SBERP.ME vs. LQDT
Compare and contrast key facts about Sberbank of Russia (SBERP.ME) and Liquidity Services, Inc. (LQDT).
Performance
SBERP.ME vs. LQDT - Performance Comparison
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SBERP.ME vs. LQDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBERP.ME Sberbank of Russia | 5.62% | 7.20% | 2.59% | 118.51% | -49.47% | 23.61% | 16.24% | 48.91% | -5.79% | 53.57% |
LQDT Liquidity Services, Inc. | 3.37% | -32.34% | 130.41% | 50.85% | -38.50% | 40.81% | 218.36% | -13.43% | 52.73% | -53.41% |
Different Trading Currencies
SBERP.ME is traded in RUB, while LQDT is traded in USD. To make them comparable, the LQDT values have been converted to RUB using the latest available exchange rates.
Returns By Period
In the year-to-date period, SBERP.ME achieves a 5.62% return, which is significantly higher than LQDT's 3.37% return. Both investments have delivered pretty close results over the past 10 years, with SBERP.ME having a 21.15% annualized return and LQDT not far ahead at 21.70%.
SBERP.ME
- 1D
- 0.80%
- 1M
- 0.99%
- YTD
- 5.62%
- 6M
- 10.75%
- 1Y
- 3.65%
- 3Y*
- 18.38%
- 5Y*
- 7.06%
- 10Y*
- 21.15%
LQDT
- 1D
- -0.31%
- 1M
- -0.05%
- YTD
- 3.37%
- 6M
- 9.51%
- 1Y
- -7.08%
- 3Y*
- 34.12%
- 5Y*
- 10.86%
- 10Y*
- 21.70%
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Return for Risk
SBERP.ME vs. LQDT — Risk / Return Rank
SBERP.ME
LQDT
SBERP.ME vs. LQDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank of Russia (SBERP.ME) and Liquidity Services, Inc. (LQDT). 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.
| SBERP.ME | LQDT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.20 | -0.17 | +0.37 |
Sortino ratioReturn per unit of downside risk | 0.39 | 0.04 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.01 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.33 | -0.11 | +0.45 |
Martin ratioReturn relative to average drawdown | 0.74 | -0.19 | +0.93 |
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
| SBERP.ME | LQDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | -0.17 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.19 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.38 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.16 | +0.20 |
Correlation
The correlation between SBERP.ME and LQDT is 0.03, 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.
Dividends
SBERP.ME vs. LQDT - Dividend Comparison
Neither SBERP.ME nor LQDT has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBERP.ME Sberbank of Russia | 0.00% | 0.00% | 0.00% | 9.17% | 0.00% | 6.72% | 7.77% | 7.01% | 7.22% | 3.17% | 1.52% | 0.59% |
LQDT Liquidity Services, 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
SBERP.ME vs. LQDT - Drawdown Comparison
The maximum SBERP.ME drawdown since its inception was -91.05%, roughly equal to the maximum LQDT drawdown of -88.72%. Use the drawdown chart below to compare losses from any high point for SBERP.ME and LQDT.
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Drawdown Indicators
| SBERP.ME | LQDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.05% | -95.31% | +4.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | -30.90% | +17.44% |
Max Drawdown (5Y)Largest decline over 5 years | -71.72% | -58.60% | -13.12% |
Max Drawdown (10Y)Largest decline over 10 years | -71.72% | -72.78% | +1.06% |
Current DrawdownCurrent decline from peak | -3.89% | -52.71% | +48.82% |
Average DrawdownAverage peak-to-trough decline | -20.30% | -62.35% | +42.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 17.39% | -11.34% |
Volatility
SBERP.ME vs. LQDT - Volatility Comparison
The current volatility for Sberbank of Russia (SBERP.ME) is 2.47%, while Liquidity Services, Inc. (LQDT) has a volatility of 10.79%. This indicates that SBERP.ME experiences smaller price fluctuations and is considered to be less risky than LQDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBERP.ME | LQDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 10.79% | -8.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.59% | 29.32% | -17.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.55% | 41.83% | -23.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.33% | 57.38% | -20.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.77% | 57.00% | -24.23% |
Financials
SBERP.ME vs. LQDT - Financials Comparison
This section allows you to compare key financial metrics between Sberbank of Russia and Liquidity Services, 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.
Total Revenue: Total amount of money received from sales and other business activities