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SBER.ME vs. BSPB.ME
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SBER.ME vs. BSPB.ME - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in Sberbank of Russia (SBER.ME) and "Bank "Saint-Petersburg" Public Joint-Stock Company (BSPB.ME). The values are adjusted to include any dividend payments, if applicable.

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SBER.ME vs. BSPB.ME - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SBER.ME
Sberbank of Russia
5.40%20.34%14.93%116.82%-51.91%15.35%16.92%46.69%-12.06%35.56%
BSPB.ME
"Bank "Saint-Petersburg" Public Joint-Stock Company
8.32%-15.80%87.53%203.93%41.17%68.27%-2.00%37.09%-15.84%-17.44%

Returns By Period

In the year-to-date period, SBER.ME achieves a 5.40% return, which is significantly lower than BSPB.ME's 8.32% return. Over the past 10 years, SBER.ME has underperformed BSPB.ME with an annualized return of 19.24%, while BSPB.ME has yielded a comparatively higher 32.58% annualized return.


SBER.ME

1D
0.68%
1M
0.95%
YTD
5.40%
6M
10.55%
1Y
15.69%
3Y*
27.47%
5Y*
10.26%
10Y*
19.24%

BSPB.ME

1D
0.91%
1M
-0.73%
YTD
8.32%
6M
-0.61%
1Y
-15.92%
3Y*
51.85%
5Y*
61.73%
10Y*
32.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SBER.ME vs. BSPB.ME — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBER.ME
SBER.ME Risk / Return Rank: 6565
Overall Rank
SBER.ME Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SBER.ME Sortino Ratio Rank: 6262
Sortino Ratio Rank
SBER.ME Omega Ratio Rank: 5959
Omega Ratio Rank
SBER.ME Calmar Ratio Rank: 6767
Calmar Ratio Rank
SBER.ME Martin Ratio Rank: 6969
Martin Ratio Rank

BSPB.ME
BSPB.ME Risk / Return Rank: 1717
Overall Rank
BSPB.ME Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BSPB.ME Sortino Ratio Rank: 1313
Sortino Ratio Rank
BSPB.ME Omega Ratio Rank: 1313
Omega Ratio Rank
BSPB.ME Calmar Ratio Rank: 2121
Calmar Ratio Rank
BSPB.ME Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SBER.ME vs. BSPB.ME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sberbank of Russia (SBER.ME) and "Bank "Saint-Petersburg" Public Joint-Stock Company (BSPB.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.


SBER.MEBSPB.MEDifference

Sharpe ratio

Return per unit of total volatility

0.82

-0.68

+1.50

Sortino ratio

Return per unit of downside risk

1.30

-0.84

+2.13

Omega ratio

Gain probability vs. loss probability

1.16

0.89

+0.27

Calmar ratio

Return relative to maximum drawdown

1.32

-0.58

+1.90

Martin ratio

Return relative to average drawdown

3.38

-0.99

+4.37

SBER.ME vs. BSPB.ME - Sharpe Ratio Comparison

The current SBER.ME Sharpe Ratio is 0.82, which is higher than the BSPB.ME Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of SBER.ME and BSPB.ME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SBER.MEBSPB.MEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

-0.68

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

1.37

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.90

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.26

+0.07

Correlation

The correlation between SBER.ME and BSPB.ME is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SBER.ME vs. BSPB.ME - Dividend Comparison

SBER.ME's dividend yield for the trailing twelve months is around 11.01%, while BSPB.ME has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SBER.ME
Sberbank of Russia
11.01%11.60%11.92%9.20%0.00%6.37%6.90%6.28%6.44%2.66%1.14%0.44%
BSPB.ME
"Bank "Saint-Petersburg" Public Joint-Stock Company
0.00%0.00%8.89%32.19%11.81%5.60%6.43%6.59%3.66%1.93%1.57%4.64%

Drawdowns

SBER.ME vs. BSPB.ME - Drawdown Comparison

The maximum SBER.ME drawdown since its inception was -87.29%, roughly equal to the maximum BSPB.ME drawdown of -86.17%. Use the drawdown chart below to compare losses from any high point for SBER.ME and BSPB.ME.


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Drawdown Indicators


SBER.MEBSPB.MEDifference

Max Drawdown

Largest peak-to-trough decline

-87.29%

-86.17%

-1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-26.75%

+14.32%

Max Drawdown (5Y)

Largest decline over 5 years

-73.17%

-47.06%

-26.11%

Max Drawdown (10Y)

Largest decline over 10 years

-73.17%

-47.06%

-26.11%

Current Drawdown

Current decline from peak

-1.61%

-18.76%

+17.15%

Average Drawdown

Average peak-to-trough decline

-20.35%

-48.73%

+28.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

15.56%

-10.68%

Volatility

SBER.ME vs. BSPB.ME - Volatility Comparison

The current volatility for Sberbank of Russia (SBER.ME) is 2.70%, while "Bank "Saint-Petersburg" Public Joint-Stock Company (BSPB.ME) has a volatility of 4.27%. This indicates that SBER.ME experiences smaller price fluctuations and is considered to be less risky than BSPB.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBER.MEBSPB.MEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

4.27%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.00%

14.33%

-2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

19.16%

23.31%

-4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.96%

44.78%

-6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.34%

36.23%

-1.89%

Financials

SBER.ME vs. BSPB.ME - Financials Comparison

This section allows you to compare key financial metrics between Sberbank of Russia and "Bank "Saint-Petersburg" Public Joint-Stock Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in RUB except per share items