RTKMP.ME vs. SBER.ME
Compare and contrast key facts about Rostelecom PAO (RTKMP.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: RTKMP.ME or SBER.ME.
Key characteristics
| RTKMP.ME | SBER.ME | |
|---|---|---|
| YTD Return | 27.18% | 8.32% |
| 1Y Return | 26.61% | 15.58% |
| 3Y Return (Ann) | 11.80% | 0.40% |
| 5Y Return (Ann) | 16.34% | 10.80% |
| 10Y Return (Ann) | 11.70% | 19.98% |
| Sharpe Ratio | 0.89 | 0.94 |
| Daily Std Dev | 29.18% | 17.36% |
| Max Drawdown | -85.05% | -87.29% |
| Current Drawdown | -12.85% | -14.31% |
Fundamentals
| RTKMP.ME | SBER.ME | |
|---|---|---|
| Market Cap | RUB 210.74B | RUB 6.33T |
| EPS | RUB 8.40 | RUB 56.88 |
| PE Ratio | 7.71 | 10.46 |
| PEG Ratio | 0.00 | 0.56 |
| Total Revenue (TTM) | RUB 736.33B | RUB 6.88T |
| Gross Profit (TTM) | RUB 235.09B | RUB 4.98T |
| EBITDA (TTM) | RUB 279.64B | -RUB 137.40B |
Correlation
The correlation between RTKMP.ME and SBER.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
RTKMP.ME vs. SBER.ME - Performance Comparison
In the year-to-date period, RTKMP.ME achieves a 27.18% return, which is significantly higher than SBER.ME's 8.32% return. Over the past 10 years, RTKMP.ME has underperformed SBER.ME with an annualized return of 11.70%, while SBER.ME has yielded a comparatively higher 19.98% 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
RTKMP.ME vs. SBER.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rostelecom PAO (RTKMP.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
RTKMP.ME vs. SBER.ME - Dividend Comparison
RTKMP.ME's dividend yield for the trailing twelve months is around 15.61%, more than SBER.ME's 12.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RTKMP.ME Rostelecom PAO | 15.61% | 35.17% | 8.20% | 6.57% | 5.84% | 10.68% | 8.36% | 9.63% | 9.43% | 5.87% | 8.49% | 5.49% |
SBER.ME Sberbank of Russia | 12.65% | 9.20% | 0.00% | 6.37% | 6.90% | 6.28% | 6.44% | 2.66% | 1.14% | 0.44% | 5.83% | 2.54% |
Drawdowns
RTKMP.ME vs. SBER.ME - Drawdown Comparison
The maximum RTKMP.ME drawdown since its inception was -85.05%, roughly equal to the maximum SBER.ME drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for RTKMP.ME and SBER.ME. For additional features, visit the drawdowns tool.
Volatility
RTKMP.ME vs. SBER.ME - Volatility Comparison
Rostelecom PAO (RTKMP.ME) has a higher volatility of 12.47% compared to Sberbank of Russia (SBER.ME) at 8.01%. This indicates that RTKMP.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
RTKMP.ME vs. SBER.ME - Financials Comparison
This section allows you to compare key financial metrics between Rostelecom 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