RUBUSD=X vs. SBERP.ME
Compare and contrast key facts about RUB/USD (RUBUSD=X) and Sberbank of Russia (SBERP.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RUBUSD=X or SBERP.ME.
Correlation
The correlation between RUBUSD=X and SBERP.ME is 0.64, 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
RUBUSD=X vs. SBERP.ME - Performance Comparison
Key characteristics
RUBUSD=X:
0.08
SBERP.ME:
0.42
RUBUSD=X:
0.28
SBERP.ME:
0.81
RUBUSD=X:
1.04
SBERP.ME:
1.10
RUBUSD=X:
0.02
SBERP.ME:
0.33
RUBUSD=X:
0.16
SBERP.ME:
0.65
RUBUSD=X:
11.49%
SBERP.ME:
16.25%
RUBUSD=X:
23.34%
SBERP.ME:
25.34%
RUBUSD=X:
-79.77%
SBERP.ME:
-91.05%
RUBUSD=X:
-67.63%
SBERP.ME:
-4.95%
Returns By Period
In the year-to-date period, RUBUSD=X achieves a 27.27% return, which is significantly higher than SBERP.ME's 11.98% return. Over the past 10 years, RUBUSD=X has underperformed SBERP.ME with an annualized return of -3.50%, while SBERP.ME has yielded a comparatively higher 25.46% annualized return.
RUBUSD=X
27.27%
13.13%
2.75%
3.70%
-6.20%
-3.50%
SBERP.ME
11.98%
11.73%
17.68%
9.27%
12.45%
25.46%
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Risk-Adjusted Performance
RUBUSD=X vs. SBERP.ME — Risk-Adjusted Performance Rank
RUBUSD=X
SBERP.ME
RUBUSD=X vs. SBERP.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RUB/USD (RUBUSD=X) 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.
Drawdowns
RUBUSD=X vs. SBERP.ME - Drawdown Comparison
The maximum RUBUSD=X drawdown since its inception was -79.77%, smaller than the maximum SBERP.ME drawdown of -91.05%. Use the drawdown chart below to compare losses from any high point for RUBUSD=X and SBERP.ME. For additional features, visit the drawdowns tool.
Volatility
RUBUSD=X vs. SBERP.ME - Volatility Comparison
The current volatility for RUB/USD (RUBUSD=X) is 8.12%, while Sberbank of Russia (SBERP.ME) has a volatility of 14.03%. This indicates that RUBUSD=X experiences smaller price fluctuations and is considered to be less risky than SBERP.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.