POSI.ME vs. SBERP.ME
Compare and contrast key facts about Gruppa Pozitiv PAO (POSI.ME) and Sberbank of Russia (SBERP.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: POSI.ME or SBERP.ME.
Key characteristics
| POSI.ME | SBERP.ME | |
|---|---|---|
| YTD Return | 10.96% | -5.14% |
| 1Y Return | 7.46% | -7.83% |
| Sharpe Ratio | 0.28 | -0.43 |
| Sortino Ratio | 0.59 | -0.47 |
| Omega Ratio | 1.07 | 0.94 |
| Calmar Ratio | 0.26 | -0.29 |
| Martin Ratio | 0.78 | -0.68 |
| Ulcer Index | 10.21% | 12.07% |
| Daily Std Dev | 28.25% | 18.98% |
| Max Drawdown | -52.01% | -91.05% |
| Current Drawdown | -30.99% | -21.52% |
Fundamentals
| POSI.ME | SBERP.ME | |
|---|---|---|
| Market Cap | RUB 139.30B | RUB 2.72T |
| EPS | RUB 92.25 | RUB 50.40 |
| PE Ratio | 22.44 | 2.51 |
Correlation
The correlation between POSI.ME and SBERP.ME is 0.65, 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
POSI.ME vs. SBERP.ME - Performance Comparison
In the year-to-date period, POSI.ME achieves a 10.96% return, which is significantly higher than SBERP.ME's -5.14% 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
POSI.ME vs. SBERP.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gruppa Pozitiv PAO (POSI.ME) and Sberbank of Russia (SBERP.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
POSI.ME vs. SBERP.ME - Dividend Comparison
POSI.ME's dividend yield for the trailing twelve months is around 5.32%, while SBERP.ME has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POSI.ME Gruppa Pozitiv PAO | 5.32% | 3.61% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SBERP.ME Sberbank of Russia | 0.00% | 9.17% | 0.00% | 6.72% | 7.77% | 7.01% | 7.22% | 3.17% | 1.52% | 0.59% | 8.49% | 4.00% |
Drawdowns
POSI.ME vs. SBERP.ME - Drawdown Comparison
The maximum POSI.ME drawdown since its inception was -52.01%, smaller than the maximum SBERP.ME drawdown of -91.05%. Use the drawdown chart below to compare losses from any high point for POSI.ME and SBERP.ME. For additional features, visit the drawdowns tool.
Volatility
POSI.ME vs. SBERP.ME - Volatility Comparison
Gruppa Pozitiv PAO (POSI.ME) and Sberbank of Russia (SBERP.ME) have volatilities of 8.57% and 8.73%, 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.
Financials
POSI.ME vs. SBERP.ME - Financials Comparison
This section allows you to compare key financial metrics between Gruppa Pozitiv PAO 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