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SBER.ME vs. MGNI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SBER.ME and MGNI is 0.25, 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.


Performance

SBER.ME vs. MGNI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sberbank of Russia (SBER.ME) and Magnite, Inc. (MGNI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SBER.ME:

0.31

MGNI:

0.52

Sortino Ratio

SBER.ME:

0.79

MGNI:

1.18

Omega Ratio

SBER.ME:

1.09

MGNI:

1.15

Calmar Ratio

SBER.ME:

0.36

MGNI:

0.37

Martin Ratio

SBER.ME:

0.94

MGNI:

1.35

Ulcer Index

SBER.ME:

10.69%

MGNI:

23.09%

Daily Std Dev

SBER.ME:

27.89%

MGNI:

62.37%

Max Drawdown

SBER.ME:

-87.29%

MGNI:

-93.30%

Current Drawdown

SBER.ME:

-5.79%

MGNI:

-73.53%

Fundamentals

Market Cap

SBER.ME:

RUB 6.33T

MGNI:

$2.31B

EPS

SBER.ME:

RUB 56.88

MGNI:

$0.22

PE Ratio

SBER.ME:

10.46

MGNI:

74.36

PS Ratio

SBER.ME:

1.24

MGNI:

3.42

PB Ratio

SBER.ME:

0.49

MGNI:

3.09

Total Revenue (TTM)

SBER.ME:

RUB 5.04T

MGNI:

$674.62M

Gross Profit (TTM)

SBER.ME:

RUB 3.53T

MGNI:

$416.09M

EBITDA (TTM)

SBER.ME:

RUB 1.53T

MGNI:

$128.83M

Returns By Period

In the year-to-date period, SBER.ME achieves a 10.66% return, which is significantly higher than MGNI's 2.76% return. Over the past 10 years, SBER.ME has outperformed MGNI with an annualized return of 22.29%, while MGNI has yielded a comparatively lower -0.60% annualized return.


SBER.ME

YTD

10.66%

1M

0.84%

6M

31.51%

1Y

9.92%

3Y*

48.75%

5Y*

17.84%

10Y*

22.29%

MGNI

YTD

2.76%

1M

37.02%

6M

-2.56%

1Y

32.58%

3Y*

14.18%

5Y*

21.14%

10Y*

-0.60%

*Annualized

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Sberbank of Russia

Magnite, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SBER.ME vs. MGNI — Risk-Adjusted Performance Rank

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

SBER.ME
The Risk-Adjusted Performance Rank of SBER.ME is 6161
Overall Rank
The Sharpe Ratio Rank of SBER.ME is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SBER.ME is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SBER.ME is 5555
Omega Ratio Rank
The Calmar Ratio Rank of SBER.ME is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SBER.ME is 6363
Martin Ratio Rank

MGNI
The Risk-Adjusted Performance Rank of MGNI is 6868
Overall Rank
The Sharpe Ratio Rank of MGNI is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of MGNI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of MGNI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of MGNI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of MGNI is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SBER.ME vs. MGNI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sberbank of Russia (SBER.ME) and Magnite, Inc. (MGNI). 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.


The current SBER.ME Sharpe Ratio is 0.31, which is lower than the MGNI Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of SBER.ME and MGNI, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SBER.ME vs. MGNI - Dividend Comparison

SBER.ME's dividend yield for the trailing twelve months is around 10.77%, while MGNI has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SBER.ME
Sberbank of Russia
10.77%11.92%9.20%0.00%6.37%6.90%6.28%6.44%2.66%1.14%0.44%5.83%
MGNI
Magnite, Inc.
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

SBER.ME vs. MGNI - Drawdown Comparison

The maximum SBER.ME drawdown since its inception was -87.29%, smaller than the maximum MGNI drawdown of -93.30%. Use the drawdown chart below to compare losses from any high point for SBER.ME and MGNI.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SBER.ME vs. MGNI - Volatility Comparison

The current volatility for Sberbank of Russia (SBER.ME) is 8.06%, while Magnite, Inc. (MGNI) has a volatility of 21.09%. This indicates that SBER.ME experiences smaller price fluctuations and is considered to be less risky than MGNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SBER.ME vs. MGNI - Financials Comparison

This section allows you to compare key financial metrics between Sberbank of Russia and Magnite, Inc.. 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


0.00500.00B1.00T1.50T2.00T20212022202320242025
2.31T
155.77M
(SBER.ME) Total Revenue
(MGNI) Total Revenue
Please note, different currencies. SBER.ME values in RUB, MGNI values in USD

SBER.ME vs. MGNI - Profitability Comparison

The chart below illustrates the profitability comparison between Sberbank of Russia and Magnite, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-40.0%-20.0%0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
35.7%
59.7%
(SBER.ME) Gross Margin
(MGNI) Gross Margin
SBER.ME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Sberbank of Russia reported a gross profit of 824.40B and revenue of 2.31T. Therefore, the gross margin over that period was 35.7%.

MGNI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Magnite, Inc. reported a gross profit of 92.97M and revenue of 155.77M. Therefore, the gross margin over that period was 59.7%.

SBER.ME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Sberbank of Russia reported an operating income of 443.30B and revenue of 2.31T, resulting in an operating margin of 19.2%.

MGNI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Magnite, Inc. reported an operating income of -1.36M and revenue of 155.77M, resulting in an operating margin of -0.9%.

SBER.ME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Sberbank of Russia reported a net income of 353.60B and revenue of 2.31T, resulting in a net margin of 15.3%.

MGNI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Magnite, Inc. reported a net income of -9.63M and revenue of 155.77M, resulting in a net margin of -6.2%.