PHOR.ME vs. SBER.ME
Compare and contrast key facts about Public Joint-Stock Company PhosAgro (PHOR.ME) and Sberbank of Russia (SBER.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHOR.ME or SBER.ME.
Key characteristics
| PHOR.ME | SBER.ME | |
|---|---|---|
| YTD Return | 0.52% | 13.48% |
| 1Y Return | 9.66% | 44.67% |
| 3Y Return (Ann) | 37.24% | 7.46% |
| 5Y Return (Ann) | 41.80% | 13.34% |
| 10Y Return (Ann) | 30.85% | 21.63% |
| Sharpe Ratio | 0.74 | 1.83 |
| Daily Std Dev | 15.97% | 24.30% |
| Max Drawdown | -90.96% | -87.29% |
| Current Drawdown | -5.30% | -10.22% |
Fundamentals
| PHOR.ME | SBER.ME | |
|---|---|---|
| Market Cap | RUB 868.17B | RUB 6.33T |
| EPS | RUB 586.28 | RUB 56.88 |
| PE Ratio | 4.70 | 10.46 |
| PEG Ratio | 0.00 | 0.56 |
| Revenue (TTM) | RUB 587.35B | RUB 2.43T |
| Gross Profit (TTM) | RUB 201.31B | RUB 2.38T |
Correlation
The correlation between PHOR.ME and SBER.ME is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PHOR.ME vs. SBER.ME - Performance Comparison
In the year-to-date period, PHOR.ME achieves a 0.52% return, which is significantly lower than SBER.ME's 13.48% return. Over the past 10 years, PHOR.ME has outperformed SBER.ME with an annualized return of 30.85%, while SBER.ME has yielded a comparatively lower 21.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PHOR.ME vs. SBER.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint-Stock Company PhosAgro (PHOR.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.
Dividends
PHOR.ME vs. SBER.ME - Dividend Comparison
PHOR.ME's dividend yield for the trailing twelve months is around 20.46%, more than SBER.ME's 8.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHOR.ME Public Joint-Stock Company PhosAgro | 20.46% | 25.89% | 17.15% | 9.57% | 9.58% | 10.34% | 4.12% | 4.56% | 8.31% | 4.96% | 2.68% | 3.72% |
SBER.ME Sberbank of Russia | 8.11% | 9.20% | 0.00% | 6.37% | 6.90% | 6.28% | 6.44% | 2.66% | 1.14% | 0.44% | 5.83% | 2.54% |
Drawdowns
PHOR.ME vs. SBER.ME - Drawdown Comparison
The maximum PHOR.ME drawdown since its inception was -90.96%, roughly equal to the maximum SBER.ME drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for PHOR.ME and SBER.ME. For additional features, visit the drawdowns tool.
Volatility
PHOR.ME vs. SBER.ME - Volatility Comparison
Public Joint-Stock Company PhosAgro (PHOR.ME) has a higher volatility of 5.21% compared to Sberbank of Russia (SBER.ME) at 4.46%. This indicates that PHOR.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.
Financials
PHOR.ME vs. SBER.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint-Stock Company PhosAgro 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