SBERP.ME vs. GAZP.ME
Compare and contrast key facts about Sberbank of Russia (SBERP.ME) and Public Joint Stock Company Gazprom (GAZP.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBERP.ME or GAZP.ME.
Key characteristics
| SBERP.ME | GAZP.ME | |
|---|---|---|
| YTD Return | 13.38% | 2.31% |
| 1Y Return | 44.68% | -8.35% |
| 3Y Return (Ann) | 9.47% | 1.67% |
| 5Y Return (Ann) | 16.94% | 11.39% |
| 10Y Return (Ann) | 24.71% | 11.63% |
| Sharpe Ratio | 1.93 | -0.42 |
| Daily Std Dev | 23.75% | 13.99% |
| Max Drawdown | -91.05% | -98.94% |
| Current Drawdown | -2.21% | -39.97% |
Fundamentals
| SBERP.ME | GAZP.ME | |
|---|---|---|
| Market Cap | RUB 2.72T | RUB 3.90T |
| EPS | RUB 50.40 | RUB 88.52 |
| PE Ratio | 2.51 | 1.97 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 2.43T | RUB 10.24T |
| Gross Profit (TTM) | RUB 2.38T | RUB 2.56T |
| EBITDA (TTM) | -RUB 8.83M | RUB 3.66T |
Correlation
The correlation between SBERP.ME and GAZP.ME is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SBERP.ME vs. GAZP.ME - Performance Comparison
In the year-to-date period, SBERP.ME achieves a 13.38% return, which is significantly higher than GAZP.ME's 2.31% return. Over the past 10 years, SBERP.ME has outperformed GAZP.ME with an annualized return of 24.71%, while GAZP.ME has yielded a comparatively lower 11.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SBERP.ME vs. GAZP.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank of Russia (SBERP.ME) and Public Joint Stock Company Gazprom (GAZP.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.
Dividends
SBERP.ME vs. GAZP.ME - Dividend Comparison
SBERP.ME's dividend yield for the trailing twelve months is around 8.09%, while GAZP.ME has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBERP.ME Sberbank of Russia | 8.09% | 9.17% | 0.00% | 6.72% | 7.77% | 7.01% | 7.22% | 3.17% | 1.52% | 0.59% | 8.49% | 4.00% |
GAZP.ME Public Joint Stock Company Gazprom | 0.00% | 5.73% | 31.36% | 3.66% | 7.17% | 6.48% | 5.24% | 6.16% | 5.11% | 5.29% | 5.53% | 4.32% |
Drawdowns
SBERP.ME vs. GAZP.ME - Drawdown Comparison
The maximum SBERP.ME drawdown since its inception was -91.05%, smaller than the maximum GAZP.ME drawdown of -98.94%. Use the drawdown chart below to compare losses from any high point for SBERP.ME and GAZP.ME. For additional features, visit the drawdowns tool.
Volatility
SBERP.ME vs. GAZP.ME - Volatility Comparison
The current volatility for Sberbank of Russia (SBERP.ME) is 4.06%, while Public Joint Stock Company Gazprom (GAZP.ME) has a volatility of 4.43%. This indicates that SBERP.ME experiences smaller price fluctuations and is considered to be less risky than GAZP.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SBERP.ME vs. GAZP.ME - Financials Comparison
This section allows you to compare key financial metrics between Sberbank of Russia and Public Joint Stock Company Gazprom. 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