SBER.ME vs. TATN.ME
SBER.ME (Sberbank of Russia) and TATN.ME (PJSC Tatneft) are both stocks. SBER.ME operates in Banks - Regional (Financial Services), while TATN.ME operates in Oil & Gas Integrated (Energy). Over the past 10 years, SBER.ME returned 13.43%/yr vs 17.64%/yr for TATN.ME. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
SBER.ME vs. TATN.ME - Performance Comparison
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Returns By Period
In the year-to-date period, SBER.ME achieves a 14.90% return, which is significantly higher than TATN.ME's 4.19% return. Over the past 10 years, SBER.ME has underperformed TATN.ME with an annualized return of 13.43%, while TATN.ME has yielded a comparatively higher 17.64% annualized return.
SBER.ME
- 1D
- -0.21%
- 1M
- -0.93%
- YTD
- 14.90%
- 6M
- 13.07%
- 1Y
- 24.33%
- 3Y*
- 17.48%
- 5Y*
- 4.70%
- 10Y*
- 13.43%
TATN.ME
- 1D
- -1.29%
- 1M
- -0.43%
- YTD
- 4.19%
- 6M
- 0.77%
- 1Y
- -5.30%
- 3Y*
- 22.46%
- 5Y*
- 15.73%
- 10Y*
- 17.64%
SBER.ME vs. TATN.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBER.ME Sberbank of Russia | 14.90% | 20.12% | 4.28% | 93.82% | -51.89% | 9.07% | 7.12% | 45.98% | -12.28% | 35.33% |
TATN.ME PJSC Tatneft | 4.19% | -5.53% | 12.30% | 129.70% | -18.86% | 2.98% | -31.17% | 20.85% | 62.87% | 26.49% |
Correlation
The correlation between SBER.ME and TATN.ME is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2006 | 0.50 |
The correlation between SBER.ME and TATN.ME has been stable across timeframes, ranging from 0.46 to 0.55 - a consistent structural relationship.
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Return for Risk
SBER.ME vs. TATN.ME — Risk / Return Rank
SBER.ME
TATN.ME
SBER.ME vs. TATN.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank of Russia (SBER.ME) and PJSC Tatneft (TATN.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SBER.ME | TATN.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.02 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | -0.02 | +2.18 |
| Martin ratioReturn relative to average drawdown | 5.83 | -0.04 | +5.87 |
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Drawdowns
SBER.ME vs. TATN.ME - Drawdown Comparison
The maximum SBER.ME drawdown since its inception was -87.36%, roughly equal to the maximum TATN.ME drawdown of -85.48%. Use the drawdown chart below to compare losses from any high point for SBER.ME and TATN.ME.
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Drawdown Indicators
| SBER.ME | TATN.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.36% | -85.48% | -1.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -27.29% | +15.08% |
Max Drawdown (3Y)Largest decline over 3 years | -31.32% | -27.29% | -4.03% |
Max Drawdown (5Y)Largest decline over 5 years | -73.79% | -46.77% | -27.02% |
Max Drawdown (10Y)Largest decline over 10 years | -73.79% | -59.96% | -13.83% |
Current DrawdownCurrent decline from peak | -1.76% | -14.92% | +13.16% |
Average DrawdownAverage peak-to-trough decline | -22.20% | -16.77% | -5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 10.76% | -6.97% |
Volatility
SBER.ME vs. TATN.ME - Volatility Comparison
The current volatility for Sberbank of Russia (SBER.ME) is 2.52%, while PJSC Tatneft (TATN.ME) has a volatility of 7.05%. This indicates that SBER.ME experiences smaller price fluctuations and is considered to be less risky than TATN.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.ME | TATN.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | 7.05% | -4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 20.96% | -10.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 27.91% | -11.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.94% | 34.41% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.74% | 33.54% | -0.80% |
Dividends
SBER.ME vs. TATN.ME - Dividend Comparison
SBER.ME's dividend yield for the trailing twelve months is around 17.62%, more than TATN.ME's 3.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBER.ME Sberbank of Russia | 17.62% | 11.62% | 1.19% | 0.92% | 0.00% | 0.64% | 0.69% | 6.28% | 6.43% | 2.66% | 1.14% | 0.44% |
TATN.ME PJSC Tatneft | 3.77% | 12.89% | 14.30% | 8.75% | 16.88% | 5.76% | 1.94% | 15.68% | 5.75% | 10.57% | 2.57% | 3.33% |
Financials
SBER.ME vs. TATN.ME - Financials Comparison
This section allows you to compare key financial metrics between Sberbank of Russia and PJSC Tatneft. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SBER.ME and TATN.ME have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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