SBERP.ME vs. LQDT

Last updated Jun 5, 2026

SBERP.ME (Sberbank of Russia) and LQDT (Liquidity Services, Inc.) are both stocks. Over the past 10 years, SBERP.ME returned 19.28%/yr vs 19.32%/yr for LQDT. At a 0.03 correlation, their price movements are largely independent.

Performance

SBERP.ME vs. LQDT - Performance Comparison

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

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 7.85% return, which is significantly lower than LQDT's 14.37% return. Both investments have delivered pretty close results over the past 10 years, with SBERP.ME having a 19.28% annualized return and LQDT not far ahead at 19.32%.

SBERP.ME

• 1D: -0.28%
• 1M: 0.92%
• YTD: 7.85%
• 6M: 6.58%
• 1Y: 2.43%
• 3Y*: 10.78%
• 5Y*: 4.55%
• 10Y*: 19.28%

LQDT

• 1D: 1.13%
• 1M: -1.45%
• YTD: 14.37%
• 6M: 19.34%
• 1Y: 44.93%
• 3Y*: 27.84%
• 5Y*: 9.02%
• 10Y*: 19.32%

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

SBERP.ME vs. LQDT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SBERP.ME Sberbank of Russia	7.85%	7.20%	2.59%	118.51%	-49.47%	23.61%	16.24%	48.91%	-5.79%	53.57%
LQDT Liquidity Services, Inc.	14.37%	-32.34%	130.41%	50.85%	-38.50%	40.81%	218.36%	-13.43%	52.73%	-53.41%

Correlation

The correlation between SBERP.ME and LQDT is 0.01, 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	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.01
Correlation (10Y) Calculated over the trailing 10-year period	0.01
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007	0.03

Return for Risk

SBERP.ME vs. LQDT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBERP.ME

SBERP.ME Risk / Return Rank: 46
SBERP.ME Sharpe Ratio Rank: 50
SBERP.ME Sortino Ratio Rank: 41
SBERP.ME Omega Ratio Rank: 41
SBERP.ME Calmar Ratio Rank: 48
SBERP.ME Martin Ratio Rank: 49

LQDT

LQDT Risk / Return Rank: 79
LQDT Sharpe Ratio Rank: 82
LQDT Sortino Ratio Rank: 78
LQDT Omega Ratio Rank: 77
LQDT Calmar Ratio Rank: 78
LQDT Martin Ratio Rank: 81

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.

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 ratio: Return per unit of total volatility	0.23	1.23	-1.00
Sortino ratio: Return per unit of downside risk	0.42	1.82	-1.40
Omega ratio: Gain probability vs. loss probability	1.06	1.23	-0.18
Calmar ratio: Return relative to maximum drawdown	0.28	1.94	-1.66
Martin ratio: Return relative to average drawdown	0.63	5.54	-4.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBERP.ME vs. LQDT - Sharpe Ratio Comparison

The current SBERP.ME Sharpe Ratio is 0.23, which is lower than the LQDT Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SBERP.ME and LQDT, 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

	SBERP.ME	LQDT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	1.23	-1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.12	0.17	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.34	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.16	+0.20

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.

Drawdown Indicators

	SBERP.ME	LQDT	Difference
Max Drawdown Largest peak-to-trough decline	-91.05%	-88.72%	-2.33%
Max Drawdown (1Y) Largest decline over 1 year	-13.46%	-23.30%	+9.84%
Max Drawdown (3Y) Largest decline over 3 years	-32.48%	-51.97%	+19.49%
Max Drawdown (5Y) Largest decline over 5 years	-71.72%	-70.34%	-1.38%
Max Drawdown (10Y) Largest decline over 10 years	-71.72%	-70.34%	-1.38%
Current Drawdown Current decline from peak	-1.86%	-26.18%	+24.32%
Average Drawdown Average peak-to-trough decline	-20.13%	-49.78%	+29.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.92%	8.13%	-2.21%

Volatility

SBERP.ME vs. LQDT - Volatility Comparison

The current volatility for Sberbank of Russia (SBERP.ME) is 3.00%, while Liquidity Services, Inc. (LQDT) has a volatility of 10.58%. 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.

Volatility by Period

	SBERP.ME	LQDT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.00%	10.58%	-7.58%
Volatility (6M) Calculated over the trailing 6-month period	6.50%	22.19%	-15.69%
Volatility (1Y) Calculated over the trailing 1-year period	15.99%	36.76%	-20.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.17%	54.17%	-17.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.65%	56.82%	-24.17%

Dividends

SBERP.ME vs. LQDT - Dividend Comparison

Neither SBERP.ME nor LQDT has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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%

Financials

Frequently Asked Questions

Can I hold both SBERP.ME and LQDT in my portfolio?

SBERP.ME and LQDT have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.