MDMG.ME vs. SBER.ME
MDMG.ME (MD Medical Group Investments Plc) and SBER.ME (Sberbank of Russia) are both stocks. MDMG.ME operates in Medical Care Facilities (Healthcare), while SBER.ME operates in Banks - Regional (Financial Services). Over the past 5 years, MDMG.ME returned 18.48%/yr vs 7.96%/yr for SBER.ME. At a 0.32 correlation, their price movements are largely independent.
Performance
MDMG.ME vs. SBER.ME - Performance Comparison
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Returns By Period
In the year-to-date period, MDMG.ME achieves a -12.00% return, which is significantly lower than SBER.ME's 7.53% 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*
- —
SBER.ME
- 1D
- -0.35%
- 1M
- 0.91%
- YTD
- 7.53%
- 6M
- 5.19%
- 1Y
- 13.69%
- 3Y*
- 18.98%
- 5Y*
- 7.96%
- 10Y*
- 16.98%
MDMG.ME vs. SBER.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% |
SBER.ME Sberbank of Russia | 7.53% | 20.34% | 14.93% | 116.82% | -51.91% | 15.35% | 17.93% |
Correlation
The correlation between MDMG.ME and SBER.ME is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2020 | 0.32 |
The correlation between MDMG.ME and SBER.ME shifts across timeframes, from 0.32 (all time) to 0.45 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MDMG.ME vs. SBER.ME — Risk / Return Rank
MDMG.ME
SBER.ME
MDMG.ME vs. SBER.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MD Medical Group Investments Plc (MDMG.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.
| MDMG.ME | SBER.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.18 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 1.20 | +0.76 |
| Martin ratioReturn relative to average drawdown | 4.74 | 3.18 | +1.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDMG.ME | SBER.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.92 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.21 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.34 | +0.39 |
Drawdowns
MDMG.ME vs. SBER.ME - Drawdown Comparison
The maximum MDMG.ME drawdown since its inception was -63.61%, smaller than the maximum SBER.ME drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for MDMG.ME and SBER.ME.
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Drawdown Indicators
| MDMG.ME | SBER.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.61% | -87.29% | +23.68% |
Max Drawdown (1Y)Largest decline over 1 year | -17.54% | -12.43% | -5.11% |
Max Drawdown (3Y)Largest decline over 3 years | -33.19% | -25.44% | -7.75% |
Max Drawdown (5Y)Largest decline over 5 years | -63.61% | -73.17% | +9.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -73.17% | — |
Current DrawdownCurrent decline from peak | -15.11% | -1.41% | -13.70% |
Average DrawdownAverage peak-to-trough decline | -18.70% | -20.18% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.32% | 4.70% | +2.62% |
Volatility
MDMG.ME vs. SBER.ME - Volatility Comparison
MD Medical Group Investments Plc (MDMG.ME) has a higher volatility of 5.61% compared to Sberbank of Russia (SBER.ME) at 2.89%. This indicates that MDMG.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.
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Volatility by Period
| MDMG.ME | SBER.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 2.89% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 13.30% | 7.08% | +6.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.36% | 16.28% | +5.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.19% | 37.71% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.68% | 34.15% | +1.53% |
Dividends
MDMG.ME vs. SBER.ME - Dividend Comparison
MDMG.ME has not paid dividends to shareholders, while SBER.ME's dividend yield for the trailing twelve months is around 10.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SBER.ME Sberbank of Russia | 10.79% | 11.60% | 11.92% | 9.20% | 0.00% | 6.37% | 6.90% | 6.28% | 6.44% | 2.66% | 1.14% | 0.44% |
Financials
MDMG.ME vs. SBER.ME - Financials Comparison
This section allows you to compare key financial metrics between MD Medical Group Investments Plc 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
Frequently Asked Questions
MDMG.ME and SBER.ME have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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