SBER.ME vs. VTBR.ME
Compare and contrast key facts about Sberbank of Russia (SBER.ME) and VTB Bank (VTBR.ME).
Performance
SBER.ME vs. VTBR.ME - Performance Comparison
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SBER.ME vs. VTBR.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTBR.ME VTB Bank | 21.76% | -9.36% | -30.08% | 36.53% | -65.42% | 28.12% | -17.86% | 35.40% | -28.33% | -36.08% |
Returns By Period
In the year-to-date period, SBER.ME achieves a 5.40% return, which is significantly lower than VTBR.ME's 21.76% return. Over the past 10 years, SBER.ME has outperformed VTBR.ME with an annualized return of 19.24%, while VTBR.ME has yielded a comparatively lower -13.44% 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%
VTBR.ME
- 1D
- 2.49%
- 1M
- 3.12%
- YTD
- 21.76%
- 6M
- 29.63%
- 1Y
- 7.79%
- 3Y*
- -0.94%
- 5Y*
- -16.29%
- 10Y*
- -13.44%
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Return for Risk
SBER.ME vs. VTBR.ME — Risk / Return Rank
SBER.ME
VTBR.ME
SBER.ME vs. VTBR.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank of Russia (SBER.ME) and VTB Bank (VTBR.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.ME | VTBR.ME | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.21 | +0.61 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.53 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.09 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.29 | +1.03 |
Martin ratioReturn relative to average drawdown | 3.38 | 0.44 | +2.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SBER.ME | VTBR.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.21 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | -0.39 | +0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | -0.39 | +0.95 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | -0.22 | +0.55 |
Correlation
The correlation between SBER.ME and VTBR.ME is 0.63, 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.
Dividends
SBER.ME vs. VTBR.ME - Dividend Comparison
SBER.ME's dividend yield for the trailing twelve months is around 11.01%, while VTBR.ME has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTBR.ME VTB Bank | 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. VTBR.ME - Drawdown Comparison
The maximum SBER.ME drawdown since its inception was -87.29%, roughly equal to the maximum VTBR.ME drawdown of -90.23%. Use the drawdown chart below to compare losses from any high point for SBER.ME and VTBR.ME.
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Drawdown Indicators
| SBER.ME | VTBR.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.29% | -90.23% | +2.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -38.57% | +26.14% |
Max Drawdown (5Y)Largest decline over 5 years | -73.17% | -77.57% | +4.40% |
Max Drawdown (10Y)Largest decline over 10 years | -73.17% | -83.40% | +10.23% |
Current DrawdownCurrent decline from peak | -1.61% | -86.54% | +84.93% |
Average DrawdownAverage peak-to-trough decline | -20.35% | -61.90% | +41.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.88% | 25.49% | -20.61% |
Volatility
SBER.ME vs. VTBR.ME - Volatility Comparison
The current volatility for Sberbank of Russia (SBER.ME) is 2.70%, while VTB Bank (VTBR.ME) has a volatility of 5.81%. This indicates that SBER.ME experiences smaller price fluctuations and is considered to be less risky than VTBR.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 | VTBR.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 5.81% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.00% | 15.39% | -3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.16% | 37.77% | -18.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.96% | 41.31% | -3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.34% | 34.42% | -0.08% |
Financials
SBER.ME vs. VTBR.ME - Financials Comparison
This section allows you to compare key financial metrics between Sberbank of Russia and VTB Bank. 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