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MVID.ME vs. BSPB.ME
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MVID.ME vs. BSPB.ME - Performance Comparison

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

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Returns By Period

In the year-to-date period, MVID.ME achieves a -21.78% return, which is significantly lower than BSPB.ME's -2.18% return. Over the past 10 years, MVID.ME has underperformed BSPB.ME with an annualized return of -11.64%, while BSPB.ME has yielded a comparatively higher 29.08% annualized return.


MVID.ME

1D
-1.09%
1M
4.53%
YTD
-21.78%
6M
-6.28%
1Y
-36.47%
3Y*
-30.64%
5Y*
-36.66%
10Y*
-11.64%

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)

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


2026 (YTD)202520242023202220212020201920182017
MVID.ME
Public Joint Stock Company M.video
-21.78%-12.85%-43.29%2.05%-63.29%-29.56%43.29%34.14%-1.20%7.10%
BSPB.ME
"Bank "Saint-Petersburg" Public Joint-Stock Company
-2.18%-15.80%87.53%203.93%41.17%68.27%-2.00%37.09%-15.84%-17.44%

Correlation

The correlation between MVID.ME and BSPB.ME is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

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

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2010

0.22

The correlation between MVID.ME and BSPB.ME shifts across timeframes, from 0.18 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

MVID.ME
MVID.ME Risk / Return Rank: 1414
Overall Rank
MVID.ME Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MVID.ME Sortino Ratio Rank: 1616
Sortino Ratio Rank
MVID.ME Omega Ratio Rank: 1414
Omega Ratio Rank
MVID.ME Calmar Ratio Rank: 1111
Calmar Ratio Rank
MVID.ME Martin Ratio Rank: 1313
Martin Ratio Rank

BSPB.ME
BSPB.ME Risk / Return Rank: 1313
Overall Rank
BSPB.ME Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BSPB.ME Sortino Ratio Rank: 1010
Sortino Ratio Rank
BSPB.ME Omega Ratio Rank: 1010
Omega Ratio Rank
BSPB.ME Calmar Ratio Rank: 1717
Calmar Ratio Rank
BSPB.ME Martin Ratio Rank: 2020
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company M.video (MVID.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.


MVID.MEBSPB.MEDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

0.89

0.86

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.68

-0.13

Martin ratioReturn relative to average drawdown

-1.25

-1.05

-0.20

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

The current MVID.ME Sharpe Ratio is -0.60, which is comparable to the BSPB.ME Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of MVID.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.


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Sharpe Ratios by Period


MVID.MEBSPB.MEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.60

-0.85

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.77

1.16

-1.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.30

0.80

-1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.25

-0.24

Drawdowns

MVID.ME vs. BSPB.ME - Drawdown Comparison

The maximum MVID.ME drawdown since its inception was -92.38%, which is greater than BSPB.ME's maximum drawdown of -86.17%. Use the drawdown chart below to compare losses from any high point for MVID.ME and BSPB.ME.


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Drawdown Indicators


MVID.MEBSPB.MEDifference

Max Drawdown

Largest peak-to-trough decline

-92.38%

-86.17%

-6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-41.42%

-26.75%

-14.67%

Max Drawdown (3Y)

Largest decline over 3 years

-74.48%

-27.55%

-46.93%

Max Drawdown (5Y)

Largest decline over 5 years

-90.77%

-47.06%

-43.71%

Max Drawdown (10Y)

Largest decline over 10 years

-92.38%

-47.06%

-45.32%

Current Drawdown

Current decline from peak

-91.65%

-26.64%

-65.01%

Average Drawdown

Average peak-to-trough decline

-30.26%

-48.45%

+18.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.50%

17.35%

+9.15%

Volatility

MVID.ME vs. BSPB.ME - Volatility Comparison

Public Joint Stock Company M.video (MVID.ME) and "Bank "Saint-Petersburg" Public Joint-Stock Company (BSPB.ME) have volatilities of 7.30% and 7.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVID.MEBSPB.MEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.30%

7.24%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

24.35%

13.34%

+11.01%

Volatility (1Y)

Calculated over the trailing 1-year period

57.08%

21.34%

+35.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.46%

44.53%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.23%

36.08%

+3.15%

Dividends

MVID.ME vs. BSPB.ME - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
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%
MVID.ME
Public Joint Stock Company M.video
0.00%0.00%0.00%0.00%0.00%16.68%4.21%6.43%0.00%0.00%5.16%10.06%

Financials

MVID.ME vs. BSPB.ME - Financials Comparison

This section allows you to compare key financial metrics between Public Joint Stock Company M.video and "Bank "Saint-Petersburg" Public Joint-Stock Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in RUB except per share items

Frequently Asked Questions


MVID.ME and BSPB.ME have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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