PHOR.ME vs. BSPB.ME
PHOR.ME (Public Joint-Stock Company PhosAgro) and BSPB.ME ("Bank "Saint-Petersburg" Public Joint-Stock Company) are both stocks. PHOR.ME operates in Agricultural Inputs (Basic Materials), while BSPB.ME operates in Banks - Regional (Financial Services). Over the past 10 years, PHOR.ME returned 18.90%/yr vs 29.08%/yr for BSPB.ME. At a 0.16 correlation, their price movements are largely independent.
Performance
PHOR.ME vs. BSPB.ME - Performance Comparison
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Returns By Period
In the year-to-date period, PHOR.ME achieves a -3.37% return, which is significantly lower than BSPB.ME's -2.18% return. Over the past 10 years, PHOR.ME has underperformed BSPB.ME with an annualized return of 18.90%, while BSPB.ME has yielded a comparatively higher 29.08% annualized return.
PHOR.ME
- 1D
- -1.14%
- 1M
- -8.87%
- YTD
- -3.37%
- 6M
- -6.03%
- 1Y
- -5.77%
- 3Y*
- 1.74%
- 5Y*
- 18.79%
- 10Y*
- 18.90%
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%
PHOR.ME vs. BSPB.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHOR.ME Public Joint-Stock Company PhosAgro | -3.37% | 0.14% | 2.11% | 31.37% | 32.26% | 107.87% | 45.06% | 4.76% | 6.49% | 0.74% |
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 PHOR.ME and BSPB.ME is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2011 | 0.16 |
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Return for Risk
PHOR.ME vs. BSPB.ME — Risk / Return Rank
PHOR.ME
BSPB.ME
PHOR.ME vs. BSPB.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint-Stock Company PhosAgro (PHOR.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.
| PHOR.ME | BSPB.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.86 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | -0.68 | +0.43 |
| Martin ratioReturn relative to average drawdown | -0.64 | -1.05 | +0.41 |
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
| PHOR.ME | BSPB.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | -0.85 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 1.16 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.80 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.25 | -0.06 |
Drawdowns
PHOR.ME vs. BSPB.ME - Drawdown Comparison
The maximum PHOR.ME drawdown since its inception was -34.10%, smaller than the maximum BSPB.ME drawdown of -86.17%. Use the drawdown chart below to compare losses from any high point for PHOR.ME and BSPB.ME.
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Drawdown Indicators
| PHOR.ME | BSPB.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.10% | -86.17% | +52.07% |
Max Drawdown (1Y)Largest decline over 1 year | -22.03% | -26.75% | +4.72% |
Max Drawdown (3Y)Largest decline over 3 years | -27.60% | -27.55% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -29.73% | -47.06% | +17.33% |
Max Drawdown (10Y)Largest decline over 10 years | -29.73% | -47.06% | +17.33% |
Current DrawdownCurrent decline from peak | -20.47% | -26.64% | +6.17% |
Average DrawdownAverage peak-to-trough decline | -9.08% | -48.45% | +39.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.62% | 17.35% | -8.73% |
Volatility
PHOR.ME vs. BSPB.ME - Volatility Comparison
Public Joint-Stock Company PhosAgro (PHOR.ME) has a higher volatility of 8.06% compared to "Bank "Saint-Petersburg" Public Joint-Stock Company (BSPB.ME) at 7.24%. This indicates that PHOR.ME's price experiences larger fluctuations and is considered to be riskier than BSPB.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PHOR.ME | BSPB.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 7.24% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 15.13% | 13.34% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.99% | 21.34% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.77% | 44.53% | -9.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.32% | 36.08% | -7.76% |
Dividends
PHOR.ME vs. BSPB.ME - Dividend Comparison
Neither PHOR.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% |
PHOR.ME Public Joint-Stock Company PhosAgro | 0.00% | 0.00% | 5.27% | 25.89% | 17.15% | 9.57% | 9.58% | 10.34% | 4.12% | 4.56% | 8.31% | 4.96% |
Financials
PHOR.ME vs. BSPB.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint-Stock Company PhosAgro 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
PHOR.ME and BSPB.ME have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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