SBER.ME vs. MGNI

Last updated Jun 5, 2026

SBER.ME (Sberbank of Russia) and MGNI (Magnite, Inc.) are both stocks. SBER.ME operates in Banks - Regional (Financial Services), while MGNI operates in Advertising Agencies (Communication Services). Over the past 10 years, SBER.ME returned 16.98%/yr vs 1.30%/yr for MGNI. At a 0.02 correlation, their price movements are largely independent.

Performance

SBER.ME vs. MGNI - Performance Comparison

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

Different Trading Currencies

SBER.ME is traded in RUB, while MGNI is traded in USD. To make them comparable, the MGNI values have been converted to RUB using the latest available exchange rates.

Returns By Period

In the year-to-date period, SBER.ME achieves a 7.53% return, which is significantly higher than MGNI's -15.78% return. Over the past 10 years, SBER.ME has outperformed MGNI with an annualized return of 16.98%, while MGNI has yielded a comparatively lower 1.30% annualized return.

SBER.ME

• 1D: -0.35%
• 1M: 0.91%
• YTD: 7.53%
• 6M: 5.19%
• 1Y: 13.69%
• 3Y*: 18.98%
• 5Y*: 7.96%
• 10Y*: 16.98%

MGNI

• 1D: -0.87%
• 1M: 8.01%
• YTD: -15.78%
• 6M: -3.54%
• 1Y: -19.84%
• 3Y*: -0.40%
• 5Y*: -12.38%
• 10Y*: 1.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SBER.ME vs. MGNI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SBER.ME Sberbank of Russia	7.53%	20.34%	14.93%	116.82%	-51.91%	15.35%	16.92%	46.69%	-12.06%	35.56%
MGNI Magnite, Inc.	-15.78%	-26.52%	109.32%	8.70%	-41.55%	-42.18%	348.84%	96.05%	139.47%	-76.40%

Correlation

The correlation between SBER.ME and MGNI is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	-0.00
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (10Y) Calculated over the trailing 10-year period	0.04
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014	0.02

Return for Risk

SBER.ME vs. MGNI — 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: 66
SBER.ME Sharpe Ratio Rank: 70
SBER.ME Sortino Ratio Rank: 65
SBER.ME Omega Ratio Rank: 62
SBER.ME Calmar Ratio Rank: 65
SBER.ME Martin Ratio Rank: 68

MGNI

MGNI Risk / Return Rank: 31
MGNI Sharpe Ratio Rank: 29
MGNI Sortino Ratio Rank: 30
MGNI Omega Ratio Rank: 30
MGNI Calmar Ratio Rank: 33
MGNI Martin Ratio Rank: 34

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. MGNI - Risk-Adjusted Trends 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.

	SBER.ME	MGNI	Difference
Sharpe ratio: Return per unit of total volatility	0.92	-0.34	+1.26
Sortino ratio: Return per unit of downside risk	1.46	-0.12	+1.58
Omega ratio: Gain probability vs. loss probability	1.18	0.98	+0.19
Calmar ratio: Return relative to maximum drawdown	1.20	-0.33	+1.54
Martin ratio: Return relative to average drawdown	3.18	-0.50	+3.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBER.ME vs. MGNI - Sharpe Ratio Comparison

The current SBER.ME Sharpe Ratio is 0.92, which is higher than the MGNI Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of SBER.ME and MGNI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SBER.ME	MGNI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.92	-0.34	+1.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	-0.15	+0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.02	+0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.05	+0.29

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 -93.71%. Use the drawdown chart below to compare losses from any high point for SBER.ME and MGNI.

Drawdown Indicators

	SBER.ME	MGNI	Difference
Max Drawdown Largest peak-to-trough decline	-87.29%	-93.71%	+6.42%
Max Drawdown (1Y) Largest decline over 1 year	-12.43%	-59.98%	+47.55%
Max Drawdown (3Y) Largest decline over 3 years	-25.44%	-62.75%	+37.31%
Max Drawdown (5Y) Largest decline over 5 years	-73.17%	-87.00%	+13.83%
Max Drawdown (10Y) Largest decline over 10 years	-73.17%	-92.33%	+19.16%
Current Drawdown Current decline from peak	-1.41%	-76.28%	+74.87%
Average Drawdown Average peak-to-trough decline	-20.18%	-61.35%	+41.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.70%	39.89%	-35.19%

Volatility

SBER.ME vs. MGNI - Volatility Comparison

The current volatility for Sberbank of Russia (SBER.ME) is 2.89%, while Magnite, Inc. (MGNI) has a volatility of 18.29%. 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.

Volatility by Period

	SBER.ME	MGNI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.89%	18.29%	-15.40%
Volatility (6M) Calculated over the trailing 6-month period	7.08%	42.32%	-35.24%
Volatility (1Y) Calculated over the trailing 1-year period	16.28%	58.14%	-41.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.71%	80.82%	-43.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.15%	78.82%	-44.67%

Dividends

SBER.ME vs. MGNI - Dividend Comparison

SBER.ME's dividend yield for the trailing twelve months is around 10.79%, while MGNI has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SBER.ME Sberbank of Russia	10.79%	11.60%	11.92%	9.20%	0.00%	6.37%	6.90%	6.28%	6.44%	2.66%	1.14%	0.44%

Financials

Frequently Asked Questions

Can I hold both SBER.ME and MGNI in my portfolio?

SBER.ME and MGNI have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.