RTKMP.ME vs. SBMX
Compare and contrast key facts about Rostelecom PAO (RTKMP.ME) and Sberbank MOEX Russia Total Return ETF (SBMX).
SBMX is a passively managed fund by Sberbank Asset Management that tracks the performance of the MOEX Total Return. It was launched on Aug 3, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RTKMP.ME or SBMX.
Key characteristics
| RTKMP.ME | SBMX | |
|---|---|---|
| YTD Return | 27.18% | -6.01% |
| 1Y Return | 26.61% | -3.71% |
| 3Y Return (Ann) | 11.80% | -5.59% |
| 5Y Return (Ann) | 16.34% | 5.92% |
| Sharpe Ratio | 0.89 | -0.17 |
| Daily Std Dev | 29.18% | 15.64% |
| Max Drawdown | -85.05% | -99.46% |
| Current Drawdown | -12.85% | -99.08% |
Correlation
The correlation between RTKMP.ME and SBMX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
RTKMP.ME vs. SBMX - Performance Comparison
In the year-to-date period, RTKMP.ME achieves a 27.18% return, which is significantly higher than SBMX's -6.01% 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. SBMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rostelecom PAO (RTKMP.ME) and Sberbank MOEX Russia Total Return ETF (SBMX). 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. SBMX - Dividend Comparison
RTKMP.ME's dividend yield for the trailing twelve months is around 15.61%, while SBMX has not paid dividends to shareholders.
| 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% |
SBMX Sberbank MOEX Russia Total Return ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RTKMP.ME vs. SBMX - Drawdown Comparison
The maximum RTKMP.ME drawdown since its inception was -85.05%, smaller than the maximum SBMX drawdown of -99.46%. Use the drawdown chart below to compare losses from any high point for RTKMP.ME and SBMX. For additional features, visit the drawdowns tool.
Volatility
RTKMP.ME vs. SBMX - Volatility Comparison
Rostelecom PAO (RTKMP.ME) has a higher volatility of 12.47% compared to Sberbank MOEX Russia Total Return ETF (SBMX) at 8.46%. This indicates that RTKMP.ME's price experiences larger fluctuations and is considered to be riskier than SBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.