown Largest peak-to-trough decline	-63.61%	-86.17%	+22.56%
Max Drawdown (1Y) Largest decline over 1 year	-17.54%	-26.75%	+9.21%
Max Drawdown (3Y) Largest decline over 3 years	-33.19%	-27.55%	-5.64%
Max Drawdown (5Y) Largest decline over 5 years	-63.61%	-47.06%	-16.55%
Max Drawdown (10Y) Largest decline over 10 years	—	-47.06%	—
Current Drawdown Current decline from peak	-15.11%	-26.64%	+11.53%
Average Drawdown Average peak-to-trough decline	-18.70%	-48.45%	+29.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.32%	17.35%	-10.03%

Volatility

MDMG.ME vs. BSPB.ME - Volatility Comparison

The current volatility for MD Medical Group Investments Plc (MDMG.ME) is 5.61%, while "Bank "Saint-Petersburg" Public Joint-Stock Company (BSPB.ME) has a volatility of 7.24%. This indicates that MDMG.ME experiences smaller price fluctuations and is considered to be less risky than BSPB.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MDMG.ME	BSPB.ME	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.61%	7.24%	-1.63%
Volatility (6M) Calculated over the trailing 6-month period	13.30%	13.34%	-0.04%
Volatility (1Y) Calculated over the trailing 1-year period	21.36%	21.34%	+0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.19%	44.53%	-8.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.68%	36.08%	-0.40%

Dividends

MDMG.ME vs. BSPB.ME - Dividend Comparison

Neither MDMG.ME nor BSPB.ME has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSPB.ME "Bank "Saint-Petersburg" Public Joint-Stock Company	0.00%	0.00%	8.89%	32.19%	11.81%	5.60%	6.43%	6.59%	3.66%	1.93%	1.57%	4.64%
MDMG.ME MD Medical Group Investments Plc	0.00%	0.00%	1.69%	13.85%	2.01%	4.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both MDMG.ME and BSPB.ME in my portfolio?

MDMG.ME and BSPB.ME have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.